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   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002080.

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2. Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach. (2022). Racicot, François-Éric ; Theoret, Raymond.
   In: Financial Innovation.
   RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00316-3.

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3. The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:72:y:2021:i:c:p:289-318.

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1. Competence and ambiguity aversion of heterogeneous investors. (2025). Lai, Christine W ; Lien, Donald ; Tsai, Shih-Chuan.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000150.

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2. The transmission of non-banking liquidity shocks to the banking sector. (2025). Sarmiento, Miguel.
   In: Latin American Journal of Central Banking (previously Monetaria).
   RePEc:eee:lajcba:v:6:y:2025:i:2:s2666143824000218.

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3. Downside risk and hedge fund returns. (2025). Panopoulou, Ekaterini ; Argyropoulos, Christos ; Vrontos, Spyridon.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002590.

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4. Bear factor and hedge fund performance. (2025). Ho, Thang ; Kagkadis, Anastasios ; Wang, George.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000337.

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5. The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:c8f68d8f-0035-4529-95af-17db16f12ffb.

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6. The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento.
   In: Discussion Paper.
   RePEc:tiu:tiucen:c8f68d8f-0035-4529-95af-17db16f12ffb.

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7. Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

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8. Trading activity of VIX futures and options around FOMC announcements. (2024). Tsai, Wei-Che ; Yang, Jimmy J ; Huang, Hong-Gia.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539.

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9. Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

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10. Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131.

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11. Volatility of Volatility and Leverage Effect from Options. (2024). Todorov, Viktor ; Chong, Carsten H.
    In: Papers.
    RePEc:arx:papers:2305.04137.

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12. Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium. (2023). Wang, Tong.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:1:p:325-367..

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13. Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach. (2022). Racicot, François-Éric ; Theoret, Raymond.
    In: Financial Innovation.
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14. Political risk, hedge fund strategies, and returns: Evidence from G7 countries. (2022). Lu, Qinye ; Rungmaitree, Pattamon ; Ahiabor, Frederick ; Boateng, Agyenim.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001500.

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15. Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?. (2022). Yang, Wenke ; Zhou, Wei ; Lu, Shuai ; Li, Shouwei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001256.

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16. Volatility of implied volatility and mergers and acquisitions. (2022). Switzer, Lorne ; Betton, Sandra ; el Meslmani, Nabil.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000864.

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17. Hedge funds and the positive idiosyncratic volatility effect. (2021). Bali, Turan G ; Weigert, Florian.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2101.

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18. Volatility‐of‐volatility risk in the crude oil market. (2021). Tourani-Rad, Alireza ; Zhao, Yang ; Xu, Yahua ; Roh, Taiyong ; Touranirad, Alireza.
    In: Journal of Futures Markets.
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19. Financial Contagion: A Tale of Three Bubbles. (2021). Burks, Nathan ; Hibbert, Ann Marie ; Fadahunsi, Adetokunbo.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:229-:d:558547.

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20. The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:72:y:2021:i:c:p:289-318.

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21. Share pledge transactions as an investor sentiment indicator - Evidence from China. (2021). Zhu, Xiaoyu ; Wang, Jianli ; Yick, Ho Yin ; Lu, Hengzhen.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:230-238.

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22. Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution. (2021). Rakowski, David ; Yamani, Ehab.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:64:y:2021:i:c:p:247-271.

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23. The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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24. Are hedge funds charitable donations strategic?. (2021). Lu, Yan ; Agarwal, Vikas ; Ray, Sugata.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302868.

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25. Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil ; Stafylas, Dimitrios ; Newton, David.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

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26. The Economics of Hedge Fund Startups: Theory and Empirical Evidence. (2021). Zhang, Hong ; Farnsworth, Grant ; Cao, Charles.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1427-1469.

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27. Non-bank financial intermediaries and financial stability. (2021). Shin, Hyun Song ; Schrimpf, Andreas ; Aramonte, Sirio.
    In: BIS Working Papers.
    RePEc:bis:biswps:972.

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28. Are hedge funds charitable donations strategic?. (2020). Lu, Yan ; Agarwal, Vikas ; Ray, Sugata.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2014.

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29. Unobserved performance of hedge funds. (2020). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2007.

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30. Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2020). Watugala, Sumudu ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Working Papers.
    RePEc:ofr:wpaper:17-07.

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31. Volatility-of-volatility and the cross-section of option returns. (2020). Ruan, Xinfeng.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118300818.

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32. The macroeconomic drivers in hedge fund beta management. (2020). Lambert, Marie ; Platania, Federico.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:65-80.

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33. Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp20146.

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34. Upside potential of hedge funds as a predictor of future performance. (2019). Brown, Stephen ; Bali, Turan G ; Caglayan, Mustafa O.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:212-229.

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35. Does the volatility of volatility risk forecast future stock returns?. (2019). JAWADI, Fredj ; Fu, XI ; Bu, Ruijun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:16-36.

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36. Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Éric ; Theoret, Raymond.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97.

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37. THE REACTIVE BETA MODEL. (2019). Aboura, Sofiane ; Valeyre, Sebastien ; Grebenkov, Denis.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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38. Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?. (2018). Bali, Turan G ; Weigert, Florian.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:27.

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39. Unobserved Performance of Hedge Funds. (2018). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:25.

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40. Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Éric ; Theoret, Raymond.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675.

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41. Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market. (2018). Sun, Wencong ; Fang, Libing ; Yu, Honghai.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:505:y:2018:i:c:p:931-940.

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42. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2018). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:127:y:2018:i:3:p:417-434.

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43. Hedge fund performance attribution under various market conditions. (2018). Uddin, Moshfique ; Anderson, Keith ; Stafylas, Dimitrios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:221-237.

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44. 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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45. Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Shirley, Sara E ; Stark, Jeffrey R.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:44:y:2017:i:c:p:91-107.

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