Melvyn Teo

Melvyn Teo

Singapore Management University - Singapore / Singapore
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 461845
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person_outline Melvyn Teo's MOST POPULAR ARTICLES
1-) Do hedge funds deliver alpha? A Bayesian and bootstrap analysisR Kosowski, NY Naik, M TeoJournal of Financial Economics 84 (1), 229-264, 20076822007
2-) The geography of hedge fundsM TeoThe Review of Financial Studies 22 (9), 3531-3561, 20093322009
3-) Testing market efficiency using statistical arbitrage with applications to momentum and value strategiesS Hogan, R Jarrow, M Teo, M WarachkaJournal of Financial economics 73 (3), 525-565, 2004276*2004
4-) The liquidity risk of liquid hedge fundsM TeoJournal of Financial Economics 100 (1), 24-44, 20112482011
5-) Style effects in the cross-section of stock returnsM Teo, SJ WooJournal of Financial Economics 74 (2), 367-398, 20042412004