Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect Article

Caglayan, Mustafa Onur, Celiker, Umut, Sonaer, Gokhan. (2018). Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect . JOURNAL OF BANKING & FINANCE, 92 51-66. 10.1016/j.jbankfin.2018.04.021

Open Access

keywords

  • Book-to-market effect
  • Business & Economics
  • Business, Finance
  • CROSS-SECTION
  • DUMB MONEY
  • Economics
  • Hedge funds
  • IMPACT
  • INTANGIBLE INFORMATION
  • Institutional demand
  • OWNERSHIP
  • PERFORMANCE
  • PERSISTENCE
  • RISK
  • STOCK RETURNS
  • Social Sciences
  • TIME

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE BV

start page

  • 51

end page

  • 66

volume

  • 92