Prime broker-level comovement in hedge fund returns : information or contagion?

J.W. Chung; Byoung Uk Kang

Prime broker-level comovement in hedge fund returns : information or contagion?

Research output: Unpublished conference presentation (presented paper, abstract, poster) › Conference presentation (not published in journal/proceeding/book) › Academic research

Original language	English
Publication status	Published - 2014
Event	Asia-Pacific Financial Markets (CAFM) of the Korean Securities Association (KSA). Conference - Duration: 1 Jan 2014 → …

Conference

Conference	Asia-Pacific Financial Markets (CAFM) of the Korean Securities Association (KSA). Conference
Period	1/01/14 → …

Cite this

@conference{f6699dc03101468cbb285ea180f82812,

title = "Prime broker-level comovement in hedge fund returns : information or contagion?",

author = "J.W. Chung and Kang, {Byoung Uk}",

year = "2014",

language = "English",

note = "Asia-Pacific Financial Markets (CAFM) of the Korean Securities Association (KSA). Conference ; Conference date: 01-01-2014",

}

Prime broker-level comovement in hedge fund returns : information or contagion? / Chung, J.W.; Kang, Byoung Uk.
2014. Paper presented at Asia-Pacific Financial Markets (CAFM) of the Korean Securities Association (KSA). Conference.

Research output: Unpublished conference presentation (presented paper, abstract, poster) › Conference presentation (not published in journal/proceeding/book) › Academic research