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Share Restrictions and Investor Flows in the Hedge Fund Industry
We study the effect of share restrictions on the fund flow-performance relation of individual hedge funds. With a simple model, we demonstrate that restrictions, which represent short options… Expand
Estimating Operational Risk for Hedge Funds: The ω-Score
Using a complete set of U.S. SEC filing information on hedge funds (Form ADV) and data from the Lipper TASS Hedge Fund Database, the study reported here developed a quantitative model called the… Expand
Performance Characteristics of Individual vs. Team Managed Mutual Funds
In the fields of psychology and evolution, there is a large body of theory and evidence on how individual behavior differs from group behavior, particularly for performance and risk-taking… Expand
The Fix Is In: Properly Backing Out Backfill Bias
Hedge fund researchers have long known about backfill bias, typically correcting for it by truncating a fixed number of returns from the beginning of each fund's return series. Expand
Do Market Participants Care about Portfolio Disclosure? Evidence from Hedge Funds’ 13F Filings
We examine market participants’ use of hedge funds’ 13F filings. We detect abnormal trading volume and positive returns immediately after disclosure, likely due to copycat investors. However, we find… Expand
Attention Induced Trading and Returns: Evidence from Robinhood Users
Consistent with attention-induced trading models’ predictions, we link episodes of intense buying by retail investors at the brokerage Robinhood to future negative returns. Average five-day abnormal… Expand
Ylide-Functionalization via Metalated Ylides: Synthesis and Structural Properties.
- Christopher Schwarz, Thorsten Scherpf, Ilja Rodstein, J. Weismann, K. Feichtner, V. Gessner
- Chemistry, Medicine
- 1 May 2019
The α-metallated ylides [Ph3P-C-Z]-M+ (with Z=SO2Tol or CN and M=Na or K) were used as versatile nucleophiles for the facile access to ylide-substituted compounds. Halogenations, alkylations,… Expand
Beyond the Liberal Moment? Tariff Revenue, Political Institutions, and Interstate Conflict
- Christopher Schwarz
Does treatment with anti-IL-17 affect HbA1c levels?