dc.contributor.author | Bianchi, Robert J | |
dc.contributor.author | Wijeratne, Thanula | |
dc.contributor.editor | Australia | |
dc.date.accessioned | 2017-05-03T14:11:15Z | |
dc.date.available | 2017-05-03T14:11:15Z | |
dc.date.issued | 2009 | |
dc.date.modified | 2010-07-07T07:40:13Z | |
dc.identifier.issn | 0313-5934 | |
dc.identifier.uri | http://hdl.handle.net/10072/30238 | |
dc.description.abstract | While earlier empirical research found that stock, bond and hedge fund returns can be predicted with conventional financial and economic variables, recent econometric studies have shown that predictive regressions are spurious when the forecasting instrument is a non-stationary variable. After examining the predictability of hedge fund index returns with stationary forecasting variables,our findings suggest that the forecasting variables discovered in previous studies are statistically insignificant at predicting hedge fund index returns. | |
dc.description.peerreviewed | Yes | |
dc.description.publicationstatus | Yes | |
dc.format.extent | 509053 bytes | |
dc.format.mimetype | application/pdf | |
dc.language | English | |
dc.language.iso | eng | |
dc.publisher | Financial Services Institute of Australasia (Finsia) | |
dc.publisher.place | Australia | |
dc.publisher.uri | https://www.finsia.com/ | |
dc.relation.ispartofstudentpublication | N | |
dc.relation.ispartofpagefrom | 17 | |
dc.relation.ispartofpageto | 23 | |
dc.relation.ispartofissue | 4 | |
dc.relation.ispartofjournal | Jassa: The finsia journal of applied finance | |
dc.relation.ispartofvolume | 2009 | |
dc.rights.retention | Y | |
dc.subject.fieldofresearch | Accounting, auditing and accountability | |
dc.subject.fieldofresearch | Banking, finance and investment | |
dc.subject.fieldofresearch | Banking, finance and investment not elsewhere classified | |
dc.subject.fieldofresearchcode | 3501 | |
dc.subject.fieldofresearchcode | 3502 | |
dc.subject.fieldofresearchcode | 350299 | |
dc.title | Are hedge fund returns predictable? | |
dc.type | Journal article | |
dc.type.description | C1 - Articles | |
dc.type.code | C - Journal Articles | |
gro.faculty | Griffith Business School, Department of Accounting, Finance and Economics | |
gro.rights.copyright | © 2009 JASSA and the Authors. The attached file is reproduced here in accordance with the copyright policy of the publisher. Please refer to the journal's website for access to the definitive, published version. | |
gro.date.issued | 2009 | |
gro.hasfulltext | Full Text | |
gro.griffith.author | Bianchi, Robert | |