Browsing School of Business by Subject "Skewness"

Now showing items 1-3 of 3

The performance and diversification benefits of funds of hedge funds

Denvir, Emily ; Hutson, Elaine (University College Dublin. School of Business. Centre for Financial Markets, 2004)

We examine the performance and diversification potential of 332 funds of hedge funds (FOHFs) for the period from January 1990 to May 2003. Consistent with prior studies, we find that FOHFs appear to underperform the hedge ...
The performance and diversification benefits of funds of hedge funds

Denvir, Emily ; Hutson, Elaine (Elsevier, 2006-02)

We examine the performance and diversification potential of 332 funds of hedge funds (FOHFs) for the period from January 1990 to May 2003. Consistent with prior studies, we find that FOHFs appear to underperform the hedge ...
Volume and skewness in international equity markets

Hutson, Elaine ; Kearney, Colm ; Lynch, Margaret (Elsevier, 2008)

We examine the relation between trading volume and skewness in 11 international stock markets using daily and monthly data from January 1980 to August 2004. We construct single equation and VAR models of the relation ...