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The Effects of Hedge Fund Activism
2021In this paper I explore the relationship between the rise of hedge fund activism and firm outcomes, using a study design that explicitly takes into account how activists pick their targets. Contrary to much prior work, I find no evidence that activism is associated with increased firm operating performance or significant long-term returns once ...
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The Hedging Effect of Corporate Debt
SSRN Electronic Journal, 2012Despite the common perception that levered firms are riskier, a review of empirical studies and past theoretical works is presented to discuss the hypotheses that i) corporate debt does not increase the overall risk of the firm; ii) corporate debt reduces the risk and return of equity; iii) equity investors can use corporate debt to lower their return ...
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Hedging Effectiveness of Fertilizer Swaps
2017One potential tool fertilizer dealers and producers have to protect themselves against fertilizer price risk is the fertilizer swaps market. Swaps usually settle using a floating variable price that is determined by an index of cash prices. This paper calculates hedge ratios and hedging effectiveness of urea and DAP (diammonium phosphate) swaps that ...
Maples, William E. +3 more
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The effect of a hedge on the flow of air
Quarterly Journal of the Royal Meteorological Society, 1952AbstractExperiments are described in which the horizontal wind speed at three heights up to 2 m is measured at various distances up and down wind from a dense hedge 1ยท68 m high on occasions with wind directions approximately normal to the hedge.
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Hedge effectiveness: Basis risk and minimum-variance hedging
Journal of Futures Markets, 1992openaire +1 more source
The Size Effects of Hedge Funds
2019The thesis consists of three studies that address issues surrounding the scale-return relationship, risk-shifting behaviour of hedge fund managers, the evaluation of managerial skill and the agency problem in the hedge fund industry. Specifically, the first study examines the relationship between the performance and size of hedge funds and documents ...
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Optimal hedge ratio estimation and hedge effectiveness with multivariate skew distributions
Applied Economics, 2014Wei-Han Liu
exaly
Non Linear Feedback Effects by Hedging Strategies
Stochastic Processes and Applications to Mathematical Finance, 2004MANCINO, MARIA ELVIRA, Ogawa S.
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Longevity hedge effectiveness: a decomposition
Quantitative Finance, 2014Andrew J G Cairns +2 more
exaly