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David Arthur Hsieh
David Arthur Hsieh
Professor of Finance, Fuqual School of Business, Duke University
Verified email at duke.edu - Homepage
Title
Cited by
Cited by
Year
Empirical characteristics of dynamic trading strategies: The case of hedge funds
W Fung, DA Hsieh
The review of financial studies 10 (2), 275-302, 1997
15331997
Chaos and nonlinear dynamics: application to financial markets
DA Hsieh
Journal of Finance 46 (5), 1839-1877, 1991
15041991
The risk in hedge fund strategies: Theory and evidence from trend followers
W Fung, DA Hsieh
The review of financial studies 14 (2), 313-341, 2001
14422001
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Inference
W Brock, D Hsieh, B LeBaron
MIT Press, Cambridge, MA, 1991
1375*1991
Hedge fund benchmarks: A risk-based approach
W Fung, DA Hsieh
Financial Analysts Journal 60 (5), 65-80, 2004
12242004
Performance characteristics of hedge funds and commodity funds: Natural vs. spurious biases
W Fung, DA Hsieh
Journal of Financial and Quantitative analysis 35 (3), 291-307, 2000
9842000
Testing for nonlinear dependence in daily foreign exchange rates
DA Hsieh
Journal of Business 62 (3), 339-368, 1989
9601989
Modeling heteroscedasticity in daily foreign-exchange rates
DA Hsieh
Journal of Business & Economic Statistics 7 (3), 307-317, 1989
9531989
An exploratory investigation of the firm size effect
KC Chan, N Chen, DA Hsieh
Journal of Financial Economics 14 (3), 451-471, 1985
8761985
Hedge funds: Performance, risk, and capital formation
W Fung, DA Hsieh, NY Naik, T Ramadorai
The Journal of Finance 63 (4), 1777-1803, 2008
7452008
The statistical properties of daily foreign exchange rates: 1974–1983
DA Hsieh
Journal of international economics 24 (1-2), 129-145, 1988
7411988
A primer on hedge funds
W Fung, DA Hsieh
Journal of empirical finance 6 (3), 309-331, 1999
5471999
Estimation of stochastic volatility models with diagnostics
AR Gallant, DA Hsieh, G Tauchen
Journal of Econometrics 81 (1), 159-192, 1997
4471997
The determination of the real exchange rate: The productivity approach
DA Hsieh
Journal of International Economics 12 (3-4), 355-362, 1982
3981982
Asset-based style factors for hedge funds
W Fung, DA Hsieh
Financial Analysts Journal 58 (5), 16-27, 2002
332*2002
On fitting a recalcitrant series: the pound/dollar exchange rate, 1974-1983
AR Gallant, DA Hsieh, GE Tauchen
Nonparametric and semiparametric methods in econometrics and statistics, 199-240, 1991
3011991
Implications of nonlinear dynamics for financial risk management
DA Hsieh
Journal of Financial and quantitative Analysis 28 (1), 41-64, 1993
2991993
Margin regulation and stock market volatility
DA Hsieh, MH Miller
The Journal of Finance 45 (1), 3-29, 1990
2971990
A new approach to international arbitrage pricing
R Bansal, DA Hsieh, S Viswanathan
The Journal of Finance 48 (5), 1719-1747, 1993
2681993
Measuring the market impact of hedge funds
W Fung, DA Hsieh
Journal of Empirical Finance 7 (1), 1-36, 2000
2642000
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