Naskah Publikasi dan Jurnal Penelitian Derivatives & Hedge Funds (formerly Derivatives Use, Trading & Regulation)

The role of credit default swaps and other alternative betas in hedge fund factor analysis

Keith H Black
J deriv hedge funds 18: 201-222; advance online publication, June 21, 2012; doi:10.1057/jdhf.2012.9

A primer on commodity hedge funds

Christopher Bauer, Thomas Heidorn and Dieter Kaiser
J deriv hedge funds 18: 223-235; doi:10.1057/jdhf.2012.10

Do funds follow post-earnings announcement drift?

Umit G Gurun and Ali Coskun
J deriv hedge funds 18: 236-253; doi:10.1057/jdhf.2012.11

Detecting price artificiality and manipulation in futures markets: An application to Amaranth Open

Atanu Saha and Hans-Jürgen Petersen
J deriv hedge funds 18: 254-271; advance online publication, June 21, 2012; doi:10.1057/jdhf.2012.7

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