Items where Author is "Kolokolova, Olga"

Journal Article

Cui, Xinyu and Kolokolova, Olga (2025) Do hedge funds still manipulate stock prices? Journal of Corporate Finance, 92: 102765. ISSN 0929-1199

Bowe, Michael and Kolokolova, Olga and Yu, Lijie (2024) Born after the Volcker Rule : Regulatory change, managerial remuneration and hedge fund performance. European Financial Management, 30 (3). pp. 1668-1707. ISSN 1354-7798

Cui, Xinyu and Kolokolova, Olga and Wang, George (2024) On the Other Side of Hedge Fund Equity Trades. Management Science, 70 (6). pp. 3684-3710. ISSN 0025-1909

Kolokolova, Olga and Xu, Xia (2024) Enhancing betting against beta with stochastic dominance. Journal of Empirical Finance, 76: 101465. ISSN 0927-5398

Chan, Ka Kei and Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser Huang (2023) Price convergence between credit default swap and put option : New evidence. Journal of Empirical Finance, 72. pp. 188-213. ISSN 0927-5398

Tommar, Sara Ain and Kolokolova, Olga and Mura, Roberto (2022) When Paid Work Gives in to Unpaid Care Work : Evidence from the Hedge Fund Industry under COVID-19. Management Science, 68 (8). pp. 6250-6267. ISSN 0025-1909

Kolokolova, Olga and Le Courtois, Olivier and Xu, Xia (2022) Is the index efficient? : A worldwide tour with stochastic dominance. Journal of Financial Markets, 59 (Part B): 100660. ISSN 1386-4181

Lin, Ming Tsung and Kolokolova, Olga and Poon, Ser Huang (2021) Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors. European Journal of Finance, 27 (1-2). pp. 136-157. ISSN 1351-847X

Kolokolova, Olga and Poon, Ser-Huang and Lin, Ming-Tsung (2020) Too Big to Ignore? : Hedge Fund Flows and Bond Yields. Journal of Banking and Finance, 112: 105271. ISSN 0378-4266

Kolokolova, Olga and Poon, Ser-Huang and Lin, Ming-Tsung (2019) Rating-Based CDS Curves. European Journal of Finance, 25 (7). pp. 689-723. ISSN 1351-847X

Kolokolova, Olga and Mattes, Achim (2018) A Time to Scatter Stones, and a Time to Gather Them : Annual Cycle in Hedge Fund Risk Taking. The Financial Review, 53 (4). pp. 669-704. ISSN 1540-6288

Kolokolova, Olga and Mattes, Achim (2016) How Risky are Low-Risk Hedge Funds? Bankers, Markets & Investors (140). pp. 6-18.

Jackwerth, Jens Carsten and Hodder, James E. and Kolokolova, Olga (2015) Improved Portfolio Choice Using Second Order Stochastic Dominance. Review of Finance, 19 (4). pp. 1623-1647. ISSN 1572-3097

Jackwerth, Jens Carsten and Hodder, James E. and Kolokolova, Olga (2014) Recovering Delisting Returns of Hedge Funds. Journal of Financial and Quantitative Analysis, 49 (3). pp. 797-815. ISSN 0022-1090

Kolokolova, Olga (2011) Strategic behavior within families of hedge funds. Journal of Banking and Finance, 35 (7). pp. 1645-1662. ISSN 0378-4266