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Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
In: CFR Working Papers.
RePEc:zbw:cfrwps:0404.

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  1. Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:2025150.

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  2. The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002800.

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  3. Managerial structure in the hedge fund industry. (2024). Liang, Bing ; Kuang, Huan ; Chen, Yuhao.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000172.

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  4. Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent ; Ardia, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x.

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  5. Capital-market effects of tipper-tippee insider trading law: Evidence from the Newman ruling. (2024). Pierce, Andrew T.
    In: Journal of Accounting and Economics.
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  6. Investor traps: Funds launched during booms. (2024). Qin, Qirui ; Liu, Xinxin ; Xu, Quanyi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000746.

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  7. Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Liu, Zhenya ; Han, Xuyuan ; Dickinson, David ; Zhan, Yaosong.
    In: International Review of Financial Analysis.
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  8. Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan.
    In: Journal of Economic Surveys.
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  9. The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi.
    In: Papers.
    RePEc:arx:papers:2405.02302.

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  10. The spillover effect of managerial taxes on mutual fund risk-taking. (2023). Yen, Chia-Yi ; Buhrle, Anna Theresa.
    In: ZEW Discussion Papers.
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  11. Do Prime Brokers Matter in the Search for Informed Hedge Fund Managers?. (2023). Uk, Byoung ; Chung, Ji-Woong ; Aragon, George O.
    In: Management Science.
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  12. Paying for Performance in Public Pension Plans. (2023). Ray, Sugata ; Mullally, Kevin ; Lu, Yan.
    In: Management Science.
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  13. Hedge Funds and Public Information Acquisition. (2023). Umar, Tarik ; Crotty, Kevin ; Crane, Alan.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3241-3262.

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  14. Decreasing returns to scale and skill in hedge funds. (2023). Yao, Juan ; Satchell, Stephen ; Ling, Yun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623002005.

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  15. Fund Flows and Asset Valuations of Bond Mutual Funds: Effect of Side-by-Side Management. (2023). Muslu, Volkan ; Koo, Minjae.
    In: Journal of Banking & Finance.
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  16. Bad bets: Nonlinear incentives, risk, and performance. (2023). Shelef, Orie ; Rawley, Evan.
    In: Strategic Management Journal.
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  17. Responsible Hedge Funds*. (2022). Teo, Melvyn ; Sun, Lin ; Liang, Hao.
    In: Review of Finance.
    RePEc:oup:revfin:v:26:y:2022:i:6:p:1585-1633..

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  18. Retrospective on Twenty Years of the FDIC-JFSR Bank Research Conference. (2022). Kravitz, Troy ; Carabello, Michael ; Anderson, Haelim.
    In: Journal of Financial Services Research.
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  19. Hedge Fund Flows and Performance Streaks: How Investors Weigh Information. (2022). Verbeek, Marno ; Baquero, Guillermo.
    In: Management Science.
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  20. Hedge Fund Manager Skill and Style-Shifting. (2022). Zhang, Huacheng ; Liang, Bing ; Jiang, George J.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:3:p:2284-2307.

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  21. The Costs and Benefits of Performance Fees in Mutual Funds. (2022). Sigurdsson, Kari ; Servaes, Henri.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:50:y:2022:i:c:s1042957322000122.

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  22. The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks. (2022). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Journal of Financial Economics.
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  23. Outside ownership in the hedge fund industry. (2022). Mullally, Kevin A.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622002084.

