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SSRNDerivatives & Volatility

Hedge Funds' Demand Linked to Future Stock Returns

The correlation between short-term institutional demand and future stock returns is only significant in hedge funds, not in other institutions with short investment horizons.

Featured in No. 14 on 30 Aug 2023 ·

Released
6 Apr 2022
First featured
No. 14 · 30 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
72
Identifier
SSRN 4551406

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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