Prof. Olga Kolokolova

Professor of Quantitative Finance

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Publications

  1. 2022
  2. Published

    When Paid Work Gives in to Unpaid Care Work: Evidence from the Hedge Fund Industry under COVID-19

    Tommar, S. A., Kolokolova, O. & Mura, R., 8 Apr 2022, In: MANAGEMENT SCIENCE.

    Research output: Contribution to journalArticlepeer-review

  3. Published
  4. Published
  5. Published
  6. 2021
  7. Accepted/In press

    Is the index efficient? A worldwide tour with stochastic dominance

    Kolokolova, O., Le Courtois, O. & Xu, X., 22 Jun 2021, (Accepted/In press) In: Journal of Financial Markets.

    Research output: Contribution to journalArticlepeer-review

  8. 2019
  9. Published

    Institutional Investors and Market Anomalies: Cui Bono?

    Cui, X., Kolokolova, O. & Wang, G., 2019, Social Science Research Network, p. 1-41, 42 p.

    Research output: Working paper

  10. Published

    Slow- and Fast-Moving Information Content of CDS Spreads: New Endogenous Systematic Factors

    Lin, M-T., Kolokolova, O. & Poon, S-H., 2019, In: European Journal of Finance.

    Research output: Contribution to journalArticlepeer-review

  11. 2018
  12. Published

    A time to scatter stones, and a time to gather them: the annual cycle in hedge fund risk taking

    Kolokolova, O. & Mattes, A., 2018, In: The Financial Review (Statesboro). 53, 4

    Research output: Contribution to journalArticlepeer-review

  13. Published

    Rating-based CDS curves

    Kolokolova, O., Lin, M. & Poon, S., 2018, In: The European Journal of Finance. p. 1-35

    Research output: Contribution to journalArticlepeer-review

  14. Published

    Too Big to Ignore? Hedge Fund Flows and Bond Yields

    Kolokolova, O., Lin, M-T. & Poon, S-H., 2018, In: Journal of Banking and Finance. JBF5271 .

    Research output: Contribution to journalArticlepeer-review

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