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  24. Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill. (2022). Singh, Ajai ; Lu, Yan ; Kumar, Alok ; Chen, Honghui.
    In: Journal of Banking & Finance.
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  25. How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors. (2022). Celiker, Umut ; Caglayan, Mustafa O ; Alldredge, Dallin M.
    In: Journal of Banking & Finance.
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  26. Recovery from fast crashes: Role of mutual funds. (2022). Yuferova, Darya ; Sherman, Mila Getmansky ; Schaumburg, Ernst ; Pelizzon, Loriana ; Jagannathan, Ravi.
    In: Journal of Financial Markets.
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  27. Not only skill but also scale: Evidence from the hedge funds industry. (2022). Zhang, Min ; Kooli, Maher.
    In: International Review of Financial Analysis.
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  28. Other peoples money: A comparison of institutional investors. (2022). Sensoy, Ahmet ; Ozdamar, Melisa ; Omole, John ; Eraslan, Veysel.
    In: Emerging Markets Review.
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  29. Investor protection, hedge fund leverage and valuation. (2022). Yang, Jinqiang ; Xiong, Xiong ; Bian, Yuxiang.
    In: The North American Journal of Economics and Finance.
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  30. Does individualism matter for hedge funds? A cross-country examination. (2022). Brauner, Aaron ; Nahata, Rajarishi ; Dai, NA.
    In: Journal of Corporate Finance.
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  31. Should hedge funds deviate from the benchmark?. (2022). Voukelatos, Nikolaos ; Panopoulou, Ekaterini.
    In: Financial Management.
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  32. Hedge funds and the positive idiosyncratic volatility effect. (2021). Weigert, Florian ; Bali, Turan G.
    In: CFR Working Papers.
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  33. When it pays to follow the crowd: Strategy conformity and CTA performance. (2021). O'Brien, John ; Hutchinson, Mark C.
    In: Journal of Futures Markets.
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  34. A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection. (2021). Tindall, Michael L ; Yang, Zhibin ; Chen, Jiaqi ; Wu, Wenbo.
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  35. Hedge Fund Franchises. (2021). Hsieh, David ; Fung, William ; Teo, Melvyn ; Naik, Narayan.
    In: Management Science.
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  36. Financial Industry Affiliation and Hedge Fund Performance. (2021). Yan, Xuemin ; Zheng, Lingling.
    In: Management Science.
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  37. Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Finance and Economics Discussion Series.
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  38. Institutional investors and corporate governance. (2021). Sautner, Zacharias ; Fos, Vyacheslav ; Dasgupta, Amil.
    In: LSE Research Online Documents on Economics.
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  39. Are mutual fund manager skills transferable to private funds?. (2021). Wu, Kai ; Liang, Bing ; Huang, Ying Sophie.
    In: International Review of Economics & Finance.
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  40. The higher you fly, the harder you try not to fall: An analysis of the risk taking behavior in social trading. (2021). Dorfleitner, Gregor ; Wimmer, Maximilian ; Scheckenbach, Isabel.
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  41. Limited attention, managerial multitasking, and hedge fund performance in China. (2021). He, Yuqian ; Wang, Xueding ; Li, Yang.
    In: Pacific-Basin Finance Journal.
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  42. The economics of PIPEs. (2021). Weisbach, Michael ; Schwert, Michael ; Lim, Jongha.
    In: Journal of Financial Intermediation.
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  43. Hedge fund portfolio selection with fund characteristics. (2021). Kahra, Hannu ; Kauppila, Mikko ; Joenvaara, Juha.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001916.

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  44. Are hedge fund managers skilled?. (2021). Stetsyuk, Ivan ; Kooli, Maher.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:49:y:2021:i:c:s104402832030274x.

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  45. Death and the life hereafter: A study of the subsequent hedge funds. (2021). Gao, Yang ; Wu, Bochen ; Yao, Juan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320310850.

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  46. Alumni social networks and hedge fund performance: Evidence from China. (2021). Wei, Lijian ; Jianwei, LI ; Wang, Fan ; Lin, Junqin.
    In: International Review of Financial Analysis.
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  47. How do Personal Real Estate Transactions Affect Productivity and Risk Taking? Evidence from Professional Asset Managers. (2021). Ling, David ; Ray, Sugata ; Lu, Yan.
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  48. Sentiment Trading and Hedge Fund Returns. (2021). han, bing ; Chen, Yong ; Pan, Jing.
    In: Journal of Finance.
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  49. The Economics of Hedge Fund Startups: Theory and Empirical Evidence. (2021). Zhang, Hong ; Farnsworth, Grant ; Cao, Charles.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1427-1469.

