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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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  1. Do Prime Brokers Matter in the Search for Informed Hedge Fund Managers?. (2023). Uk, Byoung ; Chung, Ji-Woong ; Aragon, George O.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4932-4952.

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  2. 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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  3. How Does Deleveraging Affect Funding Market Liquidity?. (2022). Zeng, Haijian ; Tian, Gary Gang ; Qiu, Buhui.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4568-4601.

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  4. 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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  5. 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.
    RePEc:eee:jfinec:v:146:y:2022:i:3:p:965-988.

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  6. 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.
    RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003228.

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  7. Timing the volatility risk of beta anomaly: Evidence from hedge fund strategies. (2022). Li, Baibing ; Tee, Kai-Hong ; Ma, Tianyi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000667.

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  8. Hedge funds and the positive idiosyncratic volatility effect. (2021). Weigert, Florian ; Bali, Turan G.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2101.

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  9. Hedge Fund Franchises. (2021). Hsieh, David ; Fung, William ; Teo, Melvyn ; Naik, Narayan.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1199-1226.

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  10. Sentiment Trading and Hedge Fund Returns. (2021). han, bing ; Chen, Yong ; Pan, Jing.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:4:p:2001-2033.

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  11. Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio.
    In: BIS Working Papers.
    RePEc:bis:biswps:972.

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  12. Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk. (2021). Roncalli, Thierry.
    In: Papers.
    RePEc:arx:papers:2110.01302.

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

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  14. Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Monin, Phillip ; Barth, Daniel.
    In: Working Papers.
    RePEc:ofr:wpaper:20-03.

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  15. Hedge fund ownership and voluntary disclosure. (2020). Patro, Sukesh ; Kim, Kyonghee ; Baik, Bok.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00810-x.

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  16. Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds. (2020). Karehnke, Paul ; de Roon, Frans.
    In: Management Science.
    RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5969-5989.

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  17. Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods. (2020). Andrikopoulos, Athanasios ; Stafylas, Dimitrios.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930563x.

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  18. Too big to ignore? Hedge fund flows and bond yields. (2020). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302960.

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  19. Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain. (2020). peress, joel ; Kang, Namho ; Dong, XI.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15235.

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  20. Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V.
    In: Critical Finance Review.
    RePEc:now:jnlcfr:104.00000083.

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  21. 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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  22. 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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  23. 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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  24. Liquidity shocks and institutional investors. (2019). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:184-209.

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  25. 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.
    RePEc:cpr:ceprdp:13618.

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  26. Does size matter in predicting hedge funds liquidation?. (2019). Gupta, Jairaj ; Gregoriou, Andros ; Becam, Adrien.
    In: European Financial Management.
    RePEc:bla:eufman:v:25:y:2019:i:2:p:271-309.

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  27. 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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  28. 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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  29. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2018). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:127:y:2018:i:3:p:417-434.

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  30. 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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  31. The Creditor Channel of Liquidity Crises. (2017). Liu, Xuewen ; Mello, Antonio S.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:6:p:1113-1160.

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  32. Monitoring systemic risk in the hedge fund sector. (2017). Hespeler, Frank ; Loiacono, Giuseppe .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:12:p:1859-1883.

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  33. 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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  34. 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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  35. Does local religiosity affect organizational risk-taking? Evidence from the hedge fund industry. (2017). Gao, Lei ; Zhao, Jing ; Wang, Ying.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:47:y:2017:i:c:p:1-22.

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  36. Developing macroprudential policy for alternative investment funds. (2017). Weistroffer, Christian ; Levels, Anouk ; de Sousa van Stralen, René ; Chaudron, Raymond ; Vivar, Luis Molestina ; Lambert, Claudia ; van der Veer, Koen.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2017202.

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  37. Developing macroprudential policy for alternative investment funds. (2017). Weistroffer, Christian ; Levels, Anouk ; de Sousa van Stralen, René ; Chaudron, Raymond ; Vivar, Luis Molestina ; Lambert, Claudia ; van der Veer, Koen.
    In: DNB Occasional Studies.
    RePEc:dnb:dnbocs:1504.

