Hung-Gay Fung
Finance · 2002–2018
A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 28 citations into it
- Economics and Econometrics — 18 citations into it
Whom Hung-Gay Fung trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Nicolas P. B. Bollen
- Roberto Blanco Escolar
- William Fung
- Jeffrey A. Busse
- Bing Liang
- Ian W. Marsh
- David A. Hsieh
- Vikas Agarwal
Papers from Hung-Gay Fung's perspective
Ordered by how strongly the researchers Hung-Gay Fung trusts endorse each paper. Same corpus, a different order for every researcher.
- The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
- Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
- On the Timing Ability of Mutual Fund Managers
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
- An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
- Hedge Fund Performance and Manager Skill
- Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry
- Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Hedge-Fund Benchmarks: Information Content and Biases
Their papers
- Are the U.S. Stock Market and Credit Default Swap Market Related? (2008) — 136 citations
- The relationship between CSR and performance: Evidence in China (2018) — 280 citations
- Cross-market linkages between U.S. and Japanese precious metals futures trading (2005) — 126 citations
- Global Hedge Funds: Risk, Return, and Market Timing (2002) — 111 citations