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  50. Unobserved performance of hedge funds. (2020). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2007.

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  51. Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Monin, Phillip ; Barth, Daniel.
    In: Working Papers.
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  52. The Performance of Hedge Fund Performance Fees. (2020). Rossi, Andrea ; Birru, Justin ; Ben-David, Itzhak.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27454.

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  53. Style and Skill: Hedge Funds, Mutual Funds, and Momentum. (2020). Jostova, Gergana ; Grinblatt, Mark ; Philipov, Alexander ; Petrasek, Lubomir.
    In: Management Science.
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  54. Can Brands Circumvent Marketing Regulations? Exploiting Umbrella Branding in Financial Markets. (2020). Ray, Sugata ; Musto, David ; Mitra, Debanjan ; Lu, Yan.
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  55. Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process. (2020). Surya, B A ; Palmowski, Z.
    In: Insurance: Mathematics and Economics.
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  56. Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

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  57. The anatomy of block accumulations by activist shareholders. (2020). Schnitzler, Jan ; von Lilienfeld-Toal, Ulf .
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  58. Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds. (2020). Kuzmina, Olga ; Kelly, Patrick ; Gorovyy, Sergiy.
    In: CEPR Discussion Papers.
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  59. Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs. (2020). Li, Yongjia ; Duanmu, Jun ; Malakhov, Alexey.
    In: The Financial Review.
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  60. Predicting hedge fund performance when fund returns are skewed. (2020). Kumar, Alok ; Hutchinson, Mark C ; Heuson, Andrea J.
    In: Financial Management.
    RePEc:bla:finmgt:v:49:y:2020:i:4:p:877-896.

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  61. The dark side of individual blockholder philanthropy. (2020). White, Roger M ; Shohfi, Thomas D.
    In: Financial Management.
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  62. Relative wealth concerns with partial information and heterogeneous priors. (2020). Zhou, Chao ; Su, Xizhi ; Deng, Chao.
    In: Papers.
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  63. Parisian excursion with capital injection for draw-down reflected Levy insurance risk process. (2020). Zhou, Xiaowen ; Zhao, Xianghua ; Wang, Wenyuan ; Surya, Budhi.
    In: Papers.
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  64. Hedge Fund Strategies: A non-Parametric Analysis.. (2019). Canepa, Alessandra ; Skinner, Frank S ; De, Maria.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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  65. Skin or Skim? Inside Investment and Hedge Fund Performance. (2019). Sachdeva, Kunal ; Gupta, Arpit.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26113.

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  66. Information disclosure, transparency ranking system and firms’ value deviation: evidence from Taiwan. (2019). Karathanasopoulos, Andreas ; Ho, Kung-Cheng ; Chu, Chien-Chi ; Jiang, I-Ming ; I-Ming Jiang, .
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  67. Balancing control and delegation: the moderating influence of managerial discretion on performance effects of board monitoring and CEO human capital. (2019). Ponomareva, Yuliya.
    In: Journal of Management & Governance.
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  68. Relative performance concerns among investment managers. (2019). Whitmeyer, Mark.
    In: Annals of Finance.
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  69. Do corporate site visits impact hedge fund performance?. (2019). Kang, DI ; Zhuang, Zhuang ; Hong, Xin ; Wang, Zhibin.
    In: Pacific-Basin Finance Journal.
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  70. Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2019). Broeders, Dirk ; Rijsbergen, David R ; van Oord, Arco .
    In: Journal of International Money and Finance.
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  71. Who benefits in a crisis? Evidence from hedge fund stock and option holdings. (2019). Shi, Zhen ; Martin, Spencer J ; Aragon, George O.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:2:p:345-361.

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  72. Public hedge funds. (2019). Sun, Lin ; Teo, Melvyn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:1:p:44-60.

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  73. Competition, scale and hedge fund performance: Evidence from merger arbitrage. (2019). Jetley, Gaurav ; Rzakhanov, Zaur .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:105:y:2019:i:c:s0148619518301280.

