SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Share Restrictions and Investor Flows in the Hedge Fund Industry
16 references·16 citing·33 second hopsampled
Share Restrictions and Investor Flows in the Hedge Fund Industry (2015)Share Restrictions and Investor Flows in …Payoff complementarities and financial fragility: Evidence from mutual fund outflows (2010)Payoff complementarities and …Hedge Funds: Performance, Risk, and Capital Formation (2008)Hedge Funds: Performance, Ris…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…Risks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)Performance Characteristics o…Multi-Period Performance Persistence Analysis of Hedge Funds (2000)Multi-Period Performance Pers…Hedge Funds: The Living and the Dead (2000)Hedge Funds: The Living and t…Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Is Money Smart? A Study of Mu…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)Offshore Hedge Funds: Surviva…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Performance Measurement witho…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints (2025)LTCM Redux? Hedge fund Treasu…Costs and benefits of financial conglomerate affiliation: Evidence from hedge funds (2019)Costs and benefits of financi…The Revealed Preference of Sophisticated Investors (2017)The Revealed Preference of So…Strategic Delays and Clustering in Hedge Fund Reported Returns (2017)Strategic Delays and Clusteri…The Economics and Finance of Hedge Funds: A Review of the Academic Literature (2015)The Economics and Finance of …Regulatory Oversight and Return Misreporting by Hedge Funds (2015)Regulatory Oversight and Retu…Hedge Funds: A Dynamic Industry in Transition (2015)Hedge Funds: A Dynamic Indust…The Strategic Listing Decisions of Hedge Funds (2014)The Strategic Listing Decisio…Strategic Delays and Clustering in Hedge Fund Reported Returns (2014)Strategic Delays and Clusteri…Investor Flows to Asset Managers: Causes and Consequences (2014)Investor Flows to Asset Manag…Investor Inattention: A Hidden Cost of Choice in Pension Plans? (2013)Investor Inattention: A Hidde…Home Bias and Local Contagion: Evidence from Funds of Hedge Funds (2013)Home Bias and Local Contagion…The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance (2012)The Life Cycle of Hedge Funds…Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows (2012)Skin in the Game versus Skimm…Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts (2011)Performance Measurement of Mu…An Institutional Theory of Momentum and Reversal (2008)An Institutional Theory of Mo…An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Modern Portfolio Theory and Investment Analysis. (1982)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)The Cross-Section of Expected Stock Returns (1992)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Climate Change Concerns and the Performance of Green vs. Brown Stocks (2022)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Flows and Performance in Rational Markets (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Size-related anomalies and stock return seasonality (1983)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Persistence of Mutual Fund Performance (1992)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Measuring skill in the mutual fund industry (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)The Behavior of Stock-Market Prices (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Mutual Fund Attributes and Investor Behavior (2007)A Flow-Based Explanation for Return Predictability (2012)Herding and Feedback Trading by Institutional and Individual Investors (1999)Asset Fire Sales (and Purchases) in Equity Markets (2005)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Has Financial Development Made the World Riskier? (2005)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Just How Much Do Individual Investors Lose by Trading? (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns816 cited
  • 1999Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability816 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 2010Payoff complementarities and financial fragility: Evidence from mutual fund outflows702 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation660 cited
  • 2000Hedge Funds: The Living and the Dead621 cited
  • 2000Multi-Period Performance Persistence Analysis of Hedge Funds600 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1997
Offshore Hedge Funds: Survival and Performance 1989-1995
597 cited

Cited by

  • 2014Investor Flows to Asset Managers: Causes and Consequences78 cited
  • 2008An Institutional Theory of Momentum and Reversal76 cited
  • 2017Strategic Delays and Clustering in Hedge Fund Reported Returns69 cited
  • 2011Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts67 cited
  • 2014Strategic Delays and Clustering in Hedge Fund Reported Returns65 cited
  • 2014The Strategic Listing Decisions of Hedge Funds64 cited
  • 2015Hedge Funds: A Dynamic Industry in Transition64 cited
  • 2015The Economics and Finance of Hedge Funds: A Review of the Academic Literature52 cited
  • 2019Costs and benefits of financial conglomerate affiliation: Evidence from hedge funds51 cited
  • 2015Regulatory Oversight and Return Misreporting by Hedge Funds42 cited
  • 2013Investor Inattention: A Hidden Cost of Choice in Pension Plans?41 cited
  • 2012Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows35 cited
  • 2025LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints32 cited
  • 2013Home Bias and Local Contagion: Evidence from Funds of Hedge Funds32 cited
  • 2012The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance31 cited
  • 2017The Revealed Preference of Sophisticated Investors25 cited