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Hedge Fund Manager Skill and Style-Shifting
16 references·0 citing·42 second hopsampled
Hedge Fund Manager Skill and Style-Shifting (2021)Hedge Fund Manager Skill and Style-Shifti…Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Role of Managerial Incentives…Global market integration: An alternative measure and its application☆ (2009)Global market integration: An…Hedge Funds: Performance, Risk, and Capital Formation (2008)Hedge Funds: Performance, Ris…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Hedge Funds and the Technology Bubble (2004)Hedge Funds and the Technolog…Style investing (2003)Style investingThe Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)Performance Characteristics o…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…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)Measuring Mutual Fund Perform…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Of Tournaments and Temptation…Risk and return in an equilibrium APT (1988)Risk and return in an equilib…Performance measurement with the arbitrage pricing theory (1986)Performance measurement with …The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Risks and Portfolio Decisions Involving Hedge Funds (2003)Hedge Fund Benchmarks: A Risk-Based Approach (2004)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Pricing of Options and Corporate Liabilities (1973)What matters for financial development? Capital controls, institutions, and interactions (2005)Time Series Momentum (2011)… and the Cross-Section of Expected Returns (2015)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)Just How Much Do Individual Investors Lose by Trading? (2008)Rank-Order Tournaments as Optimum Labor Contracts (1979)Rank-Order Tournaments as Optimum Labor Contracts (1981)Prizes and Incentives: Towards a General Theory of Compensation and Competition (1983)The Cross-Section of Expected Stock Returns (1992)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)Costly Search and Mutual Fund Flows (1998)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)The Behavior of Stock-Market Prices (1965)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Market for News (2005)An Engine, Not a Camera (2006)The short of it: Investor sentiment and anomalies (2011)Judgment under Uncertainty: Heuristics and Biases (1974)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Corporate Green Bonds (2018)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
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References

  • 1997Measuring Mutual Fund Performance with Characteristic-Based Benchmarks2,844 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,177 cited
  • 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers1,198 cited
  • 2004Hedge Funds and the Technology Bubble1,126 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2003Style investing971 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 1986Performance measurement with the arbitrage pricing theory715 cited
  • 2009Role of Managerial Incentives and Discretion in Hedge Fund Performance687 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation660 cited
  • 2009Global market integration: An alternative measure and its application☆621 cited
  • 2000Hedge Funds: The Living and the Dead

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621 cited
  • 1988Risk and return in an equilibrium APT535 cited
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