Hedge fund performance persistence under different business cycles and stock market regimes

Stafylas, D., Andrikopoulos, A. and Tolikas, K. orcid.org/0000-0001-8281-0709 (2023) Hedge fund performance persistence under different business cycles and stock market regimes. The North American Journal of Economics and Finance, 64. 101866. ISSN 1062-9408

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: © 2022 Elsevier Inc.
Keywords: Hedge funds; Performance persistence; Business cycles; Stock market regimes
Dates:
  • Accepted: 6 December 2022
  • Published (online): 9 December 2022
  • Published: January 2023
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Management School (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 09 Feb 2023 09:58
Last Modified: 09 Feb 2023 09:58
Status: Published
Publisher: Elsevier BV
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.najef.2022.101866

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