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2. Institutional ownership and analysts’ earnings forecasts. (2024). Liu, Wenjun ; Chen, Aoyun.
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3. Do buy-side analysts in earnings conference calls manipulate stock prices?. (2024). Hu, Gang ; Jung, Michael J ; Franco, M H ; Zhang, Frank X ; Yu, Danlei Bonnie.
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4. Adding stress in banking: Stress tests and risk-taking sentiments. (2024). Garcia, Raffi E ; Harithsa, Jyothsna G ; Owusu, Abena.
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5. Do Hedge Funds Value Sell-Side Analysts Differently?. (2023). Chen, Haosi ; Puckett, Andy.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001590.

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6. Fixed income conference calls. (2023). Zhu, Zhiwei ; Shohfi, Thomas ; de Franco, Gus ; Xu, DA.
   In: Journal of Accounting and Economics.
   RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000416.

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7. Muddy the waters to conceal information? Evidence from firms inconsistent answers during Q&As. (2023). Duan, Lini ; Li, Lingyi ; Park, Kyung-Hye ; Wu, DI.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200592x.

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8. Role of research and development in green economic growth through renewable energy development: Empirical evidence from South Asia. (2022). Liu, Zhen ; Fang, Wei ; Surya, Ahmad Romadhoni.
   In: Renewable Energy.
   RePEc:eee:renene:v:194:y:2022:i:c:p:1142-1152.

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9. Role of foreign direct investment and economic growth in renewable energy development. (2022). Wei, Xiaobo ; Zhang, Qiongxin ; Mohsin, Muhammad.
   In: Renewable Energy.
   RePEc:eee:renene:v:192:y:2022:i:c:p:828-837.

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10. Meet the press: Survey evidence on financial journalists as information intermediaries. (2022). Emett, Scott A ; Sharp, Nathan Y ; Maksymov, Eldar ; Call, Andrew C.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:73:y:2022:i:2:s0165410121000707.

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11. Do firms strategically respond to retail investors on the online interactive information disclosure platform?. (2022). Cheng, Xiaoke ; Gao, Shenghao ; Chan, Kam C ; Wu, DI.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005675.

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12. Action Lab: Integrated Communications on Financial and ESG Performance in the Earnings Call. (2021). Setterberg, Hanna ; Sjostrom, Emma.
    In: Misum Working Paper Series.
    RePEc:hhs:hamisu:2021_001.

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1. Hedge funds network and stock price crash risk. (2025). Borjigin, Sumuya ; Xiang, Youtao.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002134.

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2. The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods. (2024). Tiwari, Aviral ; Lakshmi, Vdmv ; Sisodia, Garima ; Joseph, Anto.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3007-3022.

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3. Risk Appetite and Hedging Strategies: The Impact of Age Cohorts in Financial Markets. (2024). Manojkrishnan, C G ; Aravind, M.
   In: Post-Print.
   RePEc:hal:journl:hal-04846849.

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4. The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002800.

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5. Do hedge funds bet against beta?. (2024). Riley, Timothy B ; Yan, Qing ; Malakhov, Alexey.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:1507-1525.

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6. Managerial structure in the hedge fund industry. (2024). Chen, Yuhao ; Kuang, Huan ; Liang, Bing.
   In: Journal of Financial Intermediation.
   RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000172.

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7. The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi.
   In: Papers.
   RePEc:arx:papers:2405.02302.

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8. Arguably Adequate Aqueduct Algorithm: Crossing A Bridge-Less Block-Chain Chasm. (2023). Kashyap, Ravi.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007936.

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9. Advisory firm paths to side-by-side management and mutual fund performance. (2023). Kuang, Xin ; Haight, Timothy ; Bae, Jongwan ; Yin, Chengdong.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:73:y:2023:i:c:p:1-21.

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10. Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm. (2022). Light, Nathaniel ; Stetsyuk, Ivan.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:23:y:2022:i:3:d:10.1057_s41260-022-00261-5.

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11. Nonconcave Utility Maximization with Portfolio Bounds. (2022). Wan, Xiangwei ; Kou, Steven ; Qian, Shuaijie ; Dai, Min.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:11:p:8368-8385.

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12. Diversification and manager autonomy in fund families: Implications for investors. (2022). Gimeno, Ruth ; Andreu, Laura ; Ortiz, Cristina.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002269.

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13. 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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14. Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data. (2021). Lunghi, Sandro ; Schmidt, Daniel ; von Beschwitz, Bastian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-22.

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15. Why dont most mutual funds short sell?. (2021). Huang, Shiyang ; Li, LI ; Shi, Jiahong ; Lou, Dong.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118854.

