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Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds
16 references·0 citing·43 second hopsampled
Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds (2017)Tail-risk hedging, dividend chasing, and …Tail risk in hedge funds: A unique view from portfolio holdings (2017)Tail risk in hedge funds: A u…Volatility of Aggregate Volatility and Hedge Fund Returns (2014)Volatility of Aggregate Volat…Tail Risk and Asset Prices (2014)Tail Risk and Asset PricesRisk Shifting and Mutual Fund Performance (2011)Risk Shifting and Mutual Fund…Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry (2008)Employment risk, compensation…Which Shorts Are Informed? (2007)Which Shorts Are Informed?Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…Why constrain your mutual fund manager? (2004)Why constrain your mutual fun…Risks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…Evaluating style analysis (2003)Evaluating style analysisOn Mutual Fund Investment Styles (2002)On Mutual Fund Investment Sty…How Are Derivatives Used? Evidence from the Mutual Fund Industry (1999)How Are Derivatives Used? Evi…Career Concerns of Mutual Fund Managers (1999)Career Concerns of Mutual Fun…Career Concerns of Mutual Fund Managers (1998)Career Concerns of Mutual Fun…Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)Measuring Mutual Fund Perform…Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)Preferences for Stock Charact…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)Hedge Fund Benchmarks: A Risk-Based Approach (2004)Presidential Address: Discount Rates (2011)Limited-Dependent and Qualitative Variables in Econometrics (1983)A Simple Model of Herd Behavior (1992)The Cross-Section of Expected Stock Returns (1992)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The price of sin: The effects of social norms on markets (2009)On Persistence in Mutual Fund Performance (1997)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Time‐Varying Fund Manager Skill (2013)Winners in the spotlight: Media coverage of fund holdings as a driver of flows (2014)A Rational Theory of Mutual Funds' Attention Allocation (2016)Agency Problems and the Theory of the Firm (1980)Outside directors and CEO turnover (1988)Herd Behavior in Financial Markets (2000)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Tolerance for Failure and Corporate Innovation (2011)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Short-Sale Strategies and Return Predictability (2008)Institutional Investors and the Informational Efficiency of Prices (2009)Short Selling and the Price Discovery Process (2012)The Behavior of Stock-Market Prices (1965)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Measuring Systemic Risk (2016)Replicating Anomalies (2018)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Asset Fire Sales (and Purchases) in Equity Markets (2005)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Rank-Order Tournaments as Optimum Labor Contracts (1981)The Geography of Investment: Informed Trading and Asset Prices (2001)
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References

  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches11,238 cited
  • 1997Measuring Mutual Fund Performance with Characteristic-Based Benchmarks2,844 cited
  • 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
  • 1996Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings1,057 cited
  • 2007Which Shorts Are Informed?966 cited
  • 1999Career Concerns of Mutual Fund Managers895 cited
  • 2014Tail Risk and Asset Prices825 cited
  • 1998Career Concerns of Mutual Fund Managers659 cited
  • 2004Why constrain your mutual fund manager?569 cited
  • 2011Risk Shifting and Mutual Fund Performance466 cited
  • 1999How Are Derivatives Used? Evidence from the Mutual Fund Industry424 cited
  • 2002On Mutual Fund Investment Styles397 cited
  • 2008Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry314 cited
  • 2017Tail risk in hedge funds: A unique view from portfolio holdings158 cited
  • 2014Volatility of Aggregate Volatility and Hedge Fund Returns105 cited
  • 2003

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Evaluating style analysis
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