Investor Sentiment and the Pricing of Macro Risks for Hedge Funds
Published Online:14 May 2024https://doi.org/10.1287/mnsc.2022.02792
Supplemental Material
The replication files for this article are available HERE.
- Cited by
- 22 October 2025 | The Review of Financial Studies, Vol. 38, No. 12
- International Review of Financial Analysis, Vol. 107
Volume 71, Issue 2
February 2025
Pages iv-vi, 955
Article Information
Supplemental Material
Metrics
Information
- Received:September 08, 2022
- Accepted:May 29, 2023
- Published Online:May 14, 2024
Copyright © 2024, INFORMS
Cite as
Zhuo Chen; , Andrea Lu; , Xiaoquan Zhu (2024) Investor Sentiment and the Pricing of Macro Risks for Hedge Funds. Management Science 71(2):1623-1645.
https://doi.org/10.1287/mnsc.2022.02792
Keywords
The authors benefited from the comments and suggestions by Lin William Cong (editor), Yong Kyu Gam, Pei-Lin Hsieh, Grace Hu, Raymond Leung, Abhay Singh, Alexander Suhobokov, Johan Sulaeman, Linh Tran, Huijun Wang, Jianfeng Yu, an associate editor, and two anonymous referees as well as seminar participants at PBC School of Finance Tsinghua University, Mutual Funds, Hedge Funds and Factor Investing Conference, Behavioral Finance Working Group Conference, FMA Asia/Pacific Conference, WEAI Annual Conference, IFMA Conference, China International Risk Forum, Investment Management Research Symposium, and the Five-Star Forum. We especially thank Charles Cao for providing data on the list of hedge fund management company names in the 13F database.
