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1. .

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2. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
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   RePEc:zbw:cfrwps:1508.

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3. Compensation schemes, liquidity provision, and asset prices: an experimental analysis. (2017). Baghestanian, Sascha ; Gortner, Paul ; Massenot, Baptiste.
   In: Experimental Economics.
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4. The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen.
   In: Journal of Financial Economics.
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5. Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:125:y:2017:i:3:p:610-636.

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6. Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
   In: Journal of Financial Economics.
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7. Rewarding risk-taking or skill? The case of private equity fund managers. (2017). Wagner, Niklas ; Buchner, Axel.
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8. Systemic risk and cross-sectional hedge fund returns. (2017). Kim, Tong Suk ; Xu, Simon ; Hwang, In Chang ; In, Francis.
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9. Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco.
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10. Limited attention, marital events and hedge funds. (2016). Lu, Yan ; Ray, Sugata ; Teo, Melvyn.
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11. Short selling meets hedge fund 13F: An anatomy of informed demand. (2016). Jiao, Yawen ; Massa, Massimo ; Zhang, Hong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:544-567.

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12. Capitalizing on Capitol Hill: Informed trading by hedge fund managers. (2016). Huang, Jiekun ; Gao, Meng.
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13. Reviewing the hedge funds literature I: Hedge funds and hedge funds managerial characteristics. (2016). Hudson, Robert ; el Kalak, Izidin ; Azevedo, Alcino.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:85-97.

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14. Reviewing the hedge funds literature II: Hedge funds returns and risk management characteristics. (2016). Hudson, Robert ; el Kalak, Izidin ; Azevedo, Alcino.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:55-66.

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15. Who Trades Against Mispricing?. (2016). Giannetti, Mariassunta ; Kahraman, Bige.
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16. Funding liquidity risk of funds of hedge funds: Evidence from their holdings. (2015). Shi, Zhen ; Agarwal, Vikas ; Aragon, George O.
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17. Tail risk in hedge funds: A unique view from portfolio holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
    In: CFR Working Papers.
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18. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
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19. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y..
    In: CFR Working Papers.
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20. Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
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21. Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Lee, Peter A ; Getmansky, Mila.
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22. Activist funds, leverage, and procyclicality. (2015). Burkart, Mike ; Dasgupta, Amil.
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23. The Wall Street walk when blockholders compete for flows. (2015). Piacentino, Giorgia ; Dasgupta, Amil.
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24. Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks. (2015). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
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25. Are hedge funds registered in Delaware different?. (2015). Johan, Sofia ; Cumming, Douglas ; Dai, NA.
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26. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Jiao, Yawen ; Massa, Massimo ; Zhang, Hong.
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27. Hedge fund attributes and volatility around equity offerings. (2014). Kwak, Sungkyu ; Walker, Rosemary ; Hull, Robert.
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28. Crystallization – the Hidden Dimension of Hedge Funds Fee Structure. (2014). Frömmel, Michael ; Elaut, Gert ; FRoMMEL, M. ; SJoDIN, J..
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29. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
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30. Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
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31. Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions. (2014). Wiley, Jonathan.
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32. Momentum Trading, Return Chasing and Predictable Crashes. (2014). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
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33. Returns to Active Management: The Case of Hedge Funds. (2014). Kazemi, Maziar ; Islamaj, Ergys.
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34. The dynamics of hedge fund share restrictions. (2014). Hong, Xin.
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35. Hedge Fund Innovation. (2014). Zamojski, Marcin ; Stefanova, Denitsa ; Siegmann, Arjen.
    In: LSF Research Working Paper Series.
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36. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Chabot, Benjamin ; Ghysels, Eric.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10234.

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37. Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
    In: CEPR Discussion Papers.
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38. Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
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39. Measuring the performance of hedge funds using two-stage peer group benchmarks. (2013). Oehler, Patrick ; Jeyasreedharan, Nagaratnam ; Wilkens, Marco ; Yao, Juan.
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40. Leverage and Alpha: The Case of Funds of Hedge Funds. (2013). Dewaele, Benoit .
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41. Portfolio Optimization for Hedge Funds through Time-Varying Coefficients. (2013). Dewaele, Benoit .
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42. Indirect Incentives of Hedge Fund Managers. (2013). Weisbach, Michael ; Lim, Jongha ; Sensoy, Berk A..
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43. Are mutual funds sitting ducks?. (2013). Shive, Sophie ; Yun, Hayong.
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44. Hedge fund liquidity and performance: Evidence from the financial crisis. (2013). Schmid, Markus ; Schaub, Nic.
    In: Journal of Banking & Finance.
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45. Why is hedge fund activism procyclical?. (2013). Burkart, Mike ; Dasgupta, Amil.
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46. Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2012). Jiang, Wei ; Fos, Vyacheslav ; Agarwal, Vikas.
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47. Forecasting the performance of hedge fund styles. (2012). Sanso-Navarro, Marcos ; Olmo, Jose.
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48. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: Journal of Economic Dynamics and Control.
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49. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
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    RePEc:eee:corfin:v:18:y:2012:i:1:p:166-178.

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50. Risk Governance for funds. (2010). Verlaine, Michel.
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