Hedge Fund News From HedgeCo.Net

Hedge Funds and Stock Price Formation

August 6, 2018 : Permanent Link

(Harvest) Using comprehensive quarterly data on hedge fund stock holdings, we study the role of hedge funds in the process of stock price formation. We find that hedge funds tend to hold undervalued stocks and that both hedge fund ownership and their trades are positively related to the degree of stock mis-pricing.

To read this article:

This entry was posted in Syndicated. Bookmark the permalink.

Leave a Reply

Recent Posts

  1. Stock futures drop 1% as Israel carries out operation in Iran: Live updates
  2. Managed futures led broader hedge fund industry Q1 gains
  3. New York jury convicts man in first-ever cryptocurrency market manipulation case
  4. Netflix blows past earnings estimates as subscribers jump 16%
  5. World’s largest sovereign wealth fund posts $110 billion in first-quarter profit

Search


Categories