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The search for yield: Implications to alternative investments
16 references·0 citing·46 second hop
The search for yield: Implications to alternative investments (2017)The search for yield: Implications to alt…A Model of Financialization of Commodities (2016)A Model of Financialization o…U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)U.S. Economic Prospects: Secu…Reaching for Yield in the Bond Market (2014)Reaching for Yield in the Bon…Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)Investor Flows and the 2008 B…The Fundamentals of Commodity Futures Returns (2012)The Fundamentals of Commodity…Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…Does Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…Striking oil: Another puzzle? (2008)Striking oil: Another puzzle?Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …The Strategic and Tactical Value of Commodity Futures (2006)The Strategic and Tactical Va…Pairs Trading: Performance of a Relative-Value Arbitrage Rule (2006)Pairs Trading: Performance of…Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…An econometric model of serial correlation and illiquidity in hedge fund returns (2004)An econometric model of seria…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 …Oil and the Stock Markets (1996)Oil and the Stock MarketsMeasuring the Natural Rate of Interest (2003)The History of Technological Anxiety and the Future of Economic Growth: Is This Time Different? (2015)Measuring the natural rate of interest: International trends and determinants (2017)The Rate of Return on Everything, 1870-2015 (2018)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Common risk factors in the returns on stocks and bonds (1993)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)On Persistence in Mutual Fund Performance (1997)Momentum crashes (2016)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)Risks and Portfolio Decisions Involving Hedge Funds (2003)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Oil and the Macroeconomy since World War II (1983)Energy shocks and financial markets (1996)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Oil prices, US stock return, and the dependence between their quantiles (2015)Continuous Auctions and Insider Trading (1985)Inferring Trade Direction from Intraday Data (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Low-Latency Trading (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)High-Frequency Trading and Price Discovery (2014)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Hedge Funds: Performance, Risk, and Capital Formation (2008)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)A Survey of Systemic Risk Analytics (2012)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Options, Futures and Other Derivatives (2003)“Options, Futures, and Other Derivatives” (2016)
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References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2006The Strategic and Tactical Value of Commodity Futures1,037 cited
  • 2014U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound1,032 cited
  • 2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited
  • 2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule785 cited
  • 2012The Fundamentals of Commodity Futures Returns760 cited
  • 2008Striking oil: Another puzzle?616 cited
  • 2013Investor Flows and the 2008 Boom/Bust in Oil Prices616 cited
  • 2016A Model of Financialization of Commodities594 cited
  • 2014Reaching for Yield in the Bond Market

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