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16. Are hedge fund managers skilled?. (2021). Kooli, Maher ; Stetsyuk, Ivan.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:49:y:2021:i:c:s104402832030274x.

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17. Investment restrictions and fund performance. (2021). Hong, Xin ; Fulkerson, Jon A.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:64:y:2021:i:c:p:317-336.

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18. Which buy-side institutions participate in public earnings conference calls? Implications for capital markets and sell-side coverage. (2021). Shohfi, Thomas D ; Sharp, Nathan Y ; Call, Andrew C.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000857.

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19. Domestically formed international diversification. (2020). Lu, Qinye ; Vivian, Andrew.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560619306473.

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20. Hedge fund activism and corporate innovation. (2020). Tang, Tingfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:85:y:2020:i:c:p:335-348.

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21. Do corporate site visits impact hedge fund performance?. (2019). Zhuang, Zhuang ; Wang, Zhibin ; Hong, Xin ; Kang, DI.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:56:y:2019:i:c:p:113-128.

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22. Brain Drain: Are Mutual Funds Losing Their Best Minds?. (2017). Kostovetsky, Leonard.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500094.

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23. Investor-centric strategies for Indian mutual fund industry: inferring from the behavior of individual investors. (2017). Saji, T G ; Nair, Ratheesh K.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:44:y:2017:i:3:d:10.1007_s40622-017-0157-5.

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24. Fund Performance and Equity Lending: Why Lend What You Can Sell?. (2017). Porras Prado, Melissa ; Ferreira, Miguel ; Evans, Richard.
    In: Review of Finance.
    RePEc:oup:revfin:v:21:y:2017:i:3:p:1093-1121..

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25. Can investors benefit from the performance of alternative UCITS funds?. (2017). Drobetz, Wolfgang ; Busack, Michael ; Tille, Jan .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0283-7.

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26. Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds. (2016). Lu, Yan ; Agarwal, Vikas ; Ray, Sugata.
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:3:p:722-740.

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27. Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns. (2016). Garay, Urbi ; Molina, German ; Horst, Enrique Ter ; Rodriguez, Abel.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:1:p:13-:d:65308.

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28. Alpha–beta–churn of equity picks by institutional investors and the robust superiority of hedge funds. (2015). Fung, Scott ; Chung, Richard ; Patel, Jayendu .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:45:y:2015:i:2:p:363-405.

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29. Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds. (2014). Ray, Sugata ; Lu, Yan ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1413.

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30. Polish Absolute Return Funds And Stock Funds. Short And Long Term Performance Comparison. (2014). Katarzyna, Perez.
    In: Folia Oeconomica Stetinensia.
    RePEc:vrs:foeste:v:14:y:2014:i:2:p:179-197:n:16.

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31. Mutual fund herding in response to hedge fund herding and the impacts on stock prices. (2014). Jiao, Yawen ; Ye, Pengfei.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:131-148.

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32. Does active management add value? New evidence from a quantile regression. (2013). Tortosa-Ausina, Emili ; Matallin-Saez, Carlos J. ; Soler-Dominguez, Amparo.
    In: Working Papers.
    RePEc:jau:wpaper:2013/01.

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33. Does active management add value? New evidence from a quantile regression approach. (2013). Tortosa-Ausina, Emili ; Matallinsaez, Juan Carlos ; Solerdominguez, Amparo.
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2013-02.

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34. Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis. (2013). Huang, Jingzhi ; Wang, Ying.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:3:p:482-512.

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35. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1116r.

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36. Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2012). Jiang, Wei ; Fos, Vyacheslav ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1008r.

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37. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:10:p:1600-1625.

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38. Factors Influencing the Mutual Fund Scheme Selection by Retail Investor’s in Assam: An Empirical Analysis. (2012). Das, Sanjay Kanti.
    In: Indian Journal of Commerce and Management Studies.
    RePEc:aii:ijcmss:v:3:y:2012:i:3:p:17-23.

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39. 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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40. Uncovering hedge fund skill from the portfolio holdings they hide. (2011). Tang, Yuehua ; Jiang, Wei ; Agarwal, Vikas ; Yang, Baozhong.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1009r.

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41. 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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42. On the characteristics and performance of long-short, market-neutral and bear mutual funds. (2011). Gubellini, S. ; Badrinath, S. G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:7:p:1762-1776.

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43. Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Fos, Vyacheslav ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1008.

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44. Conditionally fitted Sharpe performance with an application to hedge fund rating. (2010). gourieroux, christian ; darolles, serge.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:578-593.

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