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Sophisticated investors and market efficiency: Evidence from a natural experiment. (2020). Kelly, Bryan ; Chen, Yong ; Wu, Wei.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:138:y:2020:i:2:p:316-341.

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  4. Ecological product value accounting and analyst behavior. (2024). Wang, Hongmei ; Sun, Jing ; Li, Zhe ; Ben, Fang ; Zhao, Xin.
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  6. Do prime brokers intermediate capital?. (2023). Sinclair, Andrew J.
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  24. How noise trading affects informational efficiency: Evidence from an order-driven market. (2021). Kalev, Petko S ; Zhang, Chris H.
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    RePEc:eee:jbfina:v:87:y:2018:i:c:p:427-445.

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  16. Institutional trading and Abel Noser data. (2018). Hu, Gang ; Xie, Jing ; Wang, Yi Alex ; Jo, Koren M.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

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  17. Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?. (2018). Lettau, Martin ; Manoel, Paulo ; Ludvigson, Sydney.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13395.

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  18. Show us your shorts!. (2018). Kahraman, Bige ; Pachare, Salil.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12658.

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  19. Investor heterogeneity and trading. (2018). Knyazeva, Anzhela ; Kostovetsky, Leonard.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:4:p:680-718.

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  20. 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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  21. Skillful hiding: evaluating hedge fund managers’ performance based on what they hide. (2017). Malladi, Rama ; Fabozzi, Frank J.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:7:p:664-676.

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  22. A Discrete-Time State Observer Approach to Discovering Portfolio Holdings. (2017). Girerd-Potin, Isabelle ; Georges, Didier .
    In: Post-Print.
    RePEc:hal:journl:hal-01651627.

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  23. Information in Financial Markets : Who Gets It First?. (2017). Swem, Nathan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-23.

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  24. 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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  25. 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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  26. Hedge fund politics and portfolios. (2017). Devault, Luke ; Sias, Richard .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:75:y:2017:i:c:p:80-97.

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  27. Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2016). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan .
    In: Discussion Papers.
    RePEc:zbw:bubdps:252016.

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  28. The Persistence of Long-Run Abnormal Returns Following Stock Repurchases and Offerings. (2016). Fu, Fangjian ; Huang, Sheng.
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:4:p:964-984.

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  29. 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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  30. 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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  31. Redacting proprietary information at the initial public offering. (2016). Boone, Audra L ; Johnson, Shane A ; Floros, Ioannis V.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:1:p:102-123.

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

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  33. 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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  34. 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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  35. 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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  36. Mutual Fund Trading and Portfolio Disclosures. (2015). Vicente, Luis ; Ramirez, Gloria ; Ortiz, Cristina.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:48:y:2015:i:1:p:83-102.

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  37. The Value of Funds of Hedge Funds: Evidence from Their Holdings. (2015). Aiken, Adam ; Ellis, Jesse ; Clifford, Christopher P.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:10:p:2415-2429.

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  38. Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2014). Tang, Yuehua ; Yang, Baozhong ; Agarwal, Vikas ; Mullally, Kevin Andrew .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1304r.

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  39. Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1107r3.

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  40. Polish Absolute Return Funds And Stock Funds. Short And Long Term Performance Comparison. (2014). Katarzyna, Perez .
    In: Folia Oeconomica Stetinensia.
    RePEc:vrs:foeste:v:14:y:2014:i:2:p:179-197:n:16.

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  41. Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices. (2014). Brown, Nerissa C ; Wermers, Russ ; Wei, Kelsey D.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:1:p:1-20.

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  42. Implied Risk Exposures. (2014). Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00836280.

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  43. Mutual fund herding in response to hedge fund herding and the impacts on stock prices. (2014). Ye, Pengfei ; Jiao, Yawen .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:131-148.

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  44. The turn-of-the-year effect and tax-loss-selling by institutional investors. (2014). Sikes, Stephanie A..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:57:y:2014:i:1:p:22-42.

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  45. 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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  46. 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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  47. Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2013). Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1304.

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  48. Moral Hazard, Informed Trading, and Stock Prices. (2013). Collin-Dufresne, Pierre ; Fos, Vyacheslav.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19619.

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  49. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds. (2013). Zheng, Lu ; Sialm, Clemens ; Sun, Zheng.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19570.

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  50. Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings. (2013). Agarwal, Vikas ; Jiang, Wei ; Fos, Vyacheslav.
    In: Management Science.
    RePEc:inm:ormnsc:v:59:y:2013:i:6:p:1271-1289.

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