1. What do mutual fund managers’ private portfolios tell us about their skills?. (2023). Ibert, Markus.
   In: Journal of Financial Intermediation.
   RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000523.

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2. Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China. (2023). Wen, Zipeng ; Sun, Pingwen.
   In: International Review of Finance.
   RePEc:bla:irvfin:v:23:y:2023:i:1:p:58-86.

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3. Investor types trading around the short‐term reversal pattern. (2022). Ülkü, Numan ; Onishchenko, Olena ; Ulku, Numan.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2627-2647.

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4. The wall street stampede: exit as governance with interacting blockholders. (2022). Zachariadis, Konstantinos ; Cvijanovi, Dragana ; Dasgupta, Amil.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:113710.

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5. The Wall Street stampede: Exit as governance with interacting blockholders. (2022). Zachariadis, Konstantinos ; Cvijanovi, Dragana ; Dasgupta, Amil.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:144:y:2022:i:2:p:433-455.

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6. Changes in the global investor base and the stability of portfolio flows to emerging markets. (2022). Brandao Marques, Luis ; Ichiue, Hibiki ; Gelos, R. Gaston ; Brandao-Marques, Luis ; Oura, Hiroko.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622001959.

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7. Managers beyond borders: side-by-side management in mutual funds and pension funds. (2021). Alda, Mercedes.
   In: Review of Managerial Science.
   RePEc:spr:rvmgts:v:15:y:2021:i:2:d:10.1007_s11846-019-00345-4.

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8. The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic. (2021). Mao, Rui ; Xing, Mengying ; Zhang, Jinhua ; Wang, Jieyu.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001256.

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9. Strategic trading and unobservable information acquisition. (2020). Banerjee, Snehal ; Breon-Drish, Bradyn.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:138:y:2020:i:2:p:458-482.

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10. Do idiosyncratic jumps matter?. (2019). Kapadia, Nishad ; Zekhnini, Morad.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:3:p:666-692.

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11. In search for managerial skills beyond common performance measures. (2018). Sun, Ping-Wen ; Qian, Meifen ; Chen, Fan ; Yu, Bin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:86:y:2018:i:c:p:224-239.

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12. Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations. (2017). Schutte, Maria Gabriela ; Filzen, Joshua J.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:19-37.

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13. The influence of political bias in state pension funds. (2016). Yuan, Xiaojing ; Bradley, Daniel ; Pantzalis, Christos.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:1:p:69-91.

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14. Signal or noise? Uncertainty and learning about whether other traders are informed. (2015). Banerjee, Snehal ; Green, Brett.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:2:p:398-423.

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15. Private Equity Capital in a Less Developed Economy: Evidence, Issues and Perspectives. (2015). Mpofu, Melusi ; Sibanda, Mabutho.
    In: Acta Universitatis Danubius. OEconomica.
    RePEc:dug:actaec:y:2015:i:5:p:17-29.

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16. Bucking the Trend: The Informativeness of Analyst Contrarian Recommendations. (2014). Liu, XI ; Bradley, Daniel ; Pantzalis, Christos.
    In: Financial Management.
    RePEc:bla:finmgt:v:43:y:2014:i:2:p:391-414.

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17. The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data. (2013). Maystre, Nicolas ; Bicchetti, David.
    In: Algorithmic Finance.
    RePEc:ris:iosalg:0015.

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18. Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly. (2013). Humphery-Jenner, Mark ; Dutt, Tanuj .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:999-1017.

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19. The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data. (2012). Maystre, Nicolas ; Bicchetti, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:37486.

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1. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:18:y:2012:i:1:p:166-178.

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2. Why Do Institutional Investors Chase Return Trends?. (2012). Kaniel, Ron ; Yoeli, Uzi ; Alt, Aydogan .
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:8773.

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3. Management compensation and market timing under portfolio constraints. (2011). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1116.

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4. On the use of options by mutual funds: Do they know what they are doing?. (2011). Palacios, Luis-Felipe ; Cici, Gjergji.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1108.

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5. Does manager offshore experience count in the alternative UCITS universe?. (2011). Pirotte Speder, Hugues ; Markov, Iliya ; Dewaele, Benoit ; Tuchschmid, N..
   In: Working Papers CEB.
   RePEc:sol:wpaper:2013/105771.

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6. Illiquidity, position limits, and optimal investment for mutual funds. (2011). Dai, Min ; Liu, Hong ; Jin, Hanqing.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:146:y:2011:i:4:p:1598-1630.

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7. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2011). Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas ; Naik, Narayan Y..
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:18:y:2011:i:2:p:175-194.

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8. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2010). Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas ; Naik, Narayan Y..
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1019.

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9. Mutual Fund Performance: Measurement and Evidence. (2010). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
   In: Financial Markets, Institutions & Instruments.
   RePEc:wly:finmar:v:19:y:2010:i:2:p:95-187.