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  38. Liquidity analysis of Bond and Money Market Funds. (2017). Moloney, Kitty ; Metadjer, Naoise.
    In: Economic Letters.
    RePEc:cbi:ecolet:10/el/17.

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  39. Credit Availability and Asset Pricing Dynamics in Illiquid Markets: Evidence from Commercial Real Estate Markets. (2016). Ling, David ; Naranjo, Andy ; Scheick, Benjamin.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:7:p:1321-1362.

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  40. Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds. (2016). Agarwal, Vikas ; Ray, Sugata ; Lu, Yan.
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:3:p:722-740.

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  41. 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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  42. 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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  43. Interfund lending in mutual fund families: Role of internal capital markets. (2015). Agarwal, Vikas ; Zhao, Haibei .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1509.

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  44. 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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  45. 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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  46. The Economics and Finance of Hedge Funds: A Review of the Academic Literature. (2015). Naik, Narayan Y ; Mullally, Kevin A ; Agarwal, Vikas.
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000047.

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  47. 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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  48. Hedge funds and discretionary liquidity restrictions. (2015). Aiken, Adam ; Ellis, Jesse A. ; Clifford, Christopher P..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:1:p:197-218.

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  49. Commonality in hedge fund returns: Driving factors and implications. (2015). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:54:y:2015:i:c:p:266-280.

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  50. Liquidity shocks and stock bubbles. (2015). Nneji, Ogonna .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:132-146.

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  51. Do Hedge Funds Supply or Demand Liquidity?. (2014). Rinne, Kalle ; Jylha, Petri ; Suominen, Matti.
    In: Review of Finance.
    RePEc:oup:revfin:v:18:y:2014:i:4:p:1259-1298..

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  52. Liquidity risk and contagion for liquid funds. (2014). Le Fol, Gaelle ; darolles, serge ; Dudek, Jeremy.
    In: Post-Print.
    RePEc:hal:journl:hal-01632776.

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  53. Hedge fund holdings and stock market efficiency. (2014). Lo, Andrew ; liang, bing ; Cao, Charles ; Petrasek, Lubomir .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-36.

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  54. 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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  55. Liquidity risk and institutional ownership. (2014). Cao, Charles ; Petrasek, Lubomir .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:21:y:2014:i:c:p:76-97.

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  56. Commonality in hedge fund returns: driving factors and implications. (2014). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141658.

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  57. 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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  58. Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep.
    In: Working Papers.
    RePEc:ofr:wpaper:13-03.

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  59. 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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  60. 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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  61. Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach. (2013). Yoldas, Emre ; Senyuz, Zeynep ; Akay, Ozgur .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:22:y:2013:i:c:p:16-29.

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  62. Information transmission between sovereign debt CDS and other financial factors – The case of Latin America. (2013). Yang, Sheng-Yung ; Wang, Alan T..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:586-601.

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  63. Illiquidité, contagion et risque systémique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/13236.

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  64. WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (II). (2012). TIU, Cristian I. ; Cao, Yang ; Ogden, Joseph P..
    In: Business Excellence and Management.
    RePEc:rom:bemann:v:2:y:2012:i:1:p:5-20.

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  65. Commonality in hedge fund returns: driving factors and implications. (2012). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
    In: Working papers.
    RePEc:bfr:banfra:373.

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  66. Risk Measures for Autocorrelated Hedge Fund Returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110084.

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  67. Liquidity risk and hedge fund ownership. (2011). Cao, Charles ; Petrasek, Lubomir .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-49.

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  68. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_831_11.

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  41. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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  43. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui .
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  45. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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  46. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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  47. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
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  48. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Nieto, Belen ; Miguel Angel A. Martinez, ; Rubio, Gonzalo.
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  49. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Martinez Sedano, Miguel ; Nieto, Belen ; Tapia, Mikel ; Rubio, Gonzalo.
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  50. Liquidity Risk and Expected Stock Returns. (2002). Stambaugh, Robert ; Pastor, Lubos.
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