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~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~isPartOf:"Journal of empirical finance"
~subject:"Hedgefonds"
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Working papers / Rodney L. White Center for Financial Research
Journal of empirical finance
The journal of alternative investments
87
Journal of financial economics
59
Journal of banking & finance
51
The review of financial studies
43
Journal of financial and quantitative analysis : JFQA
40
NBER working paper series
36
Working paper / National Bureau of Economic Research, Inc.
35
Management science : journal of the Institute for Operations Research and the Management Sciences
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28
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26
Wiley finance series
26
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
25
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24
Working paper / Centre for Financial Research
24
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23
The journal of wealth management
22
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European financial management : the journal of the European Financial Management Association
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The European journal of finance
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International review of financial analysis
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Handbuch Alternative Investments ; Bd. 1
17
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Financial markets and portfolio management
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Financial stability review : FSR
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Review of finance : journal of the European Finance Association
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Financial analysts' journal : FAJ
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The journal of investment compliance
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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Funds of hedge funds : performance, assessment, diversification, and statistical properties
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Hedge funds : crossing the institutional frontiers
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Applied economics
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Journal / The Capco Institute : journal of financial transformation
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Wiley finance
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Discussion papers / CEPR
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Fisher College of Business working paper series
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Intelligent hedge fund investing
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1
Mispricing chasing and hedge fund returns
Ma, Tianyi
;
Li, Baibing
;
Tee, Kaihong
- In:
Journal of empirical finance
68
(
2022
),
pp. 34-49
Persistent link: https://www.econbiz.de/10013464413
Saved in:
2
Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting
;
Yan, Cheng
;
Yan, Yayi
- In:
Journal of empirical finance
61
(
2021
),
pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
Saved in:
3
Hedge funds and their prime broker analysts
Chung, Sung Gon
;
Kulchania, Manoj
;
Teo, Melvyn
- In:
Journal of empirical finance
62
(
2021
),
pp. 141-158
Persistent link: https://www.econbiz.de/10012693334
Saved in:
4
Timing is money : the factor timing ability of hedge fund managers
Osinga, Albert Jakob
;
Schauten, Maximilien Bernard Joseph
; …
- In:
Journal of empirical finance
62
(
2021
),
pp. 266-281
Persistent link: https://www.econbiz.de/10012693426
Saved in:
5
Caught in the crossfire : how the threat of hedge fund activism affects creditors
Feng, Felix Zhiyu
;
Xu, Qiping
;
Zhu, Caroline H.
- In:
Journal of empirical finance
64
(
2021
),
pp. 128-143
Persistent link: https://www.econbiz.de/10013259406
Saved in:
6
Frictional diversification costs: Evidence from a panel of fund of hedge fund holdings
Joenväärä, Juha
;
Scherer, Bernd
- In:
Journal of empirical finance
52
(
2019
),
pp. 92-111
Persistent link: https://www.econbiz.de/10012170643
Saved in:
7
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing
;
Cheng, Tingting
;
Yan, Cheng
- In:
Journal of empirical finance
49
(
2018
),
pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
Saved in:
8
The long and the short of convertible arbitrage : an empirical examination of arbitrageurs' holding periods
Marle, Mats van
;
Verwijmeren, Patrick
- In:
Journal of empirical finance
44
(
2017
),
pp. 237-249
Persistent link: https://www.econbiz.de/10011818027
Saved in:
9
The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik
;
Stefanov, Denitsa
- In:
Journal of empirical finance
44
(
2017
),
pp. 286-303
Persistent link: https://www.econbiz.de/10011818033
Saved in:
10
Systemic risk and cross-sectional hedge fund returns
Hwang, Inchang
;
Xu, Simon
;
In, Francis Haeuck
;
Kim, Tong Suk
- In:
Journal of empirical finance
42
(
2017
),
pp. 109-130
Persistent link: https://www.econbiz.de/10011808555
Saved in:
11
Hedge funds : pricing controls and the smoothing of self-reported returns
Cassar, Gavin
;
Gerakos, Joseph
-
2010
Persistent link: https://www.econbiz.de/10003955264
Saved in:
12
Information spillovers and performance persistence for hedge funds
Glode, Vincent
;
Green, Richard C.
-
2010
Persistent link: https://www.econbiz.de/10003991697
Saved in:
13
Skill, luck and the multiproduct firm : evidence from hedge funds
De Figueiredo, Rui J. P.
;
Rawley, Evan
-
2010
Persistent link: https://www.econbiz.de/10003991699
Saved in:
14
The effect of parent firm location on the performance of entrepreneurial spawns : evidence from hedge funds
De Figueiredo, Rui J. P.
;
Rawley, Evan
;
Meyer, Philipp
-
2010
Persistent link: https://www.econbiz.de/10003991701
Saved in:
15
A tale of feedback trading by hedge funds
Schauten, Maximilien Bernard Joseph
;
Willemstein, Robin
; …
- In:
Journal of empirical finance
34
(
2015
),
pp. 239-259
Persistent link: https://www.econbiz.de/10011557138
Saved in:
16
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
17
Hedge fund contagion and risk-adjusted returns : a Markov-switching dynamic factor approach
Akay, Ozgur
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of empirical finance
22
(
2013
),
pp. 16-29
Persistent link: https://www.econbiz.de/10009768436
Saved in:
18
Costly communication, shareholder activism, and limits to arbitrage : evidence form closed-end funds
Bradley, Michael H.
;
Brav, Alon
;
Goldstein, Itay
;
Jiang, Wei
-
2006
Persistent link: https://www.econbiz.de/10003726961
Saved in:
19
High-water marks - high risk apetites? : convex compensation, long horizons and portfolio choice
Panageas, Stauros
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003726859
Saved in:
20
The risk in hedge fund strategies : theory and evidence from long/short equity hedge funds
Fung, William
;
Hsieh, David A.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 547-569
Persistent link: https://www.econbiz.de/10009306544
Saved in:
21
Implicit incentives and reputational herding by hedge fund managers
Boyson, Nicole M.
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 283-299
Persistent link: https://www.econbiz.de/10009267299
Saved in:
22
Risk and performance estimation in hedge funds revisited : evidence from errors in variables
Coën, Alain
;
Hübner, Georges
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 112-125
Persistent link: https://www.econbiz.de/10003800544
Saved in:
23
Quantile regression analysis of hedge fund strategies
Meligkotsidou, Loukia
;
Vrontos, Ioannis D.
;
Vrontos, …
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 264-279
Persistent link: https://www.econbiz.de/10003839319
Saved in:
24
L-performance with an application to hedge funds
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10003899210
Saved in:
25
Analysis of hedge fund performance
Capocci, Daniel
;
Hübner, Georges
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 55-89
Persistent link: https://www.econbiz.de/10001880995
Saved in:
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