• DocumentCode
    2132073
  • Title

    Notice of Retraction
    Impacts of Hedge Funds on American Banking Industry

  • Author

    Fei Xie ; Liyan Han

  • Author_Institution
    Sch. of Econ. & Manage., Beihang Univ., Beijing, China
  • fYear
    2009
  • fDate
    20-22 Sept. 2009
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    Notice of Retraction

    After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.

    We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.

    The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.

    Hedge funds have increased dramatically last decade to be the main force in the global financial market. Through constructing a weighted portfolio of 1171 American listed commercial banks which can be used as the proxy variable of American banking industry, the authors empirically examine the relationship between hedge funds and American banking sector using monthly return data from 1994 to 2008. The results indicate that the return level of American banking sector is tightly related with hedge funds suggesting that there is a symbiotic relationship between the two which may result in a new source of systemic risk These findings are helpful to understand the role of hedge funds in the financial storm happened in 2008.
  • Keywords
    banking; American banking industry; commercial banks; global financial market; hedge funds; Banking; Business; Financial management; Industrial economics; Industrial relations; Instruments; Investments; Portfolios; Storms; Symbiosis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Management and Service Science, 2009. MASS '09. International Conference on
  • Conference_Location
    Wuhan
  • Print_ISBN
    978-1-4244-4638-4
  • Type

    conf

  • DOI
    10.1109/ICMSS.2009.5303228
  • Filename
    5303228