Jot K. Yau

Finance · 2000–2008

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Jot K. Yau trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Nicolas P. B. Bollen

Who trusts Jot K. Yau overall

  1. Thornton Matheson

Papers from Jot K. Yau's perspective

Ordered by how strongly the researchers Jot K. Yau trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
  2. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
  3. On the Timing Ability of Mutual Fund Managers
  4. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
  5. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  6. Hedge Fund Performance and Manager Skill
  7. Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry
  8. Specification tests in econometrics
  9. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
  10. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Their papers