The effects of hedge fund ownership on idiosyncratic risk
This thesis studies the effect of the level of hedge fund ownership on the idiosyncratic volatility of firms. In particular we hypothesize that a high level of hedge fund ownership leads to an increase in the idiosyncratic volatility of highly idiosyncratic volatile while leading to a decrease in th...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/10400.14/20694 |
| País: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/20694 |