Mispricing chasing and hedge fund returns

Various anomalies identified in the literature provide investors with enormous opportunities to chase mispriced stocks. This paper investigates hedge funds’ mispricing-chasing behaviors. We use two mispricing factors in the literature, namely Anomaly-Long and Anomaly-Short, to develop a mispricing-c...

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Bibliographic Details
Main Authors: Tianyi Ma, Baibing Li, Kai-Hong Tee
Format: Default Article
Published: 2022
Subjects:
Anomaly
Fund classification
Hedge funds
Mispricing chasing
Online Access:https://hdl.handle.net/2134/20101460.v1
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