-
1
-
-
0034402309
-
Multi-period performance persistence analysis of hedge funds
-
Agarwal, Vikas, and Narayan Y. Naik, 2000, Multi-period performance persistence analysis of hedge funds, Journal of Financial and Quantitative Analysis 35, 327 342.
-
(2000)
Journal of Financial and Quantitative Analysis
, vol.35
, pp. 327-342
-
-
Agarwal, V.1
Naik, N.Y.2
-
2
-
-
25644456356
-
-
, Working paper, London Business School.
-
Agarwal, Vikas, Naveen D. Daniel, and Narayan Y. Naik, 2006, Flows, performance, and managerial incentives in the hedge fund industry, Working paper, London Business School.
-
(2006)
Flows, Performance, and Managerial Incentives in the Hedge Fund Industry
-
-
Agarwal, V.1
Daniel, N.D.2
Naik, N.Y.3
-
3
-
-
33744812200
-
A theory of pyramidal ownership and family business groups
-
Almeida, Heitor V., and Daniel Wolfenzen, 2006, A theory of pyramidal ownership and family business groups, Journal of Finance 61, 2637 2680.
-
(2006)
Journal of Finance
, vol.61
, pp. 2637-2680
-
-
Almeida, H.V.1
Wolfenzen, D.2
-
4
-
-
84980104458
-
Financial ratios, discriminate analysis and the prediction of corporate bankruptcy
-
Altman, Edward I., 1968, Financial ratios, discriminate analysis and the prediction of corporate bankruptcy, Journal of Finance 23, 589 609.
-
(1968)
Journal of Finance
, vol.23
, pp. 589-609
-
-
Altman, E.I.1
-
6
-
-
78650161548
-
-
, Working paper, RSM Erasmus University.
-
Baquero, Guillermo, and Marno Verbeek, 2006, A portrait of hedge fund investors: Flows, performance and smart money, Working paper, RSM Erasmus University.
-
(2006)
A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money
-
-
Baquero, G.1
Verbeek, M.2
-
7
-
-
0031100698
-
Mutual fund styles
-
Brown, Stephen J., and William N. Goetzmann, 1997, Mutual fund styles, Journal of Financial Economics 43, 373 399.
-
(1997)
Journal of Financial Economics
, vol.43
, pp. 373-399
-
-
Brown, S.J.1
Goetzmann, W.N.2
-
8
-
-
0037413126
-
Hedge funds with style
-
Brown, Stephen J., and William N. Goetzmann, 2003, Hedge funds with style, The Journal of Portfolio Management 29, 101 112.
-
(2003)
The Journal of Portfolio Management
, vol.29
, pp. 101-112
-
-
Brown, S.J.1
Goetzmann, W.N.2
-
9
-
-
1242300561
-
Survivorship bias in performance studies
-
Brown, Stephen J., William N. Goetzmann, Roger G. Ibbotson, and Stephen A. Ross, 1992, Survivorship bias in performance studies, Review of Financial Studies 5, 553 580.
-
(1992)
Review of Financial Studies
, vol.5
, pp. 553-580
-
-
Brown, S.J.1
Goetzmann, W.N.2
Ibbotson, R.G.3
Ross, S.A.4
-
10
-
-
0042917589
-
-
, Working paper, Yale School Management (. Available at.).
-
Brown, Stephen J., William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi, and Masahiro Watanabe, 2002, Investor sentiment in Japanese and U.S. daily mutual fund flows, Working paper, Yale School Management (Available at http://ssrn.com/abstract=302829).
-
(2002)
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
-
-
Brown, S.J.1
Goetzmann, W.N.2
Hiraki, T.3
Shiraishi, N.4
Watanabe, M.5
-
11
-
-
0013389149
-
Careers and survival: Competition and risk in the hedge fund and CTA industry
-
Brown, Stephen J., William N. Goetzmann, and James Park, 2001, Careers and survival: Competition and risk in the hedge fund and CTA industry, Journal of Finance 56, 1869 1886.
-
(2001)
Journal of Finance
, vol.56
, pp. 1869-1886
-
-
Brown, S.J.1
Goetzmann, W.N.2
Park, J.3
-
12
-
-
4043089417
-
Hedge funds and the technology bubble
-
Brunnermeier, Markus K., and Stefan Nagel, 2004, Hedge funds and the technology bubble, Journal of Finance 59, 2013 2040.
