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Capacity constraints, investor information, and hedge fund returns
16 references·16 citing·38 second hopsampled
Capacity constraints, investor information, and hedge fund returns (2012)Capacity constraints, investor informatio…A Flow-Based Explanation for Return Predictability (2012)A Flow-Based Explanation for …Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Role of Managerial Incentives…Hedge Funds: Performance, Risk, and Capital Formation (2008)Hedge Funds: Performance, Ris…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…Style investing (2003)Style investingRisks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Differences of Opinion, Short…Explaining the Diversification Discount (2002)Explaining the Diversificatio…Stealth-trading: Which traders' trades move stock prices? (2001)Stealth-trading: Which trader…Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)Performance Characteristics o…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …Stealth trading and volatility (1993)Stealth trading and volatilityContinuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Hedge Fund Flows and Performance Streaks:How Investors Weigh Information (2022)Hedge Fund Flows and Performa…The Effect of Investment Constraints on Hedge Fund Investor Returns (2018)The Effect of Investment Cons…The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions (2017)The Liquidity Cost of Private…Learning about Mutual Fund Managers (2016)Learning about Mutual Fund Ma…The Economics and Finance of Hedge Funds: A Review of the Academic Literature (2015)The Economics and Finance of …Share Restrictions and Investor Flows in the Hedge Fund Industry (2015)Share Restrictions and Invest…Indirect Incentives of Hedge Fund Managers (2015)Indirect Incentives of Hedge …Hedge Funds: A Dynamic Industry in Transition (2015)Hedge Funds: A Dynamic Indust…Hedge Fund Flows and Performance Streaks: How Investors Weigh Information (2015)Hedge Fund Flows and Performa…Onshore and Offshore Hedge Funds: Are They Twins? (2013)Onshore and Offshore Hedge Fu…Home Bias and Local Contagion: Evidence from Funds of Hedge Funds (2013)Home Bias and Local Contagion…The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium (2012)The Secondary Market for Hedg…The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance (2012)The Life Cycle of Hedge Funds…The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance (2012)The Life Cycle of Hedge Funds…Determinants of Trader Profits in Commodity Futures Markets (2012)Determinants of Trader Profit…Onshore and Offshore Hedge Funds: Are They Twins? (2011)Onshore and Offshore Hedge Fu…Noise Trader Risk in Financial Markets (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Breadth of ownership and stock returns (2002)Market liquidity as a sentiment indicator (2004)Downside Risk (2006)The Cross-Section of Expected Stock Returns (1992)Climate Change Concerns and the Performance of Green vs. Brown Stocks (2022)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)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)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)On Persistence in Mutual Fund Performance (1997)Costly Search and Mutual Fund Flows (1998)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Determinants of corporate borrowing (1977)Specification Tests in Econometrics (1978)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)International Corporate Governance (2003)Business Groups in Emerging Markets: Paragons or Parasites? (2007)Business Model Design and the Performance of Entrepreneurial Firms (2007)Judgment under Uncertainty: Heuristics and Biases (1974)Comovement (2004)Innovative efficiency and stock returns (2012)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)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)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2002Explaining the Diversification Discount1,372 cited
  • 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 2003Style investing971 cited
  • 1993Stealth trading and volatility948 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 2012A Flow-Based Explanation for Return Predictability769 cited
  • 2009Role of Managerial Incentives and Discretion in Hedge Fund Performance687 cited
  • 2001Stealth-trading: Which traders' trades move stock prices?682 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation

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660 cited

Cited by

  • 2016Learning about Mutual Fund Managers97 cited
  • 2012The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium96 cited
  • 2015Indirect Incentives of Hedge Fund Managers89 cited
  • 2015Share Restrictions and Investor Flows in the Hedge Fund Industry82 cited
  • 2012Determinants of Trader Profits in Commodity Futures Markets79 cited
  • 2012The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance68 cited
  • 2015Hedge Funds: A Dynamic Industry in Transition64 cited
  • 2015The Economics and Finance of Hedge Funds: A Review of the Academic Literature52 cited
  • 2013Onshore and Offshore Hedge Funds: Are They Twins?45 cited
  • 2022Hedge Fund Flows and Performance Streaks:How Investors Weigh Information41 cited
  • 2011Onshore and Offshore Hedge Funds: Are They Twins?41 cited
  • 2015Hedge Fund Flows and Performance Streaks: How Investors Weigh Information33 cited
  • 2013Home Bias and Local Contagion: Evidence from Funds of Hedge Funds32 cited
  • 2017The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions31 cited
  • 2018The Effect of Investment Constraints on Hedge Fund Investor Returns31 cited
  • 2012The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance31 cited