| 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 |
29 |
0 |
0 |
1 |
282 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
315 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
227 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
365 |
0 |
0 |
1 |
881 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
706 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| Estimating Operational Risk for Hedge Funds: The ?-Score |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
5 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
127 |
1 |
2 |
3 |
430 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
1 |
1 |
6 |
910 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
1 |
1 |
3 |
832 |
| Hedge Funds With Style |
0 |
0 |
1 |
122 |
0 |
0 |
1 |
407 |
| Hedge Funds With Style |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
4 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
0 |
0 |
1 |
1,174 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
1 |
1 |
1 |
2,365 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
1 |
258 |
1 |
1 |
2 |
669 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
779 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
8 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
3 |
760 |
2 |
3 |
16 |
2,201 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
1 |
2 |
105 |
0 |
1 |
4 |
579 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
1 |
2 |
2 |
3 |
6 |
14 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
0 |
0 |
2 |
532 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
307 |
0 |
0 |
5 |
1,265 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
7 |
| Mutual Fund Styles |
0 |
0 |
1 |
578 |
1 |
2 |
6 |
1,352 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
143 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
233 |
| 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 |
582 |
0 |
1 |
2 |
2,211 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
0 |
1 |
1 |
345 |
| Performance Persistence |
0 |
0 |
3 |
669 |
2 |
4 |
12 |
1,524 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
0 |
0 |
4 |
470 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
0 |
2 |
399 |
| Positive Portfolio Factors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
1 |
1 |
2 |
154 |
| Post-Announcement Drift |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
781 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
1 |
4 |
13 |
581 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
4 |
133 |
1 |
3 |
24 |
587 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
4 |
5 |
0 |
0 |
8 |
19 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
0 |
2 |
6 |
1,518 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
244 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
0 |
0 |
0 |
402 |
| 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 |
45 |
0 |
0 |
1 |
235 |
| Trust and Delegation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Total Working Papers |
0 |
1 |
22 |
7,485 |
22 |
39 |
155 |
26,413 |
| 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 |
0 |
4 |
109 |
0 |
1 |
14 |
341 |
| A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm |
0 |
1 |
4 |
150 |
1 |
3 |
8 |
306 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
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 |
139 |
0 |
0 |
11 |
496 |
| Convertibles and Hedge Funds as Distributors of Equity Exposure |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
75 |
| Credit Cards: Transactional Convenience or Debt‐Trap? |
0 |
1 |
3 |
13 |
0 |
1 |
8 |
54 |
| Derived factors in event studies |
0 |
0 |
2 |
222 |
1 |
1 |
5 |
414 |
| Differential Information and Security Market Equilibrium |
0 |
0 |
3 |
210 |
0 |
1 |
8 |
589 |
| Differential information and the small firm effect |
0 |
1 |
6 |
868 |
0 |
1 |
17 |
1,843 |
| Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
54 |
| Do Hedge Funds Outperform Stocks and Bonds? |
0 |
0 |
1 |
47 |
0 |
0 |
2 |
114 |
| Do hedge funds' exposures to risk factors predict their future returns? |
0 |
0 |
2 |
96 |
1 |
2 |
12 |
330 |
| Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
25 |
| Doubling: Nick Leeson's trading strategy |
0 |
0 |
0 |
349 |
0 |
1 |
1 |
1,248 |
| Elusive return predictability: Discussion |
0 |
0 |
0 |
7 |
0 |
0 |
11 |
57 |
| Estimating the cost of capital with basis assets |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
91 |
| Estimation Risk and Simple Rules for Optimal Portfolio Selection |
0 |
0 |
1 |
83 |
0 |
0 |
2 |
264 |
| Hedge Fund Involvement in Convertible Securities |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
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 |
1 |
1 |
2 |
83 |
| Is economic uncertainty priced in the cross-section of stock returns? |
1 |
7 |
21 |
218 |
5 |
15 |
51 |
805 |
| Macroeconomic risk and hedge fund returns |
0 |
1 |
3 |
170 |
0 |
2 |
11 |
592 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
0 |
3 |
116 |
0 |
2 |
15 |
438 |
| Measuring security price performance |
2 |
9 |
53 |
2,411 |
5 |
23 |
105 |
4,603 |
| Model Selection When There Is "Minimal" Prior Information |
0 |
0 |
0 |
39 |
1 |
2 |
3 |
120 |
| Mutual fund styles |
0 |
0 |
0 |
436 |
0 |
1 |
9 |
1,052 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
1 |
2 |
6 |
415 |
3 |
4 |
18 |
1,698 |
| Performance Persistence |
0 |
0 |
4 |
366 |
1 |
3 |
14 |
974 |
| Portfolio Concentration and Investment Manager Performance* |
0 |
0 |
12 |
123 |
1 |
1 |
31 |
479 |
| Quantitative measures of operational risk: an application to funds management |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
69 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
1 |
2 |
4 |
543 |
| 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 |
1 |
115 |
| Sensation Seeking and Hedge Funds |
0 |
0 |
6 |
53 |
1 |
1 |
14 |
159 |
| 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 |
0 |
1 |
79 |
3 |
3 |
14 |
225 |
| Survivorship Bias in Performance Studies |
0 |
0 |
8 |
743 |
0 |
4 |
22 |
2,107 |
| Systematic risk and the cross section of hedge fund returns |
0 |
0 |
5 |
55 |
0 |
0 |
14 |
255 |
| The Contributions of Stephen A. Ross to Financial Economics |
0 |
0 |
0 |
17 |
0 |
1 |
10 |
73 |
| The Effect of Estimation Risk on Capital Market Equilibrium |
0 |
0 |
2 |
41 |
0 |
0 |
3 |
116 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
0 |
4 |
552 |
0 |
0 |
10 |
1,135 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
69 |
2 |
3 |
3 |
611 |
| The efficient markets hypothesis: The demise of the demon of chance? |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
333 |
| The return to value in Asian stock markets |
0 |
0 |
0 |
61 |
1 |
1 |
3 |
184 |
| The returns to value and momentum in Asian Markets |
0 |
0 |
0 |
89 |
1 |
1 |
3 |
269 |
| Trust and delegation |
0 |
0 |
3 |
43 |
1 |
1 |
9 |
329 |
| Upside potential of hedge funds as a predictor of future performance |
0 |
2 |
2 |
12 |
0 |
4 |
6 |
99 |
| Using daily stock returns: The case of event studies |
3 |
9 |
46 |
4,356 |
12 |
41 |
129 |
9,416 |
| What is the role of institutional investors in corporate capital structure decisions? A survey analysis |
0 |
1 |
2 |
22 |
1 |
2 |
10 |
135 |
| Total Journal Articles |
7 |
34 |
213 |
13,167 |
43 |
131 |
627 |
33,989 |
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