-
(2004)
Journal of Finance
, vol.59
, pp. 2013-2040
-
-
Brunnermeier, M.K.1
Nagel, S.2
-
14
-
-
0040705364
-
Are some mutual fund managers better than others? Cross-sectional patterns in behavior and performance
-
Chevalier, Judith A. and Glenn Ellison, 1999, Are some mutual fund managers better than others? Cross-sectional patterns in behavior and performance, The Journal of Finance 54, 875 899.
-
(1999)
The Journal of Finance
, vol.54
, pp. 875-899
-
-
Chevalier, J.A.1
Ellison, G.2
-
15
-
-
24344474626
-
-
, Working paper, Yale School of Management.
-
Cremers, Martijn, K. J. Joost Driessen, Pascal Maenhout, and David Weinbaum, 2006, Does skin in the game matter? Director incentives and governance in the mutual fund industry, Working paper, Yale School of Management.
-
(2006)
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry
-
-
Cremers, M.1
Joost Driessen, K.J.2
Maenhout, P.3
Weinbaum, D.4
-
16
-
-
0000840371
-
Ownership structure and corporate performance
-
Demsetz, Harold, and Belen Villalonga, 2001, Ownership structure and corporate performance, Journal of Corporate Finance 7, 209 233.
-
(2001)
Journal of Corporate Finance
, vol.7
, pp. 209-233
-
-
Demsetz, H.1
Villalonga, B.2
-
17
-
-
84871212915
-
-
, Working paper, University of Massachusetts.
-
Ding, Bill, Mila Getmansky, Bing Liang, and Russ Wermers, 2006, Market volatility, investor flows, and the structure of hedge fund markets, Working paper, University of Massachusetts.
-
(2006)
Market Volatility, Investor Flows, and the Structure of Hedge Fund Markets
-
-
Ding, B.1
Getmansky, M.2
Liang, B.3
Wermers, R.4
-
18
-
-
33846290054
-
-
, Working paper, SUNY at Albany and University of Maryland.
-
Ding, Bill, and Russ Wermers, 2006, Mutual fund performance and governance structure: The role of portfolio managers and boards of directors, Working paper, SUNY at Albany and University of Maryland.
-
(2006)
Mutual Fund Performance and Governance Structure: The Role of Portfolio Managers and Boards of Directors
-
-
Ding, B.1
Wermers, R.2
-
19
-
-
0348197911
-
Why are foreign firms listed in the U.S. worth more?
-
and
-
Doidge, Craig, Andrew G. Karolyi, and Rene M. Stulz, 2004, Why are foreign firms listed in the U.S. worth more? Journal of Financial Economics 71, 205 238.
-
(2004)
Journal of Financial Economics
, vol.71
, pp. 205-238
-
-
Doidge, C.1
Karolyi, A.G.2
Stulz, R.M.3
-
20
-
-
84984198819
-
The effects of investment banking relationships on financial analysts' earnings forecasts and investment recommendations
-
Dugar, Amitabh, and Siva Nathan, 1995, The effects of investment banking relationships on financial analysts' earnings forecasts and investment recommendations, Contemporary Accounting Research 12, 131 160.
-
(1995)
Contemporary Accounting Research
, vol.12
, pp. 131-160
-
-
Dugar, A.1
Nathan, S.2
-
21
-
-
0000928969
-
Risk, return, and equilibrium: Empirical tests
-
Fama, Eugene F., and James D. MacBeth, 1973, Risk, return, and equilibrium: Empirical tests, Journal of Political Economy 81, 607 636.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.F.1
MacBeth, J.D.2
-
22
-
-
55949114623
-
-
, Working paper, Federal Reserve Bank of Boston.
-
Fontnouvelle, Patrick de, Virginia DeJesus-Rueff, John Jordan, and Eric Rosengren, 2003, Using loss data to quantify operational risk, Working paper, Federal Reserve Bank of Boston.
-
(2003)
Using Loss Data to Quantify Operational Risk
-
-
De, F.P.1
Dejesus-Rueff, V.2
Jordan, J.3
Rosengren, E.4
-
23
-
-
33750547569
-
Capital and risk: New evidence on implications of large operational losses
-
Fontnouvelle, Patrick de, Virginia DeJesus-Rueff, John Jordan, and Eric Rosengren, 2006, Capital and risk: New evidence on implications of large operational losses, Journal of Money, Credit and Banking 38, 1819 1846.
