| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
0 |
1 |
1 |
315 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
282 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
1 |
1 |
1 |
226 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
365 |
0 |
0 |
1 |
880 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
0 |
0 |
1 |
706 |
| Estimating Operational Risk for Hedge Funds: The ?-Score |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
4 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
127 |
0 |
0 |
1 |
428 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
0 |
0 |
4 |
831 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
0 |
1 |
4 |
908 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
0 |
1 |
1 |
1,174 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
0 |
0 |
2 |
2,364 |
| Hedge Funds With Style |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
3 |
| Hedge Funds With Style |
0 |
0 |
1 |
122 |
0 |
0 |
1 |
407 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
257 |
0 |
0 |
0 |
667 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
5 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
778 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
1 |
1 |
758 |
0 |
1 |
7 |
2,192 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
1 |
307 |
1 |
1 |
6 |
1,263 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
531 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
1 |
1 |
2 |
0 |
1 |
2 |
10 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
1 |
1 |
104 |
0 |
1 |
2 |
577 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
7 |
| Mutual Fund Styles |
0 |
0 |
2 |
577 |
2 |
2 |
6 |
1,349 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
232 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
143 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
582 |
0 |
0 |
0 |
2,209 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
349 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
344 |
| Performance Persistence |
0 |
1 |
4 |
669 |
0 |
3 |
9 |
1,519 |
| Positive Portfolio Factors |
0 |
0 |
0 |
140 |
1 |
1 |
1 |
467 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
0 |
1 |
398 |
| Positive Portfolio Factors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
152 |
| Post-Announcement Drift |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
780 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
1 |
3 |
4 |
0 |
3 |
9 |
18 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
2 |
3 |
132 |
0 |
7 |
22 |
582 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
0 |
5 |
18 |
576 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
2 |
2 |
4 |
1,515 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
0 |
0 |
1 |
402 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
244 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
260 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Trust and Delegation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Trust and Delegation |
0 |
0 |
0 |
45 |
0 |
1 |
4 |
235 |
| Total Working Papers |
0 |
7 |
18 |
7,477 |
9 |
35 |
123 |
26,342 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Lottery-Demand-Based Explanation of the Beta Anomaly |
0 |
1 |
4 |
108 |
1 |
2 |
15 |
338 |
| A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm |
0 |
3 |
4 |
149 |
0 |
4 |
7 |
303 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
124 |
| Anomalies in Security Returns and the Specification of the Market Model |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
43 |
| Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
56 |
| Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry |
0 |
0 |
5 |
137 |
0 |
2 |
15 |
493 |
| Convertibles and Hedge Funds as Distributors of Equity Exposure |
0 |
0 |
1 |
10 |
0 |
1 |
4 |
75 |
| Credit Cards: Transactional Convenience or Debt‐Trap? |
0 |
0 |
3 |
11 |
2 |
4 |
8 |
51 |
| Derived factors in event studies |
0 |
1 |
5 |
222 |
1 |
2 |
6 |
412 |
| Differential Information and Security Market Equilibrium |
0 |
1 |
6 |
210 |
2 |
4 |
14 |
587 |
| Differential information and the small firm effect |
0 |
1 |
12 |
865 |
0 |
7 |
29 |
1,836 |
| Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
53 |
| Do Hedge Funds Outperform Stocks and Bonds? |
0 |
1 |
1 |
47 |
0 |
1 |
3 |
114 |
| Do hedge funds' exposures to risk factors predict their future returns? |
0 |
1 |
5 |
96 |
0 |
4 |
14 |
327 |
| Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
25 |
| Doubling: Nick Leeson's trading strategy |
0 |
0 |
1 |
349 |
0 |
0 |
2 |
1,247 |
| Elusive return predictability: Discussion |
0 |
0 |
0 |
7 |
2 |
2 |
13 |
57 |
| Estimating the cost of capital with basis assets |
0 |
0 |
0 |
29 |
2 |
2 |
2 |
91 |
| Estimation Risk and Simple Rules for Optimal Portfolio Selection |
0 |
0 |
1 |
83 |
1 |
1 |
2 |
264 |
| Hedge Fund Involvement in Convertible Securities |
0 |
0 |
1 |
18 |
0 |
0 |
2 |
49 |
| Hedge funds: Omniscient or just plain wrong |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
124 |
| Heteroscedasticity in the Market Model: A Comment |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
82 |
| Is economic uncertainty priced in the cross-section of stock returns? |
0 |
5 |
12 |
205 |
2 |
11 |
41 |
777 |
| Macroeconomic risk and hedge fund returns |
0 |
0 |
6 |
168 |
2 |
3 |
25 |
588 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
0 |
4 |
114 |
2 |
3 |
18 |
432 |
| Measuring security price performance |
5 |
10 |
80 |
2,394 |
6 |
20 |
148 |
4,564 |
| Model Selection When There Is "Minimal" Prior Information |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
118 |
| Mutual fund styles |
0 |
0 |
5 |
436 |
0 |
4 |
18 |
1,049 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
0 |
1 |
7 |
412 |
0 |
4 |
20 |
1,692 |
| Performance Persistence |
0 |
0 |
3 |
364 |
1 |
2 |
12 |
968 |
| Portfolio Concentration and Investment Manager Performance* |
0 |
2 |
14 |
122 |
0 |
8 |
40 |
477 |
| Quantitative measures of operational risk: an application to funds management |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
68 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
540 |
| Risk premia in Pacific-Basin capital markets |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
157 |
| Risk premia in international equity markets revisited |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
115 |
| Sensation Seeking and Hedge Funds |
0 |
5 |
8 |
53 |
0 |
7 |
14 |
155 |
| Stable Factors in Security Returns: Identification Using Cross-Validation: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
58 |
| Starting on the wrong foot: Seasonality in mutual fund performance |
0 |
0 |
1 |
11 |
0 |
0 |
2 |
60 |
| Survival |
0 |
1 |
4 |
79 |
1 |
4 |
16 |
219 |
| Survivorship Bias in Performance Studies |
1 |
2 |
8 |
740 |
2 |
6 |
22 |
2,098 |
| Systematic risk and the cross section of hedge fund returns |
1 |
2 |
4 |
53 |
2 |
6 |
22 |
252 |
| The Contributions of Stephen A. Ross to Financial Economics |
0 |
0 |
0 |
17 |
0 |
4 |
15 |
72 |
| The Effect of Estimation Risk on Capital Market Equilibrium |
0 |
0 |
3 |
41 |
0 |
0 |
5 |
116 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
1 |
7 |
552 |
0 |
2 |
16 |
1,134 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
608 |
| The efficient markets hypothesis: The demise of the demon of chance? |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
332 |
| The return to value in Asian stock markets |
0 |
0 |
0 |
61 |
0 |
1 |
2 |
183 |
| The returns to value and momentum in Asian Markets |
0 |
0 |
0 |
89 |
0 |
1 |
2 |
268 |
| Trust and delegation |
0 |
2 |
4 |
42 |
1 |
6 |
12 |
327 |
| Upside potential of hedge funds as a predictor of future performance |
0 |
0 |
0 |
10 |
1 |
1 |
4 |
95 |
| Using daily stock returns: The case of event studies |
2 |
7 |
50 |
4,339 |
8 |
24 |
122 |
9,352 |
| What is the role of institutional investors in corporate capital structure decisions? A survey analysis |
0 |
0 |
1 |
21 |
0 |
3 |
14 |
132 |
| Total Journal Articles |
9 |
47 |
270 |
13,092 |
40 |
158 |
744 |
33,757 |
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