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Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
16 references·2 citing·44 second hop
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this work references cited by second hop

References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2005Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments1,315 cited
  • 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers1,198 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited
  • 2003Style investing971 cited
  • 2001The portfolio flows of international investors956 cited
  • 2005Thy Neighbor's Portfolio: Word‐of‐Mouth Effects in the Holdings and Trades of Money Managers934 cited
  • 2005The Geography of Equity Analysis913 cited

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  • 2005Market Liquidity and Funding Liquidity863 cited
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    • 2012The Value of Funds of Hedge Funds: Evidence from Their Holdings27 cited
    • 2018Strategic distortions in analyst forecasts in the presence of short-term institutional investors26 cited