Macro Sentiment and Hedge Fund Returns Article

Caglayan, Mustafa Onur, Canayaz, Mehmet, Simin, Timothy T et al. (2022). Macro Sentiment and Hedge Fund Returns .

cited authors

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

authors

publication date

  • June 27, 2022

keywords

  • Hedge funds
  • ICAPM
  • macro sentiment
  • return predictability
  • risk factors