-
(2006)
Journal of Money, Credit and Banking
, vol.38
, pp. 1819-1846
-
-
De, F.P.1
Dejesus-Rueff, V.2
Jordan, J.3
Rosengren, E.4
-
25
-
-
0034416371
-
Performance characteristics of hedge funds and CTA funds: Natural versus spurious biases
-
Fung, William, and David A. Hsieh, 2000, Performance characteristics of hedge funds and CTA funds: Natural versus spurious biases, Journal of Financial and Quantitative Analysis 35, 291 307.
-
(2000)
Journal of Financial and Quantitative Analysis
, vol.35
, pp. 291-307
-
-
Fung, W.1
Hsieh, D.A.2
-
26
-
-
0042954524
-
Benchmarks of hedge fund performance: Information content and measurement biases
-
Fung, William, and David A. Hsieh, 2002, Benchmarks of hedge fund performance: Information content and measurement biases, Financial Analysts Journal 58, 22 34.
-
(2002)
Financial Analysts Journal
, vol.58
, pp. 22-34
-
-
Fung, W.1
Hsieh, D.A.2
-
28
-
-
7744243971
-
An econometric model of serial correlation and illiquidity in hedge fund returns
-
Getmansky, Mila, Andrew W. Lo, and Igor Makarov, 2004, An econometric model of serial correlation and illiquidity in hedge fund returns, Journal of Financial Economics 74, 529 609.
-
(2004)
Journal of Financial Economics
, vol.74
, pp. 529-609
-
-
Getmansky, M.1
Lo, A.W.2
Makarov, I.3
-
29
-
-
55949100970
-
-
, Yale ICF Working Paper No. 02-08, Available at SSRN
-
Goetzmann, William N., Jonathan E. Ingersoll, Matthew I. Spiegel, and Ivo Welch, 2004, Portfolio performance manipulation and manipulation-proof performance measures, Yale ICF Working Paper No. 02-08, Available at SSRN : http://ssrn.com/abstract=302815.
-
(2004)
Portfolio Performance Manipulation and Manipulation-proof Performance Measures
-
-
Goetzmann, W.N.1
Ingersoll, J.E.2
Spiegel, M.I.3
Welch, I.4
-
30
-
-
0033475373
-
Conflict of interest in the issuance of public securities: Evidence from venture capital
-
Gompers, Paul A., and Josh Lerner, 1999, Conflict of interest in the issuance of public securities: Evidence from venture capital, Journal of Law and Economics 42, 1 28.
-
(1999)
Journal of Law and Economics
, vol.42
, pp. 1-28
-
-
Gompers, P.A.1
Lerner, J.2
-
31
-
-
2642512164
-
The effect of capital structure when expected agency costs are extreme
-
Harvey, Campbell R., Karl V. Lins, and Andrew H. Roper, 2004, The effect of capital structure when expected agency costs are extreme, Journal of Financial Economics 74, 3 30.
-
(2004)
Journal of Financial Economics
, vol.74
, pp. 3-30
-
-
Harvey, C.R.1
Lins, K.V.2
Roper, A.H.3
-
32
-
-
0000125534
-
Sample selection bias as a specification error
-
Heckman, James J., 1979, Sample selection bias as a specification error, Econometrica 47, 153 161.
-
(1979)
Econometrica
, vol.47
, pp. 153-161
-
-
Heckman, J.J.1
-
33
-
-
0000712212
-
Understanding the determinants of managerial ownership and the link between ownership and performance
-
Himmelberg, Charles, Robert G. Hubbard, and Darius Palia, 1999, Understanding the determinants of managerial ownership and the link between ownership and performance, Journal of Financial Economics 53, 353 384.
-
(1999)
Journal of Financial Economics
, vol.53
, pp. 353-384
-
-
Himmelberg, C.1
Hubbard, R.G.2
Palia, D.3
-
34
-
-
0007127129
-
Were the good old days that good? Evolution of managerial stock ownership and corporate governance since the Great Depression
-
Holderness, Clifford G., Radall S. Kroszner, and Dennis P. Sheehan, 1999, Were the good old days that good? Evolution of managerial stock ownership and corporate governance since the Great Depression, Journal of Finance 54, 435 469.
-
(1999)
Journal of Finance
, vol.54
, pp. 435-469
-
-
Holderness, C.G.1
Kroszner, R.S.2
Sheehan, D.P.3
-
35
-
-
0000107975
-
Relations between two sets of variables
-
Hotelling, Harold, 1936, Relations between two sets of variables, Biometrica 28, 321 377.