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10. Active portfolio management with benchmarking: A frontier based on alpha. (2010). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2185-2197.

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11. The efficiency of Greek public pension fund portfolios. (2010). Angelidis, Timotheos ; Tessaromatis, Nikolaos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2158-2167.

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12. Daily institutional trades and stock price volatility in a retail investor dominated emerging market. (2010). Li, Wei ; Wang, Steven Shuye.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:4:p:448-474.

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13. Role of managerial incentives and discretion in hedge fund performance. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0404.

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14. The effect of earnings surprises on information asymmetry. (2009). Brown, Stephen ; Hillegeist, Stephen A. ; Lo, Kin.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:47:y:2009:i:3:p:208-225.

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15. Locating decision rights: Evidence from the mutual fund industry. (2009). Cashman, George D. ; Deli, Daniel N..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:4:p:645-671.

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16. Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times. (2009). Lin, LI ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:0911.1921.

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17. Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry. (2008). Ruenzi, Stefan ; Thiele, Tanja ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0702.

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18. Performance measurement of hedge funds managers. (2008). Dobrin, Octavian ; Popa, Ion ; Tiu, Cristian ; Bagu, Constantin .
    In: Economia. Seria Management.
    RePEc:rom:econmn:v:11:y:2008:i:2:p:38-48.

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19. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
    In: MPRA Paper.
    RePEc:pra:mprapa:15204.

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20. Delegated Asset Management, Investment Mandates, and Capital Immobility. (2008). Xiong, Wei ; He, Zhiguo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14574.

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21. Bid ask spread in a competitive market with institutions and order size. (2008). Dey, Malay ; Kazemi, Hossein.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:4:p:433-453.

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22. Active portfolio management with benchmarking: Adding a value-at-risk constraint. (2008). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:3:p:779-820.

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23. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Agarwal, Vikas ; Boyson, Nicole M. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

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24. The Determinnts of Short Selling in the Hong Kong Equities Market. (2007). Henry, Ólan ; McKenzie, Michael.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1001.

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25. Hedge funds, financial intermediation, and systemic risk. (2007). Stiroh, Kevin ; Schuermann, Til ; Kambhu, John.
    In: Staff Reports.
    RePEc:fip:fednsr:291.

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26. Hedge Funds: Past, Present, and Future. (2007). Stulz, René.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2007-3.

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27. Hedge Funds: Past, Present, and Future. (2007). Stulz, René ; René M. Stulz, .
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:175-194.

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28. Disagreement and the Stock Market. (2007). Stein, Jeremy ; Hong, Harrison.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:109-128.

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29. Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions. (2006). Miniaci, Raffaele ; Bucciol, Alessandro.
    In: Working Papers.
    RePEc:ubs:wpaper:ubs0605.

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30. Optimal asset allocation based on utility maximization in the presence of market frictions. (2006). Miniaci, Raffaele ; Bucciol, Alessandro.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0012.

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31. Optimal Asset Allocation and Risk Shifting in Money Management. (2006). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alex.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5524.

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32. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11367.

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33. Asymmetric information and the lack of international portfolio diversification. (2005). Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:05-07.

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34. Institutional Investment Constraints and Stock Prices. (2005). han, bing ; Wang, Winghai.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-24.

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35. Delegated portfolio management: a survey of the theoretical literature. (2005). Stracca, Livio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005520.

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36. Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management. (2005). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alex.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5006.

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37. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Hong, Harrison.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000861.

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38. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2004). Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0403.

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39. Tournaments in Mutual Fund Families. (2004). Ruenzi, Stefan ; Kempf, Alexander.
    In: Finance.
    RePEc:wpa:wuwpfi:0404011.

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40. Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization. (2004). HUANG, MING ; Hong, Harrison ; Chen, Joseph ; Kubik, Jeffrey D..
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:5:p:1276-1302.

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41. Portfolio delegation under short-selling constraints. (2003). Sharma, Tridib ; Gomez, Juan-Pedro.
    In: Economics Working Papers.
    RePEc:upf:upfgen:695.

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42. Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets. (2003). Whitelaw, Robert F. ; Richardson, Matthew ; Ofek, Eli.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9423.

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43. Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management. (2003). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alex.
    In: Working papers.
    RePEc:mit:sloanp:3514.

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44. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-27.

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45. Incentive structures in institutional asset management and their implications for financial markets. (2003). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:21.

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46. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8816.

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47. Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs. (2001). Thaler, Richard ; Lamont, Owen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8302.

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48. Breadth of Ownership and Stock Returns. (2001). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8151.

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49. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7687.

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50. Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs. (). Thaler, Richard ; Lamont, Owen.
    In: CRSP working papers.
    RePEc:wop:chispw:528.

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