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  74. Did connected hedge funds benefit from bank bailouts during the financial crisis?. (2019). Tan, Kian ; faff, robert ; Parwada, Jerry T.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:107:y:2019:i:c:15.

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  75. Efficiency of mutual fund managers: A slacks-based manager efficiency index. (2019). Andreu, Laura ; Vicente, Luis ; Serrano, Miguel .
    In: European Journal of Operational Research.
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  76. The Wall Street Stampede: Exit as Governance with Interacting Blockholders. (2019). Zachariadis, Konstantinos ; Dasgupta, Amil ; Cvijanovic, Dragana.
    In: CEPR Discussion Papers.
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  77. Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko.
    In: CEPR Discussion Papers.
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  78. Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty. (2019). Zhou, Chao ; Yu, Xiang ; Lee, Junbeom.
    In: Papers.
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  79. Optimal valuation of American callable credit default swaps under drawdown. (2019). Surya, Budhi ; Palmowski, Zbigniew.
    In: Papers.
    RePEc:arx:papers:1904.10063.

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  80. Career risk and market discipline in asset management. (2018). Scognamiglio, Annalisa ; Pagano, Marco ; Ellul, Andrew.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:602.

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  81. Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?. (2018). Weigert, Florian ; Bali, Turan G.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:27.

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  82. Unobserved Performance of Hedge Funds. (2018). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:25.

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  83. Hedge fund incentives, management commitment and survivorship. (2018). Walter, Ingo ; Tang, Leilei ; Qiu, Judy.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0309-4.

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  84. Liquidity Provision and the Cross Section of Hedge Fund Returns. (2018). Jame, Russell .
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:7:p:3288-3312.

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  85. Private equity portfolio company fees. (2018). Phalippou, Ludovic ; Umber, Marc ; Rauch, Christian .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:3:p:559-585.

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  86. Contracting to compete for flows. (2018). Donaldson, Jason Roderick ; Piacentino, Giorgia.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:173:y:2018:i:c:p:289-319.

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  87. Career Risk and Market Discipline in Asset Management. (2018). Scognamiglio, Annalisa ; Pagano, Marco ; Ellul, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12851.

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  88. The Effect of Investment Constraints on Hedge Fund Investor Returns. (2018). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12599.

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  89. Optimal ownership structure in private equity. (2018). Liu, BO ; Yang, Jinqiang.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:1:p:113-135.

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  90. Liquidity Restrictions on Investment Funds: Are they a Response to Behavioral Bias?. (2018). Malaquias, Rodrigo Fernandes ; de Abreu, Gleison.
    In: Brazilian Business Review.
    RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p382-390.

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  91. Parisian excursion below a fixed level from the last record maximum of Levy insurance risk process. (2018). Surya, B A.
    In: Papers.
    RePEc:arx:papers:1806.02083.

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  92. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1508.

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  93. Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds?. (2017). Shawky, Hany A ; Wang, Ying.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500021.

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  94. OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION. (2017). Zou, Bin.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:03:n:s0219024917500145.

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  95. The profiles of merged hedge funds, funds of hedge funds, and CTA. (2017). Gregoriou, Greg N ; Kooli, Maher.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0002-y.

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  96. Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Working Papers.
    RePEc:ofr:wpaper:17-07.

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  97. Compensation schemes, liquidity provision, and asset prices: an experimental analysis. (2017). Massenot, Baptiste ; Gortner, Paul ; Baghestanian, Sascha.
    In: Experimental Economics.
    RePEc:kap:expeco:v:20:y:2017:i:2:d:10.1007_s10683-016-9493-0.

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  98. Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-121.

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  99. Close communications: hedge funds, brokers and the emergence of herding. (2017). Engel, Ofer ; Simon, Jan ; Millo, Yuval ; Kellard, Neil.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:64766.

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  100. The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:1:p:36-53.

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  101. Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:3:p:610-636.

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  102. Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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  103. Rewarding risk-taking or skill? The case of private equity fund managers. (2017). Wagner, Niklas ; Buchner, Axel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:80:y:2017:i:c:p:14-32.

