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Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
16 references·3 citing·36 second hop
Home Bias and Local Contagion: Evidence from Funds of Hedge Funds (2013)Home Bias and Local Contagion: Evidence f…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Market Integration and Contagion (2005)Market Integration and Contag…Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)Local Does as Local Is: Infor…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…A New Approach to Measuring Financial Contagion (2003)A New Approach to Measuring F…The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…The Geography of Investment: Informed Trading and Asset Prices (2001)The Geography of Investment: …How Distance, Language, and Culture Influence Stockholdings and Trades (2001)How Distance, Language, and C…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Home bias and high turnover (1995)Home bias and high turnoverInvestor Diversification and International Equity Markets (1991)Investor Diversification and …Cross-Asset Information Synergy in Mutual Fund Families (2018)Cross-Asset Information Syner…Efficiently Inefficient Markets for Assets and Asset Management (2015)Efficiently Inefficient Marke…The Value of Funds of Hedge Funds: Evidence from Their Holdings (2012)The Value of Funds of Hedge F…The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)The determinants of cross-border equity flows (2004)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Increasing Returns and Economic Geography (1990)Investor Psychology and Asset Pricing (2001)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Information and the Cost of Capital (2004)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Does the Stock Market Overreact? (1985)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Equity Portfolio Diversification (2008)Just How Much Do Individual Investors Lose by Trading? (2008)The Causal Impact of Media in Financial Markets (2011)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)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)The Limits of Financial Globalization (2005)An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)Cultural Biases in Economic Exchange? * (2009)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)Chapter 18 A survey of behavioral finance (2003)Distance, Lending Relationships, and Competition (2005)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Fire Sales in Finance and Macroeconomics (2011)
this work references cited by second hop

References

  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2001How Distance, Language, and Culture Influence Stockholdings and Trades1,694 cited
  • 2005Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments1,315 cited
  • 1995Home bias and high turnover1,245 cited
  • 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers1,198 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2005Market Integration and Contagion1,061 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited

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  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • Cited by

    • 2012The Value of Funds of Hedge Funds: Evidence from Their Holdings27 cited
    • 2015Efficiently Inefficient Markets for Assets and Asset Management25 cited
    • 2018Cross-Asset Information Synergy in Mutual Fund Families24 cited