Market Efficiency and Hedge Fund Trading Strategies

This paper investigates the role that hedge funds, a proxy for sophisticated investors, play in the price discovery process between stock and option markets and the disagreement/agreement periods.< ...

Author(s):

Marie Lambert

University of Liège, HEC Liège
Research Associate, EDHEC-Risk Institute

Nicolas Papageorgiou

Professor, HEC Montréal
Head of Research, HR Strategies

Federico Platania

University of Liège, HEC Liège

This paper investigates the role that hedge funds, a proxy for sophisticated investors, play in the price discovery process between stock and option markets and the disagreement/agreement periods.

Pdf
Market Efficiency and Hedge Fund Trading Strategies...
(-1.00 B)
Type: Working paper
Date: le 01/05/2016
Research Cluster : Finance

See Also

Lionel Martellini discussed ageing population: goal-based investing and its application to the retirement problem
News
- 10-07-2018
Lionel Martellini, Professor of Finance at EDHEC Business School and Director of EDHEC-...
EDHECInfra Days: Infrastructure Investors need proper benchmarks
News
- 05-07-2018
Earlier this month we held the first EDHECinfra Days event in London, bringing together...
EDHEC Family Business Centre Dissemin’Actions
News
- 05-07-2018
Since the beginning of 2018, researchers and teachers from the Family Business Centre...
Editorial Partnership between Les Echos Solutions and the EDHEC Family Business Centre
News
- 05-07-2018
On the June 20, 2018, the Family Business Centre made its first contribution at the...