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 journal › Article › Research › peer-review

Original language	English
Pages (from-to)	763 - 789
Number of pages	27
Journal	Journal of Financial and Quantitative Analysis
Volume	45
Issue number	3
DOIs	https://doi.org/10.1017/S0022109010000219
Publication status	Published - 2010

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title = "A longer look at the asymmetric dependence between hedge funds and the equity market",

author = "Byoung Kang and Francis In and Gunky Kim and Tong Kim",

year = "2010",

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language = "English",

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pages = "763 -- 789",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

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T1 - A longer look at the asymmetric dependence between hedge funds and the equity market

AU - Kang, Byoung

AU - In, Francis

AU - Kim, Gunky

AU - Kim, Tong

PY - 2010

Y1 - 2010

U2 - 10.1017/S0022109010000219

DO - 10.1017/S0022109010000219

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JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

SN - 0022-1090

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