Neil M Kellard
Biographic Data
| ID | 2112219 |
|---|---|
| NAME | Neil M Kellard |
| GIVEN NAMES | Neil M |
| FAMILY NAME | Kellard |
| SIGNATURE | KELLARD N M |
| AFFILIATIONS | Finance, University of Essex |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 8 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2010 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 1 |
Hedge Funds and Herding Behavior
This chapter examines whether hedge funds herd, how this herding occurs, and any potential market wide effects. Bringing together the mainstream finance literature and that from a more management and sociological perspective, it is shown that hedge funds herd, although there is some evidence this is less than other large institutional investors. Mechanistically, such consensus trades occur because hedge firms communicate within tight knit cluster…
Child mortality, commodity price volatility and the resource curse
The Prebisch-Singer Hypothesis
We employ a unique data set and new time-series techniques to reexamine the existence of trends in relative primary commodity prices. The data set comprises 25 commodities and provides a new historical perspective, spanning the seventeenth to the twenty-first centuries. New tests for the trend function, robust to the order of integration of the series, are applied to the data. Results show that eleven price series present a significant and downwa…
The Prebisch-Singer Hypothesis
We employ a unique data set and new time-series techniques to reexamine the existence of trends in relative primary commodity prices. The data set comprises 25 commodities and provides a new historical perspective, spanning the seventeenth to the twenty-first centuries. New tests for the trend function, robust to the order of integration of the series, are applied to the data. Results show that eleven price series present a significant and downwa…
Child mortality, commodity price volatility and the resource curse
Hedge Funds and Herding Behavior
This chapter examines whether hedge funds herd, how this herding occurs, and any potential market wide effects. Bringing together the mainstream finance literature and that from a more management and sociological perspective, it is shown that hedge funds herd, although there is some evidence this is less than other large institutional investors. Mechanistically, such consensus trades occur because hedge firms communicate within tight knit cluster…
Economics (3 works) · Business (2 works) · Commodity (2 works) · Econometrics (2 works) · Finance (2 works) · Financial economics (2 works) · Market Dynamics and Volatility (2 works) · Alternative beta (1 work) · Child mortality (1 work) · Commodity market (1 work)