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Hedge Funds and the Collapse of Long-Term Capital Management
9 references·16 citing·49 second hop
Hedge Funds and the Collapse of Long-Term Capital Management (1999)Hedge Funds and the Collapse of Long-Term…Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Nonmonetary Effects of the Fi…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…International Value and Growth Stock Returns (1993)International Value and Growt…The Credit Crunch (1991)The Credit CrunchAsymmetric Information and Financial Crises: A Historical Perspective (1990)Asymmetric Information and Fi…Using tax policy to curb speculative short-term trading (1989)Using tax policy to curb spec…Dynamic Interpretation of Emerging Risks in the Financial Sector (2019)Dynamic Interpretation of Eme…Speculators, Prices, and Market Volatility (2016)Speculators, Prices, and Mark…Too Big to Fail: Causes, Consequences, and Policy Responses (2013)Too Big to Fail: Causes, Cons…Fire Sales in Finance and Macroeconomics (2010)Fire Sales in Finance and Mac…The Global Financial Crisis: Can Islamic Finance Help Minimise the Severity and Frequency of Such a Crisis in Future (2009)The Global Financial Crisis: …Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading (2009)Risk in Dynamic Arbitrage: Th…Liquidity risk and syndicate structure (2009)Liquidity risk and syndicate …Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions (2007)Managing Bank Liquidity Risk:…Imperfect Competition, Information Heterogeneity, and Financial Contagion (2006)Imperfect Competition, Inform…Financial derivatives and the rise of circulation (2005)Financial derivatives and the…The Stochastic Programming Approach to Asset, Liability, and Wealth Management (2003)The Stochastic Programming Ap…Anomalies: The Law of One Price in Financial Markets (2003)Anomalies: The Law of One Pri…Electronic Finance: Reshaping the Financial Landscape Around the World (2002)Electronic Finance: Reshaping…The Channels for Financial Contagion (2001)The Channels for Financial Co…Restoring Banking Stability: Beyond Supervised Capital Requirements (1999)Restoring Banking Stability: …Interbank Exposures: Quantifying the Risk of Contagion (1999)Interbank Exposures: Quantify…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Credit Rationing in Markets with Imperfect Information (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)Bank Insolvency: Bad Luck, Bad Policy, or Bad Banking? 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The Role of Liquidity and Organization (2004)Has Financial Development Made the World Riskier? (2005)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Bank governance, regulation and risk taking (2008)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 2024Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression1,701 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 1991The Credit Crunch1,340 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 1990Asymmetric Information and Financial Crises: A Historical Perspective426 cited
  • 1993International Value and Growth Stock Returns421 cited
  • 1989Using tax policy to curb speculative short-term trading407 cited

Cited by

  • 1999Restoring Banking Stability: Beyond Supervised Capital Requirements266 cited
  • 2003Anomalies: The Law of One Price in Financial Markets266 cited
  • 2007Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions246 cited
  • 1999Interbank Exposures: Quantifying the Risk of Contagion239 cited
  • 2010Fire Sales in Finance and Macroeconomics177 cited
  • 2001The Channels for Financial Contagion176 cited

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

  • 2019Dynamic Interpretation of Emerging Risks in the Financial Sector164 cited
  • 2003The Stochastic Programming Approach to Asset, Liability, and Wealth Management155 cited
  • 2009Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading151 cited
  • 2016Speculators, Prices, and Market Volatility135 cited
  • 2006Imperfect Competition, Information Heterogeneity, and Financial Contagion133 cited
  • 2005Financial derivatives and the rise of circulation121 cited
  • 2009The Global Financial Crisis: Can Islamic Finance Help Minimise the Severity and Frequency of Such a Crisis in Future119 cited
  • 2002Electronic Finance: Reshaping the Financial Landscape Around the World117 cited
  • 2013Too Big to Fail: Causes, Consequences, and Policy Responses104 cited
  • 2009Liquidity risk and syndicate structure104 cited