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  104. Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130.

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  105. Skin in the game: General partner capital commitment, investment behavior and venture capital fund performance. (2017). Jia, Ning ; Wang, Dan.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:47:y:2017:i:c:p:110-130.

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  106. Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:561.

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  107. Do European hedge fund managers time market liquidity?. (2016). ben Khelifa, Soumaya ; Hmaied, Dorra Mezzez.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:17:y:2016:i:6:d:10.1057_jam.2016.21.

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  108. Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions. (2016). Zheng, LU ; Wang, Ashley W ; Sun, Zheng.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-30.

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  109. Limited attention, marital events and hedge funds. (2016). Ray, Sugata ; Teo, Melvyn ; Lu, Yan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:607-624.

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  110. Short selling meets hedge fund 13F: An anatomy of informed demand. (2016). Zhang, Hong ; Massa, Massimo ; Jiao, Yawen .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:544-567.

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  111. Capitalizing on Capitol Hill: Informed trading by hedge fund managers. (2016). Gao, Meng ; Huang, Jiekun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:3:p:521-545.

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  112. Reviewing the hedge funds literature I: Hedge funds and hedge funds managerial characteristics. (2016). Hudson, Robert ; Azevedo, Alcino ; el Kalak, Izidin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:85-97.

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  113. Reviewing the hedge funds literature II: Hedge funds returns and risk management characteristics. (2016). Hudson, Robert ; el Kalak, Izidin ; Azevedo, Alcino.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:55-66.

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  114. Who Trades Against Mispricing?. (2016). Giannetti, Mariassunta ; Kahraman, Bige.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11156.

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  115. Funding liquidity risk of funds of hedge funds: Evidence from their holdings. (2015). Agarwal, Vikas ; Shi, Zhen ; Aragon, George O.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1512.

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  116. Tail risk in hedge funds: A unique view from portfolio holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1507.

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  117. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1503r.

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  118. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1503.

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  119. Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2015:08.

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  120. Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Getmansky, Mila ; Lee, Peter A.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21449.

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  121. Activist funds, leverage, and procyclicality. (2015). Burkart, Mike ; Dasgupta, Amil .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:65095.

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  122. The Wall Street walk when blockholders compete for flows. (2015). Dasgupta, Amil ; Piacentino, Giorgia.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:63144.

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  123. Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks. (2015). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:96:y:2015:i:s1:p:s123-s140.

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  124. Are hedge funds registered in Delaware different?. (2015). Cumming, Douglas ; Johan, Sofia ; Dai, NA.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:35:y:2015:i:c:p:232-246.

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  125. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Zhang, Hong ; Jiao, Yawen ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10471.

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  126. Hedge fund attributes and volatility around equity offerings. (2014). Kwak, Sungkyu ; Walker, Rosemary ; Hull, Robert.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:3:p:359-382.

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  127. Hedge funds, fund attributes and risk adjusted returns. (2014). Soydemir, Gokce ; Shin, Sangheon ; Smolarski, Jan.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:1:p:133-149.

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  128. Crystallization Рthe Hidden Dimension of Hedge Funds Fee Structure. (2014). Fr̦mmel, Michael ; Elaut, Gert ; FRoMMEL, M. ; SJoDIN, J..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:14/872.

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  129. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20660.

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  130. Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20468.

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  131. Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions. (2014). Wiley, Jonathan .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:49:y:2014:i:2:p:205-236.

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  132. Activist Funds, Leverage, and Procyclicality. (2014). Burkart, Mike ; Dasgupta, Amil .
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp733.

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  133. Momentum Trading, Return Chasing and Predictable Crashes. (2014). Jagannathan, Ravi ; Chabot, Benjamin ; Ghysels, Eric.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2014-27.

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  134. Returns to Active Management: The Case of Hedge Funds. (2014). Kazemi, Maziar ; Islamaj, Ergys.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1112.

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  135. Overcoming limits of arbitrage: Theory and evidence. (2014). thesmar, david ; Hombert, Johan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:1:p:26-44.

