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“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.
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