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46841 results in Management

Page 846 of 2343

  • Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?

  • Richard Sias, Harry J. Turtle, Blerina Zykaj
  • Journal:
    Journal of Financial and Quantitative Analysis / Volume 52 / Issue 5 / October 2017
    Published online by Cambridge University Press:
    02 October 2017, pp. 2157-2181
    Print publication:
    October 2017

  • We test whether model misspecification or liquidity spirals primarily explain the observed excess dependence in filtered (for economic fundamentals) hedge fund index returns and the links between volatility, liquidity shocks, and hedge fund return clustering. Evidence supports the model misspecification hypothesis: i) hedge fund filtered return clustering is symmetric, ii) filtered Short Bias fund returns exhibit negative dependence with filtered returns for other hedge fund types, iii) negative liquidity shocks are associated with clustering in both tails and market volatility subsumes the role of negative liquidity shocks, and iv) these same patterns appear in size-sorted equity portfolios.

  • BHR volume 91 issue 3 Cover and Front matter

  • Journal:
    Business History Review / Volume 91 / Issue 3 / Autumn 2017
    Published online by Cambridge University Press:
    10 October 2017, pp. f1-f7
    Print publication:
    Autumn 2017
    • Article
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  • Entrepreneurial Litigation and Venture Capital Finance

  • Douglas Cumming, Bruce Haslem, April Knill
  • Journal:
    Journal of Financial and Quantitative Analysis / Volume 52 / Issue 5 / October 2017
    Published online by Cambridge University Press:
    31 October 2017, pp. 2217-2250
    Print publication:
    October 2017

  • This article empirically examines the interaction between entrepreneurial plaintiff firm litigation and venture capital (VC). The data indicate that, relative to nonplaintiffs, firms that litigate prior to (after) obtaining VC i) receive financing from less (more) reputable venture capitalists (VCs), ii) are subject to greater (similar) oversight by VCs, iii) receive less (more) VC funding, iv) are more likely to exit through an initial public offering than through an acquisition, and v) are less likely to be liquidated when litigation occurs after VC financing. The results are robust to different specifications, methodologies, and endogeneity checks.

  • Long-Term versus Short-Term Contingencies in Asset Allocation

  • Mahmoud Botshekan, André Lucas
  • Journal:
    Journal of Financial and Quantitative Analysis / Volume 52 / Issue 5 / October 2017
    Published online by Cambridge University Press:
    31 October 2017, pp. 2277-2303
    Print publication:
    October 2017

  • We investigate whether long-term and short-term components of typical conditioning variables in asset pricing studies, such as the dividend yield or yield spread, have different implications for optimal asset allocation. We argue that short-term components relate mostly to momentum, and long-term components relate mostly to mean-reversion effects, respectively. Therefore, they may have a different information content for investors with different horizons. We obtain improvements in terms of out-of-sample Sharpe ratios and expected utilities for decomposed state variables that directly reflect information related to the stock market, such as the dividend yield and stock market trend.

  • Equilibrium-Informed Trading with Relative Performance Measurement

  • Zhigang Qiu
  • Journal:
    Journal of Financial and Quantitative Analysis / Volume 52 / Issue 5 / October 2017
    Published online by Cambridge University Press:
    31 October 2017, pp. 2083-2118
    Print publication:
    October 2017

  • This article analyzes the informative trading of professional money managers within a rational-expectations equilibrium model in which managers care about their performance relative to their peer group. I find that the existence of uninformed managers causes informed managers with relative performance concerns to trade less informatively, engendering less informative prices. When managers are differentially informed, they need to forecast the average performance based on private signals, and each manager may place more weight on the private signal if the signal provides good information about the average performance. The price aggregates those signals and thus becomes more informative.

Patents and Innovation in Mainland China and Hong Kong
  • Two Systems in One Country Compared
  • Edited by Yahong Li
  • Published online:
    29 September 2017
    Print publication:
    12 October 2017
  • How do patents affect innovation in mainland China and Hong Kong? How can two patent systems operate within one country and how is innovation affected by the 'one country two systems' model? For the first time, this book links these challenging issues together and provides a comprehensive overview for government officials, law-makers, academics, law practitioners and students to understand the patent systems of mainland China and Hong Kong. Themes examined include the interaction between the two distinctive patent regimes, the impact of patents on innovation in China's specific industries such as green tech, traditional Chinese medicines and telecommunications, the role of utility models in inflating low-quality patents and the application of good faith principle in enforcing FRAND in mainland China, patent system reforms in Hong Kong, and the impact of these changes on innovation in the two vastly distinctive yet closely connected jurisdictions.

Thinking about Bribery
  • Neuroscience, Moral Cognition and the Psychology of Bribery
  • Edited by Philip M. Nichols, Diana C. Robertson
  • Published online:
    28 September 2017
    Print publication:
    07 September 2017
  • Bribery is perhaps the most visible and most frequently studied form of corruption. Very little research, however, examines the individual decision to offer or accept a bribe, or how understanding that decision can help to effectively control bribery. This book brings together research by scholars from a variety of disciplines studying the mind and morality, who use their research to explain how and why decisions regarding participation in bribery are made. It first examines bribery from the perspective of brain structure, then approaches the decision to engage in bribery from a cognitive perspective. It examines the psychological costs imposed on a person who engages in bribery, and studies societal and organizational norms and their impact on bribery. This is an ideal read for scholars and other interested persons studying business ethics, bribery and corruption, corruption control, and the applications of neuroscience in a business environment.

Page 846 of 2343