A longer look at the asymmetric dependence between hedge funds and the equity market

Byoung Kang, Francis In, Gunky Kim, Tong Kim

    Research output: Contribution to journalArticleResearchpeer-review

    12 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)763 - 789
    Number of pages27
    JournalJournal of Financial and Quantitative Analysis
    Volume45
    Issue number3
    DOIs
    Publication statusPublished - 2010

    Cite this