Prof. Olga Kolokolova

Professor of Quantitative Finance

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Research interests

Alternative Investments, Hedge funds, Credit risk management, CDS pricing, Systemic risk, Regulations

 

Other research

Organizer of a Hedge Fund conference

The Role of Hedge Funds and other Collective Investment Funds in the Modern World

 

Working papers

Enhancing betting-against-beta with stochastic dominance, with Xia Xu, 2022.

 

Advisor-hedge fund connections and their role in M&A, with Michael Bowe and Lijie Yu, 2022.

 

On the other side of hedge fund equity trades, with Xinyu Cui and George Wang, 2021.

 

Price Convergence between Credit Default Swap and Put Option: New Evidence, with Ka Kei Chan, Ming-Tsung Lin and Ser-Huang Poon, 2020.

 

Born after the Volcker Rule: regulatory change, managerial remuneration and hedge fund performance, with Michael Bowe and Lijie Yu, 2021.

The Volcker Rule and the hedge fund liquidity circle, with Michael Bowe and Lijie Yu, 2021.

Do hedge funds still manipulate stock prices? with Xinyu Cui, 2021.

Do hedge fund managers work harder under pressure? A Unique View From Hedge Fund Flow-Related Trading, with Xinyu Cui, 2019

Too Big to Care, Too Small to Matter: Macrofinancial Policy and Bank Liquidity Creation, with Michael Bowe and Marcin Jerzy Michalski, 2019

Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function with Michael Bowe and Marcin Jerzy Michalski, 2018.

Does Hedge Fund Short-Termism Shape Merger Payment? with Ning Gao and Achim Mattes, 2018.

Bank Regulatory Reforms and Institutional Equity Holdings with Michael Bowe and Marcin Jerzy Michalski, 2018.

The working papers can be downloaded from the SSRN here

Projects

Research and projects

No current projects are available for public display