Hedge Funds and the Asian Currency Crisis

By Stephen J. Brown, W. Goetzmann, James M. Park. 2000

122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/e808b7d04e13b4fc76813108ef2763f9caf2e0a6

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. William Fung
2. David A. Hsieh
3. Stefan Nagel
4. Bahattin Büyüksahin
5. Jeffrey H. Harris
6. Melvyn Teo
7. Markus K. Brunnermeier
8. Narayan Naik

In Finance

1. William Fung
2. David A. Hsieh
3. Stefan Nagel
4. Bahattin Büyüksahin
5. Jeffrey H. Harris
6. Melvyn Teo
7. Markus K. Brunnermeier
8. Narayan Naik

In Strategy and Management

1. William Fung
2. David A. Hsieh
3. Bahattin Büyüksahin
4. Markus K. Brunnermeier
5. Stefan Nagel

Citations in the corpus

• Do Speculators Drive Crude Oil Futures Prices? (2011, background): “Brown et al. (2000) find no link between fund positions and falling currency values around the 1997 Asian financial crisis.”
• The Life Cycle of Hedge Funds: Fund Flows, Size and Performance ⁄ (2005, unknown): “Performance attribution and style analysis in hedge funds have been studied in the following papers: Agarwal and Naik (2000b, 2000c), Brown and Goetzmann (2003), Brown, Goetzmann and Ibbotson (1999), Brown, Goetzmann, and Park (2000, 2001a, 2001b), Fung 5 and Hsieh (1997), and Lochoff (2002).”
• Measuring the market impact of hedge funds (2000, result): “Ž . approach is similar to Sharpe 1992 and Brown et al. 1998 .”
• Hedge Funds and the Technology Bubble (2004, background): “Closer in spirit to our work are Brown, Goetzmann, and Park (2000) and Fung and Hsieh (2000).”
• Risk and Return in Fixed Income Arbitrage: Nickels in front of a Steamroller? (2006, unknown): “These papers include Fung and Hsieh (1997, 2001, 2002), Ackermann, McEnally, and Ravenscraft (1999), Brown, Goetzmann, and Ibbotson (1999), Brown, Goetzmann, and Park (2000), Dor and Jagannathan (2002), Brown and Goetzmann (2003), Getmansky, Lo, and Makarov (2004), Agarwal and Naik (2004), Malkiel…”
• Can Hedge-Fund Returns Be Replicated?: The Linear Case (2006, unknown): “” This approach was applied by Fung and Hsieh (1997a) to hedge funds, but there the factors were derived statistically from a principal components analysis of the covariance matrix of their sample of 409 hedge funds and CTAs.”
• Imperfect Competition, Information Heterogeneity, and Financial Contagion (2007, unknown): “(14) to (16)) in our stylized financial markets in light of the findings of Section 3.”