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Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake
Aragon, George O.; Nanda, Vikram - In: The review of financial studies 25 (2013) 3, pp. 937-936
Persistent link: https://www.econbiz.de/10010114203
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HEDGE FUNDS AS LIQUIDITY PROVIDERS: EVIDENCE FROM THE LEHMAN BANKRUPTCY
Aragon, George O.; Strahan, Philip E. - 2009
Persistent link: https://www.econbiz.de/10008316087
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Share restrictions and asset pricing: Evidence from the hedge fund industry
Aragon, George O. - In: Journal of financial economics 83 (2007) 1, pp. 33-58
Persistent link: https://www.econbiz.de/10007391046
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A unique view of hedge fund derivatives usage: Safeguard or speculation?
Aragon, George O.; Spencer Martin, J. - In: Journal of financial economics 105 (2012) 2, pp. 436-457
Persistent link: https://www.econbiz.de/10009980989
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Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy
Aragon, George O.; Strahan, Philip E. - In: Journal of financial economics 103 (2012) 3, pp. 570-588
Persistent link: https://www.econbiz.de/10009816653
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Stock market trading activity and returns around milestones
Aragon, George O.; Dieckmann, Stephan - In: Journal of empirical finance 18 (2011) 4, pp. 570-585
Persistent link: https://www.econbiz.de/10009291038