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