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Do Hedge Funds Hedge?
8 references·16 citing·41 second hop
Do Hedge Funds Hedge? (2001)Do Hedge Funds Hedge?Characteristics of Risk and Return in Risk Arbitrage (2001)Characteristics of Risk and R…Hedge Funds: The Living and the Dead (2000)Hedge Funds: The Living and t…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 …The journal of financial economics (1993)The journal of financial econ…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…The financial analysts journal (1960)The financial analysts journalFlights to Safety (2019)Flights to SafetyConnected Stocks (2014)Connected StocksCan hedge funds time market liquidity? (2013)Can hedge funds time market l…Do Hedge Funds Manage Their Reported Returns? (2011)Do Hedge Funds Manage Their R…Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010)Econometric Measures of Syste…Do the Best Hedge Funds Hedge? (2010)Do the Best Hedge Funds Hedge?Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation (2010)Do Hot Hands Exist among Hedg…How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings (2009)How Smart Are the Smart Guys?…Hedge Fund Risk Dynamics: Implications for Performance Appraisal (2009)Hedge Fund Risk Dynamics: Imp…Does the choice of performance measure influence the evaluation of hedge funds? (2007)Does the choice of performanc…Do Market Timing Hedge Funds Time the Market? (2007)Do Market Timing Hedge Funds …Share restrictions and asset pricing: Evidence from the hedge fund industry☆ (2006)Share restrictions and asset …Systemic Risk and Hedge Funds (2005)Systemic Risk and Hedge FundsHedge Funds: Risk and Return (2005)Hedge Funds: Risk and ReturnThe Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2002)The Statistical Properties of…Asset-Based Style Factors for Hedge Funds (2002)Asset-Based Style Factors for…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes? (2009)Hedge fund leverage (2011)Macroeconomic risk and hedge fund returns (2014)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)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)The General Theory of Employment, Interest and Money. (1936)On Persistence in Mutual Fund Performance (1997)Liquidity risk and the cross-section of hedge-fund returns☆ (2010)Hedge Fund Stock Trading in the Financial Crisis of 2007-2009 (2011)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)Portfolio Performance Manipulation and Manipulation-proof Performance MeasuresThe Limits of Arbitrage (1995)Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆ (2007)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Contrarian Investment, Extrapolation, and Risk (1994)Multi-Period Performance Persistence Analysis of Hedge Funds (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Institutional Investors and Equity Prices (2001)Relational Contracts and the Theory of the Firm (2002)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)
this work references cited by second hop

References

  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1993The journal of financial economics2,544 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
  • 1960The financial analysts journal1,043 cited
  • 2001Characteristics of Risk and Return in Risk Arbitrage765 cited
  • 2000Hedge Funds: The Living and the Dead621 cited

Cited by

  • 2006Share restrictions and asset pricing: Evidence from the hedge fund industry☆499 cited
  • 2005Hedge Funds: Risk and Return428 cited
  • 2002The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors426 cited
  • 2007Does the choice of performance measure influence the evaluation of hedge funds?424 cited
  • 2014Connected Stocks374 cited
  • 2009How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings342 cited
  • 2007Do Market Timing Hedge Funds Time the Market?329 cited

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2010
Do the Best Hedge Funds Hedge?
318 cited
  • 2010Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation315 cited
  • 2019Flights to Safety314 cited
  • 2013Can hedge funds time market liquidity?303 cited
  • 2002Asset-Based Style Factors for Hedge Funds283 cited
  • 2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors274 cited
  • 2009Hedge Fund Risk Dynamics: Implications for Performance Appraisal253 cited
  • 2011Do Hedge Funds Manage Their Reported Returns?232 cited
  • 2005Systemic Risk and Hedge Funds224 cited