Home > Research > Researchers > Professor Olga Kolokolova > Publications

Research

Professor Olga Kolokolova

Chair in Finance

1 - 13 out of 13Page size: 100
RSS feed of this list
  1. 2024
  2. Published

    Enhancing betting against beta with stochastic dominance

    Kolokolova, O. & Xu, X., 31/03/2024, In: Journal of Empirical Finance. 76, 101465.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 2023
  4. E-pub ahead of print

    Born after the Volcker Rule: Regulatory change, managerial remuneration and hedge fund performance

    Bowe, M., Kolokolova, O. & Yu, L., 6/09/2023, (E-pub ahead of print) In: European Financial Management.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. E-pub ahead of print

    On the Other Side of Hedge Fund Equity Trades

    Wang, G., Kolokolova, O. & Cui, X., 31/07/2023, (E-pub ahead of print) In: Management Science. 27 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. Published

    Price convergence between credit default swap and put option: New evidence

    Chan, K. K., Kolokolova, O., Lin, M-T. & Poon, S. H., 30/06/2023, In: Journal of Empirical Finance. 72, p. 188-213 26 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. 2022
  8. Published

    When Paid Work Gives in to Unpaid Care Work: Evidence from the Hedge Fund Industry under COVID-19

    Tommar, S. A., Kolokolova, O. & Mura, R., 31/08/2022, In: Management Science. 68, 8, p. 6250-6267 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. Published

    Is the index efficient? A worldwide tour with stochastic dominance

    Kolokolova, O., Le Courtois, O. & Xu, X., 30/06/2022, In: Journal of Financial Markets. 59, Part B, 100660.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. 2021
  11. Published

    Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors

    Lin, M. T., Kolokolova, O. & Poon, S. H., 31/01/2021, In: European Journal of Finance. 27, 1-2, p. 136-157 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. 2020
  13. Published

    Too Big to Ignore? Hedge Fund Flows and Bond Yields

    Kolokolova, O., Poon, S-H. & Lin, M-T., 2020, In: Journal of Banking and Finance. 112, 105271.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  14. 2019
  15. Published

    Rating-Based CDS Curves

    Kolokolova, O., Poon, S-H. & Lin, M-T., 31/01/2019, In: European Journal of Finance. 25, 7, p. 689-723 35 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  16. 2018
  17. Published

    A Time to Scatter Stones, and a Time to Gather Them: Annual Cycle in Hedge Fund Risk Taking

    Kolokolova, O. & Mattes, A., 30/11/2018, In: The Financial Review. 53, 4, p. 669-704 36 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  18. 2015
  19. Published

    Improved Portfolio Choice Using Second Order Stochastic Dominance

    Jackwerth, J. C., Hodder, J. E. & Kolokolova, O., 31/07/2015, In: Review of Finance. 19, 4, p. 1623-1647 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  20. 2014
  21. Published

    Recovering Delisting Returns of Hedge Funds

    Jackwerth, J. C., Hodder, J. E. & Kolokolova, O., 30/06/2014, In: Journal of Financial and Quantitative Analysis. 49, 3, p. 797-815 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  22. 2011
  23. Published

    Strategic behavior within families of hedge funds

    Kolokolova, O., 31/07/2011, In: Journal of Banking and Finance. 35, 7, p. 1645-1662 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

Back to top