-
(1936)
Biometrica
, vol.28
, pp. 321-377
-
-
Hotelling, H.1
-
36
-
-
41549084549
-
-
, Working paper, London Business School.
-
Khorana, Ajay, and Henri Servaes, 2007, Conflicts of interest and competition in the mutual fund industry, Working paper, London Business School.
-
(2007)
Conflicts of Interest and Competition in the Mutual Fund Industry
-
-
Khorana, A.1
Servaes, H.2
-
37
-
-
55949103711
-
-
, Working paper, The Hartford Financial Services Group and Fitch Risk Management, Inc.
-
Lantsman, Yakov L., and Christopher M. Lewis, 2005, What is a fair price to transfer the risk of unauthorized trading? A case study on pricing operational risk, Working paper, The Hartford Financial Services Group and Fitch Risk Management, Inc.
-
(2005)
What Is A Fair Price to Transfer the Risk of Unauthorized Trading? A Case Study on Pricing Operational Risk
-
-
Lantsman, Y.L.1
Lewis, C.M.2
-
39
-
-
0038133425
-
The accuracy of hedge fund returns
-
Liang, Bing, 2003, The accuracy of hedge fund returns, Journal of Portfolio Management 29, 111 122.
-
(2003)
Journal of Portfolio Management
, vol.29
, pp. 111-122
-
-
Liang, B.1
-
40
-
-
77649173768
-
Longitudinal data analysis using generalized linear models
-
Liang, Kung-Yee, and Scott L. Zeger, 1986, Longitudinal data analysis using generalized linear models, Biometrika 73, 13 22.
-
(1986)
Biometrika
, vol.73
, pp. 13-22
-
-
Liang K.-Yee1
Zeger, S.L.2
-
41
-
-
0001250001
-
Underwriting relationships, analysts' earnings forecasts and investment recommendations
-
Lin, Hsiou-wei, and Maureen McNichols, 1998, Underwriting relationships, analysts' earnings forecasts and investment recommendations, Journal of Accounting and Economics 25, 101 128.
-
(1998)
Journal of Accounting and Economics
, vol.25
, pp. 101-128
-
-
Lin H.-wei1
McNichols, M.2
-
42
-
-
0011088442
-
Additional evidence on equity ownership and corporate value
-
McConnell, John J., and Henri Servaes, 1990, Additional evidence on equity ownership and corporate value, Journal of Financial Economics 27, 595 612.
-
(1990)
Journal of Financial Economics
, vol.27
, pp. 595-612
-
-
McConnell, J.J.1
Servaes, H.2
-
43
-
-
0033442404
-
Conflicts of interest and the credibility of underwriter analyst recommendations
-
Michaely, Roni, and Kent L. Womack, 1999, Conflicts of interest and the credibility of underwriter analyst recommendations, Review of Financial Studies 12, 653 686.
-
(1999)
Review of Financial Studies
, vol.12
, pp. 653-686
-
-
Michaely, R.1
Womack, K.L.2
-
45
-
-
33645896609
-
Management ownership and market valuation: An empirical analysis
-
Morck, Randall, Andrei Shleifer, and Robert W. Vishny, 1988, Management ownership and market valuation: An empirical analysis, Journal of Financial Economics 20, 293 315.
-
(1988)
Journal of Financial Economics
, vol.20
, pp. 293-315
-
-
Morck, R.1
Shleifer, A.2
Vishny, R.W.3
-
46
-
-
3142671273
-
Dissolving a partnership (un)fairly
-
Morgan, John, 2004, Dissolving a partnership (un)fairly, Economic Theory 23, 909 923.
-
(2004)
Economic Theory
, vol.23
, pp. 909-923
-
-
Morgan, J.1
-
47
-
-
0000706085
-
A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, Whitney K., and Kenneth D. West, 1987, A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica 55, 703 708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
50
-
-
0005163859
-
Costly search and mutual fund flows
-
Sirri, Erik R., and Peter Tufano, 1998, Costly search and mutual fund flows, The Journal of Finance 53, 1589 1622.
-
(1998)
The Journal of Finance
, vol.53
, pp. 1589-1622
-
-
Sirri, E.R.1
Tufano, P.2
-
51
-
-
55949085080
-
Business ethics, commercial mathematics, and the origins of mathematical probability
-
Sylla, Edith D., 2003, Business ethics, commercial mathematics, and the origins of mathematical probability, History of Political Economy 35, 309 337.
-
(2003)
History of Political Economy
, vol.35
, pp. 309-337
-
-
Sylla, E.D.1
|