Jump to navigation
“Hedge Fund Holdings and Stock Market Efficiency” (with Charles Cao, Lubomir Petrasek, and Andrew Lo), 2017, forthcoming, Review of Asset Pricing Studies. “Liquidity Costs, Return Smoothing, and Investor Flows: Evidence from a Separate Account Platform” (with Charles Cao, Grant Farnsworth, and Andrew Lo), 2016, Management Science, 1-18.“Risk Arbitrage and the Information Content of Hedge Fund Trading” (with Charles Cao, Bradley Goldie, and Lubomir Petrasek), 2016, Journal of Financial and Quantitative Analysis 51, 929-957.“Onshore and Offshore Hedge Funds: Are They Twins?” (with George Aragon and Hyuna Park), 2014, Management Science 60, 74-91.“Can Hedge Funds Time Market Liquidity?” (with Charles Cao, Yong Chen, and Andrew Lo), 2013, Journal of Financial Economics 109, 493-516.“Trust and Delegation” (with Stephen Brown, Will Goetzmann, and Chris Schwarz), 2012, Journal of Financial Economics 103, 221-234. Lead article.“Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration” (with Stephen Brown, Will Goetzmann, and Chris Schwarz), 2008, Journal of Finance 63, 2785-2815.“Do Hedge Funds Have Enough Capital? A Value at Risk Approach” (with Anurag Gupta), 2005, Journal of Financial Economics 77, 219-253.
You are now leaving the Isenberg School of Management web site. If you have any questions regarding the content or privacy of these sites, please contact the site administrator directly.