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Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices
16 references·4 citing·46 second hop
Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices (2009)Risk and Expected Returns of Private Equi…The Performance of Private Equity Funds (2008)The Performance of Private Eq…Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Private Equity Performance: R…The risk and return of venture capital (2004)The risk and return of ventur…Characteristics, Contracts, and Actions: Evidence from Venture Capitalist Analyses (2004)Characteristics, Contracts, a…The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle? (2002)The Returns to Entrepreneuria…The Equity Premium (2002)The Equity PremiumPerformance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)Performance Characteristics o…Money chasing deals? The impact of fund inflows on private equity valuations (2000)Money chasing deals? The impa…An analysis of compensation in the U.S. venture capital partnership (1999)An analysis of compensation i…Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)Offshore Hedge Funds: Surviva…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Buyouts: A Primer (2021)Buyouts: A PrimerValue Creation in Private Equity (2020)Value Creation in Private Equ…Has Persistence Persisted in Private Equity? Evidence from Buyout and Venture Capital Funds (2020)Has Persistence Persisted in …Private Equity Valuation Before and After ASC 820 (2019)Private Equity Valuation Befo…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Performance Persistence (1995)Career Concerns of Mutual Fund Managers (1999)Efficient Capital Markets: II (1991)Breadth of ownership and stock returns (2002)The market for borrowing stock (2002)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Asset Prices in an Exchange Economy (1978)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)The Financing of R&D and Innovation (2010)The equity premium: A puzzle (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Predicting returns with financial ratios (2004)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Dissecting green returns (2022)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Determinants of Capital Structure Choice (1988)Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts (2000)Entrepreneurship and Economic Growth (2006)Signaling in Equity Crowdfunding (2015)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)Liquidity Constraints, Household Wealth, and Entrepreneurship (2004)Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)The Social Dimensions of Entrepreneurship (2009)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,951 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 2002The Equity Premium1,331 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 2004Characteristics, Contracts, and Actions: Evidence from Venture Capitalist Analyses1,097 cited
  • 2002The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?1,062 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 2004The risk and return of venture capital909 cited
  • 2000Money chasing deals? The impact of fund inflows on private equity valuations876 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995597 cited
  • 2008The Performance of Private Equity Funds556 cited

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  • 1999An analysis of compensation in the U.S. venture capital partnership455 cited
  • Cited by

    • 2020Value Creation in Private Equity16 cited
    • 2019Private Equity Valuation Before and After ASC 82015 cited
    • 2021Buyouts: A Primer15 cited
    • 2020Has Persistence Persisted in Private Equity? Evidence from Buyout and Venture Capital Funds15 cited