Hedge fund performance persistence under different business cycles and stock market regimes
(2022)
Journal Article
Stafylas, D., Andrikopoulos, A., & Tolikas, K. (2023). Hedge fund performance persistence under different business cycles and stock market regimes. North American journal of economics and finance, 64, Article 101866. https://doi.org/10.1016/j.najef.2022.101866
We examine different aspects of performance persistence of US hedge funds over different business cycles and stock market regimes. During periods of economic growth and bull stock markets, we report performance persistence for up to one year in the r... Read More about Hedge fund performance persistence under different business cycles and stock market regimes.