1. Forecasting GDP growth: The economic impact of COVID‐19 pandemic. (2024). Vrontos, Spyridon D ; Galakis, John ; Panopoulou, Ekaterini.
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   RePEc:wly:jforec:v:43:y:2024:i:4:p:1042-1086.

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2. Extreme partial least-squares. (2023). Enjolras, Geoffroy ; Girard, Stephane ; Bousebata, Meryem.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:194:y:2023:i:c:s0047259x22000926.

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3. Modelling Stock Returns and Risk Management in the Shipping Industry. (2021). Mohanty, Sunil K ; Frydenberg, Stein ; Westgaard, Sjur ; Aadland, Roar ; Lillienskiold, Hilde ; Kristensen, Cecilie.
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   RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:171-:d:533190.

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4. Bayesian multivariate quantile regression using Dependent Dirichlet Process prior. (2021). Ghosal, Subhashis ; Bhattacharya, Indrabati.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000415.

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5. Stock returns, quantile autocorrelation, and volatility forecasting. (2021). Cai, Yuzhi ; Zhao, Yixiu ; Upreti, Vineet.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302428.

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6. Misinformation corrections of corporate news: Corporate clarification announcements. (2020). Yang, Ann Shawing.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19302884.

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7. Semi-parametric real exchange rates dynamics. (2019). Zervopoulos, Panagiotis ; Kotios, Angelos ; Kanas, Angelos.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:52:y:2019:i:2:d:10.1007_s11156-018-0720-y.

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8. The effect of ex ante and ex post conservatism on the cost of equity capital: A quantile regression approach for MENA countries. (2018). Hussainey, Khaled ; Khalifa, Maha ; ben Othman, Hakim.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:44:y:2018:i:c:p:239-255.

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9. Macro stress testing the U.S. banking system. (2018). Molyneux, Philip ; Kanas, Angelos.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:54:y:2018:i:c:p:204-227.

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10. Bayesian quantile regression using the skew exponential power distribution. (2018). Petrella, Lea ; Bernardi, Mauro ; Bottone, Marco.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:126:y:2018:i:c:p:92-111.

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11. Quantile relationships between standard, diffusion and jump betas across Japanese banks. (2018). Jeyasreedharan, Nagaratnam ; Dungey, Mardi ; Chowdhury, Biplob.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:59:y:2018:i:c:p:29-47.

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12. Quantile relationships between standard, diffusion and jump betas across Japanese banks. (2017). Jeyasreedharan, Nagaratnam ; Dungey, Mardi ; Chowdhury, Biplob.
    In: Working Papers.
    RePEc:tas:wpaper:23638.

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13. Quantile regression forecasts of inflation under model uncertainty. (2017). Korobilis, Dimitris.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:11-20.

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14. Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach. (2017). Jareño, Francisco ; Ferrer, Roman ; Ferrando, Laura ; Jareo, Francisco.
    In: Manchester School.
    RePEc:bla:manchs:v:85:y:2017:i:2:p:212-242.

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15. Asymmetries of the intraday return-volatility relation. (2016). Tourani-Rad, Alireza ; Frijns, Bart ; Badshah, Ihsan ; Knif, Johan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:182-192.

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16. Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions. (2016). Yang, Ann Shawing.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:28:y:2016:i:c:p:140-154.

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17. Quantile Regression-Based Probabilistic Estimation Scheme for Daily and Annual Suspended Sediment Loads. (2015). Chen, Ting-Ju ; Shiau, Jenq-Tzong.
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
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18. Quantile forecasts of inflation under model uncertainty. (2015). Korobilis, Dimitris.
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19. Hedge fund return predictability; To combine forecasts or combine information?. (2015). Panopoulou, Ekaterini ; Vrontos, Spyridon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:56:y:2015:i:c:p:103-122.

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20. Forecasting hedge fund volatility: a Markov regime-switching approach. (2013). Downarowicz, Anna ; Blazsek, Szabolcs.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:19:y:2013:i:4:p:243-275.

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21. Does active management add value? New evidence from a quantile regression. (2013). Tortosa-Ausina, Emili ; Matallin-Saez, Carlos J. ; Soler-Dominguez, Amparo.
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22. Does active management add value? New evidence from a quantile regression approach. (2013). Tortosa-Ausina, Emili ; Matallinsaez, Juan Carlos ; Solerdominguez, Amparo.
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23. The determinants of extreme commodity prices. (2012). Malone, Samuel ; Kuralbayeva, Karlygash.
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    RePEc:oxf:oxcrwp:096.

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24. Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance. (2012). Shyu, So-De ; Chen, Ming-Chi ; Zeng, Jhih-Hong ; Peng, Chi-Lu.
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    RePEc:kap:jrefec:v:45:y:2012:i:2:p:364-382.

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25. Forecasting the performance of hedge fund styles. (2012). Sanso-Navarro, Marcos ; Olmo, Jose.
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    RePEc:eee:jbfina:v:36:y:2012:i:8:p:2351-2365.

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26. Diversification and risk-adjusted performance: A quantile regression approach. (2012). Li, Ming-Yuan Leon ; Lee, Bong Soo.
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    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2157-2173.

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27. How is the Equity REIT Sector Related to Other Major Equity Sectors in the Presence of Abnormal Returns and Volatilities? A Tail Effect Study. (2011). Kang, Zhixin ; Choi, Dongseok.
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    RePEc:taf:repmxx:v:17:y:2011:i:2:p:89-111.

