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The impact of portfolio disclosure on hedge fund performance
16 references·3 citing·29 second hopsampled
The impact of portfolio disclosure on hedge fund performance (2017)The impact of portfolio disclosure on hed…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…Share restrictions and asset pricing: Evidence from the hedge fund industry☆ (2006)Share restrictions and asset …What Determines Chinese Stock Returns? (2004)What Determines Chinese Stock…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…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…Outsourcing at Will: The Contribution of Unjust Dismissal Doctrine to the Growth of Employment Outsourcing (2003)Outsourcing at Will: The Cont…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Investor flows and the assessed performance of open-end mutual funds (1999)Investor flows and the assess…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Transactions costs and invest…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Spillover effects of mandatory portfolio disclosures on corporate investment (2023)Spillover effects of mandator…Bank regulations, bank competition and bank risk-taking: Evidence from Japan (2020)Bank regulations, bank compet…Do Market Participants Care about Portfolio Disclosure? Evidence from Hedge Funds’ 13F Filings (2010)Do Market Participants Care a…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)A five-factor asset pricing model (2014)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)Climate Change Concerns and the Performance of Green vs. Brown Stocks (2022)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)Asset Fire Sales (and Purchases) in Equity Markets (2005)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Liquidity and Funding Liquidity (2008)Human Capital: A Theoretical and Empirical Analysis, with Special Reference to Education (1964)Property Rights and the Nature of the Firm (1990)Wrongful Discharge Laws and Innovation (2013)Can You Gig It? An Empirical Examination of the Gig Economy and Entrepreneurial Activity (2016)The unpublished manuscript (2018)OECD Employment Outlook 2019 (2019)The Nature of the Firm (1937)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Multifactor Explanations of Asset Pricing Anomalies (1996)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)Editor's Choice Digesting Anomalies: An Investment ApproachAsset pricing with liquidity risk (2005)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Just How Much Do Individual Investors Lose by Trading? (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2003Outsourcing at Will: The Contribution of Unjust Dismissal Doctrine to the Growth of Employment Outsourcing1,532 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 1999Investor flows and the assessed performance of open-end mutual funds731 cited
  • 2009Role of Managerial Incentives and Discretion in Hedge Fund Performance687 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation660 cited
  • 1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades596 cited
  • 2006Share restrictions and asset pricing: Evidence from the hedge fund industry☆

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499 cited
  • 2004What Determines Chinese Stock Returns?446 cited
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    • 2020Bank regulations, bank competition and bank risk-taking: Evidence from Japan38 cited
    • 2023Spillover effects of mandatory portfolio disclosures on corporate investment32 cited
    • 2010Do Market Participants Care about Portfolio Disclosure? Evidence from Hedge Funds’ 13F Filings28 cited