( en | de | ru )

 

Disambiguation of "Hsieh, David A."

Author of the publication

copydeleteadd this publication to your clipboard
Measuring the market impact of hedge funds

, and . Journal of Empirical Finance, 7 (1): 1--36 (May 2000)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

lin A David

David A Traill

David A Wuttke

David A Lazica

Shuo-Chun Hsieh

 

Other publications of authors with the same name

The statistical properties of daily foreign exchange rates: 1974-1983. Journal of International Economics, 24 (1-2): 129--145 (February 1988)The determination of the real exchange rate : The productivity approach. Journal of International Economics, 12 (3-4): 355--362 (May 1982)An exploratory investigation of the firm size effect, , and . Journal of Financial Economics, 14 (3): 451--471 (September 1985)International risk sharing and the choice of exchange-rate regime. Journal of International Money and Finance, 3 (2): 141--151 (August 1984)A nonlinear stochastic rational expectations model of exchange rates. Journal of International Money and Finance, 11 (3): 235--250 (June 1992)A heteroscedasticity-consistent covariance matrix estimator for time series regressions. Journal of Econometrics, 22 (3): 281--290 (August 1983)Measuring the market impact of hedge funds, and . Journal of Empirical Finance, 7 (1): 1--36 (May 2000)The profitability of currency speculation, and . International Journal of Forecasting, 3 (1): 115--130 (1987)Tests of rational expectations and no risk premium in forward exchange markets. Journal of International Economics, 17 (1-2): 173--184 (August 1984)Using non-linear methods to search for risk premia in currency futures. Journal of International Economics, 35 (1-2): 113--132 (August 1993)