Thursday, August 18, 2011, 8:30-10:15 am; Asset Pricing Empirical
Hedge Funds - C1

Session Chair: Miguel Ferreira, Universidade Nova de Lisboa

• Capitalizing on Capital Hill: Informed by Hedge Fund Managers PDF
  Meng Gao, Jiekun Huang
  National University of Singapore
  • Discussant: Fotios Amaxopoulis, Imperial College

• Is Pay-for-Performance Effective? Evidence from the Hedge Fund Industry PDF
  Bing Liang, Christopher George Schwarz
  University of Massachusetts - Amherst; University of California - Irvine
  • Discussant: Melvyn Teo, Singapore Management University

• 'When There is No Place to Hide': Correlation Risk and the Cross-Section of Hedge Fund Returns PDF
  Andrea Buraschi¹, Robert Kosowski¹, and Fabio Trojani²
  Imperial College London¹; University of Lugano²; Swiss Finance Institute²
  • Discussant: Marno Verbeek, Erasmus University