Macro sentiment and hedge fund returns Article

Caglayan, Mustafa O, Canayaz, Mehmet I, Simin, Timothy T et al. (2026). Macro sentiment and hedge fund returns . JOURNAL OF BANKING & FINANCE, 187 10.1016/j.jbankfin.2026.107685

cited authors

  • Caglayan, Mustafa O; Canayaz, Mehmet I; Simin, Timothy T; Zhao, Le

authors

publication date

  • June 1, 2026

published in

keywords

  • Business & Economics
  • Business, Finance
  • CONSUMER CONFIDENCE
  • CROSS-SECTION
  • EQUILIBRIUM
  • Economics
  • Hedge funds
  • ICAPM
  • INVESTOR SENTIMENT
  • MEDIA
  • Macro sentiment
  • PRICE
  • RISK
  • STOCK
  • STRATEGIES
  • Social Sciences
  • TERRORISM

Digital Object Identifier (DOI)

publisher

  • ELSEVIER

volume

  • 187