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2. Robust return efficiency and herding behavior of fund managers. (2022). Lu, Shuai ; Li, Shouwei ; Chen, Ning.
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4. Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi. (2018). Chiesa, Gabriella ; Mansilla-Fernandez, J M.
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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.
   In: CFR Working Papers.
   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.
   RePEc:kap:expeco:v:20:y:2017:i:2:d:10.1007_s10683-016-9493-0.

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4. The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:126:y:2017:i:1:p:36-53.

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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.
   RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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7. Rewarding risk-taking or skill? The case of private equity fund managers. (2017). Wagner, Niklas ; Buchner, Axel.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:80:y:2017:i:c:p:14-32.

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8. Systemic risk and cross-sectional hedge fund returns. (2017). Kim, Tong Suk ; Xu, Simon ; Hwang, In Chang ; In, Francis.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130.

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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.
   In: Working Papers.
   RePEc:dnb:dnbwpp:561.

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10. Limited attention, marital events and hedge funds. (2016). Lu, Yan ; Ray, Sugata ; Teo, Melvyn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:607-624.

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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.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:3:p:521-545.

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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.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11156.

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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.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1512.

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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.
    RePEc:zbw:cfrwps:1507.

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18. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1503r.

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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.
    RePEc:zbw:cfrwps:1503.

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20. Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2015:08.

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21. Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Lee, Peter A ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21449.

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22. Activist funds, leverage, and procyclicality. (2015). Burkart, Mike ; Dasgupta, Amil.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:65095.

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23. The Wall Street walk when blockholders compete for flows. (2015). Piacentino, Giorgia ; Dasgupta, Amil.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:63144.

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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.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:96:y:2015:i:s1:p:s123-s140.

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25. Are hedge funds registered in Delaware different?. (2015). Johan, Sofia ; Cumming, Douglas ; Dai, NA.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:35:y:2015:i:c:p:232-246.

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26. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Jiao, Yawen ; Massa, Massimo ; Zhang, Hong.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10471.

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27. Hedge fund attributes and volatility around equity offerings. (2014). Kwak, Sungkyu ; Walker, Rosemary ; Hull, Robert.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:3:p:359-382.

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28. Crystallization – the Hidden Dimension of Hedge Funds Fee Structure. (2014). Frömmel, Michael ; Elaut, Gert ; FRoMMEL, M. ; SJoDIN, J..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:14/872.

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29. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20660.

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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.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20468.

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31. Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions. (2014). Wiley, Jonathan.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:49:y:2014:i:2:p:205-236.

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32. Momentum Trading, Return Chasing and Predictable Crashes. (2014). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2014-27.

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33. Returns to Active Management: The Case of Hedge Funds. (2014). Kazemi, Maziar ; Islamaj, Ergys.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1112.

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34. The dynamics of hedge fund share restrictions. (2014). Hong, Xin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:82-99.

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35. Hedge Fund Innovation. (2014). Zamojski, Marcin ; Stefanova, Denitsa ; Siegmann, Arjen.
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:14-13.

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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.
    RePEc:cpr:ceprdp:10217.

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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.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4984.

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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.
    In: Working Papers.
    RePEc:tas:wpaper:17315.

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40. Leverage and Alpha: The Case of Funds of Hedge Funds. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149175.

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41. Portfolio Optimization for Hedge Funds through Time-Varying Coefficients. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149174.

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42. Indirect Incentives of Hedge Fund Managers. (2013). Weisbach, Michael ; Lim, Jongha ; Sensoy, Berk A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18903.

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43. Are mutual funds sitting ducks?. (2013). Shive, Sophie ; Yun, Hayong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:1:p:220-237.

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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.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:671-692.

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45. Why is hedge fund activism procyclical?. (2013). Burkart, Mike ; Dasgupta, Amil.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9409.

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46. 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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47. Forecasting the performance of hedge fund styles. (2012). Sanso-Navarro, Marcos ; Olmo, Jose.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:8:p:2351-2365.

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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.
    RePEc:eee:dyncon:v:36:y:2012:i:10:p:1600-1625.

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49. 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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50. Risk Governance for funds. (2010). Verlaine, Michel.
    In: Cahiers du CEREFIGE.
    RePEc:fie:wpaper:1003.

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