Browsing by Subject "Hedge funds"
Now showing items 1-3 of 3
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The day-of-the-week effect as a risk for hedge fund managers
(North-West University, 2005)The day-of-the-week effect is a market anomaly that manifests as the cyclical behaviour of traders in the market. This market anomaly was first observed by M.F.M. Osborne (1959). The literature distinguishes between two ... -
Evaluation of US and European hedge funds and associated international markets : a risk-performance measure approach
(North West University, 2014)The 2007–2009 financial crisis led to a decrease in consumer and investor confidence worldwide (SARB, 2008:2). Along with the weakened business sentiment and consumer demand, tightened funding conditions in financial ... -
Flagging potential fraudulent investment activity
(Emerald, 2016)Purpose: This paper aims to investigate the use of the bias ratio as a possible early indicator of financial fraud - specifically in the reporting of hedge fund returns. In the wake of the 2008-2009 financial crisis, ...