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Do Hedge Funds Profit From Mutual-Fund Distress?
16 references·11 citing·35 second hopsampled
Do Hedge Funds Profit From Mutual-Fund Distress? (2008)Do Hedge Funds Profit From Mutual-Fund Di…Short interest, institutional ownership, and stock returns (2005)Short interest, institutional…Hedge Funds: Risk and Return (2005)Hedge Funds: Risk and ReturnAsset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…An econometric model of serial correlation and illiquidity in hedge fund returns (2004)An econometric model of seria…Risks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…The market for borrowing stock (2002)The market for borrowing stockThe Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…Do Hedge Funds Hedge? (2001)Do Hedge Funds Hedge?Characteristics of Risk and Return in Risk Arbitrage (2001)Characteristics of Risk and R…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)Offshore Hedge Funds: Surviva…Industry costs of equity (1997)Industry costs of equityCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …The impact of more frequent portfolio disclosure on mutual fund performance (2016)The impact of more frequent p…Style and Skill: Hedge Funds, Mutual Funds, and Momentum (2016)Style and Skill: Hedge Funds,…Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution? (2016)Do Mutual Fund Investors Over…Spillover Effects in Mutual Fund Companies (2015)Spillover Effects in Mutual F…Price manipulation, front running and bulk trades: Evidence from India (2015)Price manipulation, front run…The exchange rate effect of multi-currency risk arbitrage (2014)The exchange rate effect of m…Mutual fund herding in response to hedge fund herding and the impacts on stock prices (2014)Mutual fund herding in respon…Front-running of mutual fund fire-sales (2013)Front-running of mutual fund …Short Selling and Intraday Price Pressures (2012)Short Selling and Intraday Pr…Investment Performance Evaluation (2010)Investment Performance Evalua…Risk Shifting and Mutual Fund Performance (2008)Risk Shifting and Mutual Fund…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Pricing of Options and Corporate Liabilities (1973)Hedge Fund Benchmarks: A Risk-Based Approach (2004)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Strategic and Tactical Value of Commodity Futures (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Which Shorts Are Informed? (2007)Short-Sale Strategies and Return Predictability (2008)Short Selling and the Price Discovery Process (2012)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Bad Beta, Good Beta (2004)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Fire Sales in Finance and Macroeconomics (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1997Industry costs of equity5,793 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
  • 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers1,198 cited
  • 2002The market for borrowing stock1,161 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2005Short interest, institutional ownership, and stock returns1,012 cited
  • 2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited
  • 2001Characteristics of Risk and Return in Risk Arbitrage765 cited
  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995597 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation558 cited
  • 2001Do Hedge Funds Hedge?523 cited
  • 2005

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Hedge Funds: Risk and Return
428 cited

Cited by

  • 2010Investment Performance Evaluation77 cited
  • 2016Style and Skill: Hedge Funds, Mutual Funds, and Momentum67 cited
  • 2015Spillover Effects in Mutual Fund Companies66 cited
  • 2016Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution?64 cited
  • 2008Risk Shifting and Mutual Fund Performance53 cited
  • 2012Short Selling and Intraday Price Pressures51 cited
  • 2015Price manipulation, front running and bulk trades: Evidence from India46 cited
  • 2016The impact of more frequent portfolio disclosure on mutual fund performance42 cited
  • 2014Mutual fund herding in response to hedge fund herding and the impacts on stock prices34 cited
  • 2013Front-running of mutual fund fire-sales32 cited
  • 2014The exchange rate effect of multi-currency risk arbitrage30 cited