Style Investing and Institutional Investors
Froot, Kenneth, Teo, Melvyn
Published in Journal of financial and quantitative analysis (01.12.2008)
Published in Journal of financial and quantitative analysis (01.12.2008)
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Journal Article
Hedge funds and their prime broker analysts
Chung, Sung Gon, Kulchania, Manoj, Teo, Melvyn
Published in Journal of empirical finance (01.06.2021)
Published in Journal of empirical finance (01.06.2021)
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Journal Article
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
Kosowski, Robert, Naik, Narayan Y., Teo, Melvyn
Published in Journal of financial economics (01.04.2007)
Published in Journal of financial economics (01.04.2007)
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Journal Article
Hedge funds, managerial skill, and macroeconomic variables
Avramov, Doron, Kosowski, Robert, Naik, Narayan Y., Teo, Melvyn
Published in Journal of financial economics (01.03.2011)
Published in Journal of financial economics (01.03.2011)
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Journal Article
Institutional Investors, Past Performance, and Dynamic Loss Aversion
O’Connell, Paul G. J., Teo, Melvyn
Published in Journal of financial and quantitative analysis (01.02.2009)
Published in Journal of financial and quantitative analysis (01.02.2009)
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Journal Article
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Hogan, Steve, Jarrow, Robert, Teo, Melvyn, Warachka, Mitch
Published in Journal of financial economics (01.09.2004)
Published in Journal of financial economics (01.09.2004)
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Journal Article
An improved test for statistical arbitrage
Jarrow, Robert, Teo, Melvyn, Tse, Yiu Kuen, Warachka, Mitch
Published in Journal of financial markets (Amsterdam, Netherlands) (01.02.2012)
Published in Journal of financial markets (Amsterdam, Netherlands) (01.02.2012)
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Journal Article