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Melvyn Teo
Melvyn Teo
Lee Kong Chian Professor of Finance, Singapore Management University
Verified email at smu.edu.sg - Homepage
Title
Cited by
Cited by
Year
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
R Kosowski, NY Naik, M Teo
Journal of Financial Economics 84 (1), 229-264, 2007
6772007
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
R Kosowski, NY Naik, M Teo
Journal of Financial Economics 84 (1), 229-264, 2007
6752007
The geography of hedge funds
M Teo
The Review of Financial Studies 22 (9), 3531-3561, 2009
2862009
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
S Hogan, R Jarrow, M Teo, M Warachka
Journal of Financial economics 73 (3), 525-565, 2004
263*2004
Style effects in the cross-section of stock returns
M Teo, SJ Woo
Journal of Financial Economics 74 (2), 367-398, 2004
2212004
Style effects in the cross-section of stock returns
M Teo, SJ Woo
Journal of Financial Economics 74 (2), 367-398, 2004
2212004
The liquidity risk of liquid hedge funds
M Teo
Journal of Financial Economics 100 (1), 24-44, 2011
2132011
Style investing and institutional investors
K Froot, M Teo
Journal of Financial and Quantitative Analysis 43 (4), 883-906, 2008
1612008
Hedge funds, managerial skill, and macroeconomic variables
D Avramov, R Kosowski, NY Naik, M Teo
Journal of Financial Economics 99 (3), 672-692, 2011
1552011
Institutional investors, past performance, and dynamic loss aversion
PGJ O’Connell, M Teo
Journal of Financial and Quantitative Analysis 44 (1), 155-188, 2009
1482009
Asian hedge funds: Return persistence, style, and fund characteristics
M Teo, F Koh, WTH Koh
Style, and Fund Characteristics (June 2003), 2003
1002003
Asian hedge funds: Return persistence, style, and fund characteristics
M Teo, F Koh, WTH Koh
Style, and Fund Characteristics (June 2003), 2003
1002003
Does size matter in the hedge fund industry?
M Teo
Available at SSRN 1331754, 2009
822009
Home-biased analysts in emerging markets
S Lai, M Teo
Journal of Financial and Quantitative Analysis 43 (3), 685-716, 2008
812008
Home-biased analysts in emerging markets
S Lai, M Teo
Journal of Financial and Quantitative Analysis 43 (3), 685-716, 2008
812008
Limited attention, marital events and hedge funds
Y Lu, S Ray, M Teo
Journal of Financial Economics 122 (3), 607-624, 2016
792016
Persistence in style-adjusted mutual fund returns
M Teo, SJ Woo
Available at SSRN 291372, 2001
582001
Sensation seeking and hedge funds
S Brown, Y Lu, S Ray, M Teo
The Journal of Finance 73 (6), 2871-2914, 2018
552018
Equity style returns and institutional investor flows
KA Froot, M Teo
National Bureau of Economic Research, 2004
342004
An improved test for statistical arbitrage
R Jarrow, M Teo, YK Tse, M Warachka
Journal of Financial Markets 15 (1), 47-80, 2012
332012
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Articles 1–20