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28. Kernel estimators of extreme level curves. (2011). Daouia, Abdelaati ; Girard, Stephane ; Gardes, Laurent ; Lekina, Alexandre .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:20:y:2011:i:2:p:311-333.

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29. A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies. (2011). Vrontos, Ioannis D. ; Giannikis, Dimitrios .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1399-1414.

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30. Asymmetric effects of oil price fluctuations in international stock markets. (2010). Veiga, Helena ; Ramos, Sofia.
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    RePEc:cte:wsrepe:ws100904.

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31. The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression. (2009). Mattos, Fabio ; Garcia, Philip.
    In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri.
    RePEc:ags:nccc09:53035.

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1. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Jiao, Yawen ; Massa, Massimo ; Zhang, Hong.
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2. Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings. (2013). Schuhmacher, Frank ; Auer, Benjamin R..
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3. Pension funds’allocations to hedge funds: an empirical analysis of US and Canadian defined benefit plans. (2013). Bouvatier, Vincent ; Rigot, Sandra.
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4. Investment strategies beating the market. What can we squeeze from the market?. (2012). Sakowski, Pawel ; Ślepaczuk, Robert ; Zakrzewski, Grzegorz.
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5. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
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6. Commonality in hedge fund returns: driving factors and implications. (2012). Klaus, Berry ; Hoerova, Marie ; Bussiere, Matthieu.
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7. WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (I). (2011). Cao, Yang ; Ogden, Joseph P. ; TIU, Cristian I..
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8. Manager fee contracts and managerial incentives. (2011). Zhan, Gong .
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9. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
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10. The financial crisis and hedge fund returns. (2011). Bollen, Nicolas .
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11. Assessing the impact of heteroskedasticity for evaluating hedge fund performance. (2011). Tang, Leilei ; Marshall, Andrew.
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12. The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds. (2011). Fung, William ; Hsieh, David A..
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13. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
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14. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
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15. Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements. (2010). Zaremba, Adam.
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16. Implicit incentives and reputational herding by hedge fund managers. (2010). Boyson, Nicole M..
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17. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibaez, David.
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18. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
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19. Do hedge funds manage their reported returns?. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
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20. Role of managerial incentives and discretion in hedge fund performance. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
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21. Hedge funds strategies -are they consistent?. (2009). Ribeiro, Mafalda ; Santos, Machado C..
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22. Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik. (2009). Deetz, Marcus ; Poddig, Thorsten ; Varmaz, Armin.
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23. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n2000109.pdf.

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24. Quantile regression analysis of hedge fund strategies. (2009). Vrontos, Spyridon D. ; Meligkotsidou, Loukia.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:2:p:264-279.

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25. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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26. The Hedge Fund Game. (2008). Young, H. ; Foster, Dean P.
    In: Economics Papers.
    RePEc:nuf:econwp:0801.

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27. Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors. (2008). Rouwenhorst, K. ; Gorton, Gary ; Bhardwaj, Geetesh.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14424.

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28. CoVaR. (2008). Brunnermeier, Markus ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:348.

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29. Strategic asset allocation with liabilities: Beyond stocks and bonds. (2008). Hoevenaars, Roy ; Steenkamp, Tom B. M., ; Schotman, Peter C. ; Molenaar, Roderick D. J., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:2939-2970.

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30. On the relative performance of multi-strategy and funds of hedge funds. (2007). Agarwal, Vikas ; Kale, Jayant R..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0711.

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31. 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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32. On the use of data envelopment analysis in hedge fund performance appraisal. (2007). Nguyen, Thi Thanh Huyen.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:131.

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

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35. 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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36. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12090.

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37. Net Inflows and Time-Varying Alphas: The Case of Hedge Funds. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers.
    RePEc:icr:wpicer:30-2006.

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38. Quantitative selection of hedge funds using data envelopment analysis. (2006). Nguyen, Thi Thanh Huyen.
    In: Post-Print.
    RePEc:hal:journl:halshs-00067742.

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39. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

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40. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Duarte, Jefferson ; Longstaff, Francis A. ; Yu, Fan.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6zx6m7fp.

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41. PIPE Dreams? The Performance of Companies Issuing Equity Privately. (2004). Sialm, Clemens ; Ouimet, Paige P. ; Brophy, David J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11011.

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42. Hedge fund behavior: An ex-post analysis. (2004). Nguyen, Thi Thanh Huyen ; Huyen Nguyen-Thi-Thanh, .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00067744.

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43. Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds. (2004). Deaves, Richard.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:673-694.

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44. Analysis of hedge fund performance. (2004). Hübner, Georges ; Capocci, Daniel ; Hubner, Georges.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:1:p:55-89.

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45. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. (2003). Lo, Andrew ; Getmansky, Mila ; Makarov, Igor.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9571.

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46. An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns. (2003). Lo, Andrew ; Getmansky, Mila ; Makarov, Igor.
    In: Working papers.
    RePEc:mit:sloanp:1838.

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47. Further Evidence on Hedge Funds Performance.. (2003). Madsen, Peter Brink ; Christensen, Michael ; Christiansen, Claus Bang.
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2003_005.

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48. Persistence in Hedge Fund Performance: The True Value of a Track Record. (2002). Kat, Harry ; Harry. M Kat, ; Menexe, Faye .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-13.

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49. Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001. (2002). Kat, Harry ; Amin, Gaurav S..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-02.

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50. Hedge Fund Performance 1990-2000- Do the Money Machines Really Add Value?. (2001). Kat, Harry ; Harry. M Kat, ; Amin, Gaurav .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2001-05.

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