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Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics (2016)
Journal Article
El Kalak, I., Azevedo, A., & Hudson, R. (2016). Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics. International review of financial analysis, 48, 85-97. https://doi.org/10.1016/j.irfa.2016.09.008

© 2016 Elsevier Inc. This paper summarizes the literature on hedge funds (HFs) developed over the last two decades, particularly that which relates to managerial characteristics (a companion piece covers the return and risk management characteristics... Read More

Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics (2016)
Journal Article
El Kalak, I., Azevedo, A., & Hudson, R. (2016). Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics. International review of financial analysis, 48, 55-66. https://doi.org/10.1016/j.irfa.2016.09.006

© 2016 Elsevier Inc. This paper summarizes the literature on hedge funds (HFs) developed over the last two decades, particularly that which relates to risk management characteristics (a companion piece investigates the managerial characteristics of H... Read More

Dispelling the myth of a value premium: contrary evidence of Malaysian crony capitalism (2016)
Journal Article
Ebrahim, M., Hudson, R., Iqbal, A., & Eskandar Shah MohdRasid, M. (2016). Dispelling the myth of a value premium: contrary evidence of Malaysian crony capitalism. International Journal of Banking, Accounting and Finance, 7(1), 1-33. https://doi.org/10.1504/ijbaaf.2016.079164

This paper contradicts the existence of a universal value anomaly by studying Malaysia, a country with a unique institutional setting. We investigate this counter-example to attribute the anomaly to: 1) the leverage effect of value firms; 2) the inve... Read More

The price, quality and distribution of mortgage payment protection insurance: a hedonic pricing approach (2016)
Journal Article
Ashton, J. K., & Hudson, R. S. (2017). The price, quality and distribution of mortgage payment protection insurance: a hedonic pricing approach. The British accounting review, 49(2), 242-255. https://doi.org/10.1016/j.bar.2016.07.003

Mortgage payment protection insurance (hereafter MPPI) provides varying combinations of accident, sickness and unemployment insurance and is used to protect the mortgage payments of policyholders in the event of a fall in income. Despite alleviating... Read More