Matches in SemOpenAlex for { <https://semopenalex.org/work/W2994811212> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2994811212 abstract "The financial crisis of 2008 highlights the importance of detecting crowded trades due to the risks they pose to the stability of the financial system and to the global economy. However, there is a perception that crowded trades are difficult to identify. To date, no single measure to capture the crowdedness of a trade or a trading style has developed. We propose a methodology to measure crowded trades and apply it to professional currency managers. Our results suggest that carry became a crowded trading strategy towards the end of Q1 2008, shortly before a massive liquidation of carry trades. The timing suggests a possible adverse relationship between our measure of style crowdedness and the future performance of the trading style. Crowdedness in the trend following and value strategies confirm this hypothesis. We apply our approach to currencies but the methodology is general and could be used to measure the popularity or crowdedness of any trade with an identifiable time series return. Our methodology may offer useful insights regarding the popularity of certain trades - in currencies, gold, or other assets - among hedge funds. Further research in this area might be very relevant for investors, managers and regulators." @default.
- W2994811212 created "2019-12-26" @default.
- W2994811212 creator A5088391982 @default.
- W2994811212 creator A5090223119 @default.
- W2994811212 date "2010-01-01" @default.
- W2994811212 modified "2023-09-27" @default.
- W2994811212 title "Detecting Crowded Trades in Currency Funds" @default.
- W2994811212 doi "https://doi.org/10.3386/w15698" @default.
- W2994811212 hasPublicationYear "2010" @default.
- W2994811212 type Work @default.
- W2994811212 sameAs 2994811212 @default.
- W2994811212 citedByCount "2" @default.
- W2994811212 countsByYear W29948112122016 @default.
- W2994811212 crossrefType "report" @default.
- W2994811212 hasAuthorship W2994811212A5088391982 @default.
- W2994811212 hasAuthorship W2994811212A5090223119 @default.
- W2994811212 hasBestOaLocation W29948112122 @default.
- W2994811212 hasConcept C10138342 @default.
- W2994811212 hasConcept C106159729 @default.
- W2994811212 hasConcept C119857082 @default.
- W2994811212 hasConcept C139719470 @default.
- W2994811212 hasConcept C141121606 @default.
- W2994811212 hasConcept C144133560 @default.
- W2994811212 hasConcept C15744967 @default.
- W2994811212 hasConcept C162324750 @default.
- W2994811212 hasConcept C186797051 @default.
- W2994811212 hasConcept C18903297 @default.
- W2994811212 hasConcept C204434749 @default.
- W2994811212 hasConcept C2776291640 @default.
- W2994811212 hasConcept C2776299755 @default.
- W2994811212 hasConcept C2778300220 @default.
- W2994811212 hasConcept C2780009758 @default.
- W2994811212 hasConcept C2780586970 @default.
- W2994811212 hasConcept C41008148 @default.
- W2994811212 hasConcept C556758197 @default.
- W2994811212 hasConcept C70771513 @default.
- W2994811212 hasConcept C77088390 @default.
- W2994811212 hasConcept C77805123 @default.
- W2994811212 hasConcept C86803240 @default.
- W2994811212 hasConceptScore W2994811212C10138342 @default.
- W2994811212 hasConceptScore W2994811212C106159729 @default.
- W2994811212 hasConceptScore W2994811212C119857082 @default.
- W2994811212 hasConceptScore W2994811212C139719470 @default.
- W2994811212 hasConceptScore W2994811212C141121606 @default.
- W2994811212 hasConceptScore W2994811212C144133560 @default.
- W2994811212 hasConceptScore W2994811212C15744967 @default.
- W2994811212 hasConceptScore W2994811212C162324750 @default.
- W2994811212 hasConceptScore W2994811212C186797051 @default.
- W2994811212 hasConceptScore W2994811212C18903297 @default.
- W2994811212 hasConceptScore W2994811212C204434749 @default.
- W2994811212 hasConceptScore W2994811212C2776291640 @default.
- W2994811212 hasConceptScore W2994811212C2776299755 @default.
- W2994811212 hasConceptScore W2994811212C2778300220 @default.
- W2994811212 hasConceptScore W2994811212C2780009758 @default.
- W2994811212 hasConceptScore W2994811212C2780586970 @default.
- W2994811212 hasConceptScore W2994811212C41008148 @default.
- W2994811212 hasConceptScore W2994811212C556758197 @default.
- W2994811212 hasConceptScore W2994811212C70771513 @default.
- W2994811212 hasConceptScore W2994811212C77088390 @default.
- W2994811212 hasConceptScore W2994811212C77805123 @default.
- W2994811212 hasConceptScore W2994811212C86803240 @default.
- W2994811212 hasLocation W29948112121 @default.
- W2994811212 hasLocation W29948112122 @default.
- W2994811212 hasOpenAccess W2994811212 @default.
- W2994811212 hasPrimaryLocation W29948112121 @default.
- W2994811212 hasRelatedWork W1200331942 @default.
- W2994811212 hasRelatedWork W126877457 @default.
- W2994811212 hasRelatedWork W131273219 @default.
- W2994811212 hasRelatedWork W1906507225 @default.
- W2994811212 hasRelatedWork W2019912543 @default.
- W2994811212 hasRelatedWork W2055984562 @default.
- W2994811212 hasRelatedWork W2095418921 @default.
- W2994811212 hasRelatedWork W211271246 @default.
- W2994811212 hasRelatedWork W2113678553 @default.
- W2994811212 hasRelatedWork W2126462232 @default.
- W2994811212 hasRelatedWork W2502973712 @default.
- W2994811212 hasRelatedWork W2531679323 @default.
- W2994811212 hasRelatedWork W2787133934 @default.
- W2994811212 hasRelatedWork W290525047 @default.
- W2994811212 hasRelatedWork W2949586694 @default.
- W2994811212 hasRelatedWork W2968570036 @default.
- W2994811212 hasRelatedWork W3015383910 @default.
- W2994811212 hasRelatedWork W3121900351 @default.
- W2994811212 hasRelatedWork W3123494805 @default.
- W2994811212 hasRelatedWork W3123573053 @default.
- W2994811212 isParatext "false" @default.
- W2994811212 isRetracted "false" @default.
- W2994811212 magId "2994811212" @default.
- W2994811212 workType "report" @default.