References

• 2012The Econometrics of Financial Markets5,875 cited
• 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
• 1979Risk measurement when shares are subject to infrequent trading2,767 cited
• 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,951 cited
• 2000Characteristics, Covariances, and Average Returns: 1929 to 19971,100 cited
• 2004The risk and return of venture capital909 cited
• 2000Money chasing deals? The impact of fund inflows on private equity valuations876 cited
• 1998Characteristics, Covariances, and Average Returns: 1929-1997535 cited
• 1997Sample Selection Bias and Repeat-Sales Index Estimates289 cited
• 2003Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices266 cited
• 2004Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance261 cited
• 2002The Price of Diversifiable Risk in Venture Capital and Private Equity208 cited
• 1997Risk and Reward in Private Equity Investments178 cited
• 2005Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation117 cited
• 2005Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance