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Hedge Funds and Prime Brokers: The Role of Funding Risk
16 references·1 citing·42 second hopsampled
Hedge Funds and Prime Brokers: The Role of Funding Risk (2009)Hedge Funds and Prime Brokers: The Role o…Financial Stability Review (2011)Financial Stability ReviewDeciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity and leverage (2008)Liquidity and leverageDeciphering the Liquidity and Credit Crunch 2007-08 (2008)Deciphering the Liquidity and…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsCorporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Assessing the Probability of Bankruptcy (2004)Assessing the Probability of …An econometric model of serial correlation and illiquidity in hedge fund returns (2004)An econometric model of seria…The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …The Effect of Credit Market Competition on Lending Relationships (1995)The Effect of Credit Market C…The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Benefits of Lending Relat…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Bond Market Intermediation and the Role of Repo (2017)Bond Market Intermediation an…Determinants of corporate borrowing (1977)Credit Rationing in Markets with Imperfect Information (1981)Financial Intermediation and Delegated Monitoring (1984)Relationship Banking: What Do We Know? (2000)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)The great reversals: the politics of financial development in the twentieth century (2003)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Financing Constraints and Corporate Investment (1988)Bank regulation and supervision: what works best? (2003)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Liquidity Risk and Expected Stock Returns (2003)Forecasting Default with the Merton Distance to Default Model (2008)The Aggregate Demand for Treasury Debt (2012)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Herding and Feedback Trading by Institutional and Individual Investors (1999)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Multi-period corporate default prediction with stochastic covariates (2006)The impact of corporate social responsibility on the cost of bank loans (2010)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)… and the Cross-Section of Expected Returns (2015)Bank lending during the financial crisis of 2008 (2009)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1994The Benefits of Lending Relationships: Evidence from Small Business Data5,434 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1995The Effect of Credit Market Competition on Lending Relationships3,294 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 2008Liquidity and leverage2,557 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2004Assessing the Probability of Bankruptcy1,357 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
  • 2011Financial Stability Review1,137 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-081,026 cited
  • 2004

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An econometric model of serial correlation and illiquidity in hedge fund returns
1,000 cited

Cited by

  • 2017Bond Market Intermediation and the Role of Repo19 cited