Big data presents opportunities for hedge funds

big-data

The efficient market hypothesis in its semi-strong form posits that asset prices reflect all publicly available information (Fama, 1970). Therefore, to achieve outperforming trading profits, one would need to obtain information unavailable to the public. Recently, there has been growing evidence of such information flows through social connections, education networks (Cohen, Frazzini and Malloy, 2008, 2010), geographical proximity (Coval and Moskowitz, 2001), expert networks, as well as through

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: