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dc.contributor.authorBianchi, Robert J
dc.contributor.authorWijeratne, Thanula
dc.contributor.editorAustralia
dc.date.accessioned2017-05-03T14:11:15Z
dc.date.available2017-05-03T14:11:15Z
dc.date.issued2009
dc.date.modified2010-07-07T07:40:13Z
dc.identifier.issn0313-5934
dc.identifier.urihttp://hdl.handle.net/10072/30238
dc.description.abstractWhile 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.peerreviewedYes
dc.description.publicationstatusYes
dc.format.extent509053 bytes
dc.format.mimetypeapplication/pdf
dc.languageEnglish
dc.language.isoeng
dc.publisherFinancial Services Institute of Australasia (Finsia)
dc.publisher.placeAustralia
dc.publisher.urihttps://www.finsia.com/
dc.relation.ispartofstudentpublicationN
dc.relation.ispartofpagefrom17
dc.relation.ispartofpageto23
dc.relation.ispartofissue4
dc.relation.ispartofjournalJassa: The finsia journal of applied finance
dc.relation.ispartofvolume2009
dc.rights.retentionY
dc.subject.fieldofresearchAccounting, auditing and accountability
dc.subject.fieldofresearchBanking, finance and investment
dc.subject.fieldofresearchBanking, finance and investment not elsewhere classified
dc.subject.fieldofresearchcode3501
dc.subject.fieldofresearchcode3502
dc.subject.fieldofresearchcode350299
dc.titleAre hedge fund returns predictable?
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.facultyGriffith 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.issued2009
gro.hasfulltextFull Text
gro.griffith.authorBianchi, Robert


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