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  136. The dynamics of hedge fund share restrictions. (2014). Hong, Xin .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:82-99.

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  137. Dynamic prediction of hedge fund survival in crisis-prone financial markets. (2014). Lee, Hee Soo ; Kim, Tae Yoon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:57-67.

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  138. Style chasing by hedge fund investors. (2014). Salganik-Shoshan, Galla ; Horst, Jenke Ter .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:29-42.

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  139. Investment strategies and compensation of a mean–variance optimizing fund manager. (2014). Aivaliotis, Georgios ; Palczewski, Jan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:234:y:2014:i:2:p:561-570.

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  140. Hedge Fund Innovation. (2014). Zamojski, Marcin ; Stefanova, Denitsa ; Siegmann, Arjen.
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:14-13.

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  141. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Chabot, Benjamin ; Ghysels, Eric.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10234.

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  142. Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10217.

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  143. Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4984.

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  144. The Impact of Quantitative Methods on Hedge Fund Performance. (2014). Chincarini, Ludwig .
    In: European Financial Management.
    RePEc:bla:eufman:v:20:y:2014:i:5:p:857-890.

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  145. Measuring the performance of hedge funds using two-stage peer group benchmarks. (2013). Yao, Juan ; Oehler, Patrick ; JEYASREEDHARAN, NAGARATNAM ; Wilkens, Marco.
    In: Working Papers.
    RePEc:tas:wpaper:17315.

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  146. Asset Allocation Considerations for Pension Insurance Funds. (2013). Hertrich, Christian.
    In: Springer Books.
    RePEc:spr:sprbok:978-3-658-02167-2.

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  147. Leverage and Alpha: The Case of Funds of Hedge Funds. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149175.

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  148. Portfolio Optimization for Hedge Funds through Time-Varying Coefficients. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149174.

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  149. Indirect Incentives of Hedge Fund Managers. (2013). Weisbach, Michael ; Sensoy, Berk A. ; Lim, Jongha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18903.

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  150. Gambling for Dollars: Strategic Hedge Fund Manager Investment. (2013). Nosal, Ed ; Bernhardt, Dan.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2013-23.

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  151. The economics of hedge funds. (2013). Wang, Neng ; Yang, Jinqiang ; Lan, Yingcong .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:2:p:300-323.

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  152. Are mutual funds sitting ducks?. (2013). Yun, Hayong ; Shive, Sophie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:1:p:220-237.

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  153. Hedge fund liquidity and performance: Evidence from the financial crisis. (2013). Schmid, Markus ; Schaub, Nic.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:671-692.

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  154. Stochastic modeling and fair valuation of drawdown insurance. (2013). Leung, Tim ; Zhang, Hongzhong ; Hadjiliadis, Olympia .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:840-850.

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  155. Why is hedge fund activism procyclical?. (2013). Burkart, Mike ; Dasgupta, Amil .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9409.

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  156. Stochastic Modeling and Fair Valuation of Drawdown Insurance. (2013). Leung, Tim ; Zhang, Hongzhong ; Hadjiliadis, Olympia .
    In: Papers.
    RePEc:arx:papers:1310.3860.

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  157. Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2012). Agarwal, Vikas ; Jiang, Wei ; Fos, Vyacheslav.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1008r.

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  158. The passive investor puzzle. (2012). Tokic, Damir.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:13:y:2012:i:2:d:10.1057_jam.2011.37.

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  159. Do Private Equity Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance. (2012). Robinson, David ; Sensoy, Berk A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17942.

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  160. Vertical versus Horizontal Incentives in Education: Evidence from Randomized Trials. (2012). Holden, Richard ; Fryer, Roland ; Roland G. Fryer, Jr, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17752.

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  161. Recovering Delisting Returns of Hedge Funds. (2012). Jackwerth, Jens ; Hodder, James E. ; Kolokolova, Olga .
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1234.

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  162. Forecasting the performance of hedge fund styles. (2012). Olmo, Jose ; Sanso-Navarro, Marcos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:8:p:2351-2365.

