“Recent developments in asset management”
Hilton Cavalieri, Rome, Italy
Liquidity Risk and the Cross-Section of Hedge-Fund Returns
Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises
Rainer Jankowitsch Wirtschaftsuniversität Wien, Institute for Banking and Finance
Corporate Governance and Value Creation: Evidence from Private Equity
Viral V. Acharya, Stern School of Business, New York University and Moritz Hahn McKinsey & Company
Measuring the Market Beta Dynamics of Individual Stocks
Mathijs Cosemans, Rik Frehen, Rob Bauer, Peter Schotman, Maastricht University
0 International Price and Earnings Momentum
Markus Leippold, Imperial College London and Harald Lohre Union Investment
Do Smart Investors Outperform Dumb Investors?
Matti Keloharju/ Grinblatt/ Linnainmaa
Transaction costs and equity portfolio capacity analysis.
Yossi Brandes, Ian Domowitz* and Vitaly Serbin, all of ITG
Keynes meets Markowitz: the trade-off between familiarity and diversification
Raman Uppal* (CEPR and London Business School), Phelim Boyle (Wilfrid Laurier University, Ontario), Lorenzo Garlappi (Sauder School of Business, University of British Columbia) and Tan Wang (CCFR and Sauder School of Business, University of British Columb
International and cross assets volatility dynamics and investment implications: international portfolio choice and the economic value of jump timing
Stuart Hyde*, Nghia T Nguyen and Ser-Huang Poon, all of Manchester Business School.
Heterogeneity among institutional investors: portfolio choices, trading behavior and stock returns
Michela Verardo, London School of Economics