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  163. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Gomez, Juan-Pedro ; Agarwal, Vikas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:10:p:1600-1625.

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  164. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:18:y:2012:i:1:p:166-178.

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  165. Determinants and implications of fee changes in the hedge fund industry. (2011). Ray, Sugata ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1109.

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  166. The role of hedge funds as primary lenders. (2011). Agarwal, Vikas ; Meneghetti, Costanza .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:241-261.

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  167. Manager fee contracts and managerial incentives. (2011). Zhan, Gong .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:205-239.

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  168. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:169-204.

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  169. Hedge fund leverage. (2011). Ang, Andrew ; Gorovyy, Sergiy ; van Inwegen, Gregory B..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126.

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  170. Information spillovers and performance persistence for hedge funds. (2011). Green, Richard ; Glode, Vincent.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:1-17.

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  171. Higher risk, lower returns: What hedge fund investors really earn. (2011). Yu, Gwen ; Dichev, Ilia D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:248-263.

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  172. The liquidity risk of liquid hedge funds. (2011). Teo, Melvyn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:1:p:24-44.

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  173. On the characteristics and performance of long-short, market-neutral and bear mutual funds. (2011). Badrinath, S. G. ; Gubellini, S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:7:p:1762-1776.

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  174. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2011). Naik, Narayan Y. ; Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:175-194.

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  175. Do Private Equity Fund Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance. (2011). Robinson, David ; Sensoy, Berk A..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-14.

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  176. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

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  177. Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Agarwal, Vikas ; Fos, Vyacheslav.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1008.

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  178. Risk Governance for funds. (2010). Verlaine, Michel .
    In: Cahiers du CEREFIGE.
    RePEc:fie:wpaper:1003.

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  179. The performance of emerging hedge funds and managers. (2010). Jorion, Philippe ; Aggarwal, Rajesh.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:2:p:238-256.

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  180. Implicit incentives and reputational herding by hedge fund managers. (2010). Boyson, Nicole M..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:283-299.

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  181. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7780.

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  182. A Law and Finance Analysis of Hedge Funds. (2010). Dai, Na ; Cumming, Douglas.
    In: Financial Management.
    RePEc:bla:finmgt:v:39:y:2010:i:3:p:997-1026.

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  183. Do Corporate Governance Motives Drive Hedge Fund and Private Equity Fund Activities?. (2010). Achleitner, Anna Kristin ; Gider, Jasmin ; Betzer, Andr.
    In: European Financial Management.
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  68. Table VI Do managerial incentives and discretion affect alphas? This table reports Fama-MacBeth (1973) coefficient estimates using the risk-adjusted returns (alphat) as the dependent variable. In Panel A, alpha is estimated as the annual return net of the median annual return of the strategy to which the fund belongs. In Panel B, annual alphas are estimated from fund-level time-series regressions using the Fung and Hsieh (2004) seven-factor model. Annual alpha is measured as the sum of the monthly alphas, where monthly alpha is given by the sum of the intercept and the monthly residual. Sample period is 1994â2002. Size is the logarithm of assets under management. See Table I for definitions of the variables. p-values are reported in parentheses. Coefficients marked with *** , ** , and * are significant at the 1%, 5%, and 10% respectively.
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  69. Yermack, D.L., 1995, Do corporations award CEO stock options effectively, Journal of Financial Economics 39, 237-269.

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  47. Further Evidence on Hedge Funds Performance.. (2003). Christiansen, Claus Bang ; Madsen, Peter Brink ; Christensen, Michael .
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  48. Persistence in Hedge Fund Performance: The True Value of a Track Record. (2002). Kat, Harry ; Menexe, Faye ; Harry. M Kat, .
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  49. Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001. (2002). Kat, Harry ; Amin, Gaurav S..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-02.

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  50. Hedge Fund Performance 1990-2000- Do the Money Machines Really Add Value?. (2001). Kat, Harry ; Amin, Gaurav ; Harry. M Kat, .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2001-05.

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