|
Disagreement in economic forecasts and equity returns: risk or mispricing?
|
China Finance Review International |
2023 |
C |
|
Does industry timing ability of hedge funds predict their future performance, survival, and fund flows?
|
Journal of Financial and Quantitative Analysis |
2021 |
A* |
|
The contributions of Stephen A. Ross to financial economics
|
Annual Review of Financial Economics |
2021 |
B |
|
Credit cards: transactional convenience or debt-trap?
|
International Review of Finance |
2020 |
A |
|
The efficient market hypothesis, the Financial Analysts Journal, and the professional status of investment management
|
Financial Analysts Journal |
2020 |
A |
|
Upside potential of hedge funds as a predictor of future performance
|
Journal of Banking & Finance |
2019 |
A* |
|
What is the role of institutional investors in corporate capital structure decisions? A survey analysis
|
Journal of Corporate Finance |
2019 |
A* |
|
Sensation seeking and hedge funds
|
Indian Journal of Finance |
2018 |
C |
|
Stephen Ross's contribution to ex post conditioning and survival bias in empirical research
|
Journal of Management |
2018 |
A* |
|
A lottery-demand-based explanation of the beta anomaly
|
Journal of Financial and Quantitative Analysis |
2017 |
A* |
|
Is economic uncertainty priced in the cross-section of stock returns?
|
Journal of Financial Economics |
2017 |
A* |
|
Starting on the wrong foot: Seasonality in mutual fund performance
|
Journal of Banking & Finance |
2017 |
A* |
|
Climate risk
|
Financial Analysts Journal |
2016 |
A |
|
Why hedge funds?
|
Financial Analysts Journal |
2016 |
A |
|
Macroeconomic risk and hedge fund returns
|
Journal of Financial Economics |
2014 |
A* |
|
Do hedge funds outperform stocks and bonds?
|
Management Science |
2013 |
A* |
|
Convertibles and hedge funds as distributors of equity exposure
|
The Review of Financial Studies |
2012 |
A* |
|
Diversification in funds of hedge funds: is it possible to overdiversify?
|
Review of Asset Pricing Studies |
2012 |
A* |
|
Erratum: Convertibles and hedge funds as distributors of equity exposure (Review of Financial Studies 25:10 (3077-3112))
|
The Review of Financial Studies |
2012 |
A* |
|
Estimating the cost of capital with basis assets
|
Journal of Banking & Finance |
2012 |
A* |
|
Quantitative measures of operational risk: An application to funds management
|
Accounting and Finance |
2012 |
A |
|
Systematic risk and the cross section of hedge fund returns
|
Journal of Financial Economics |
2012 |
A* |
|
Trust and delegation
|
Journal of Financial Economics |
2012 |
A* |
|
Do hedge funds' exposures to risk factors predict their future returns?
|
Journal of Financial Economics |
2011 |
A* |
|
The efficient markets hypothesis: The demise of the demon of chance?
|
Accounting and Finance |
2011 |
A |
|
Estimating operational risk for hedge funds: The ω-score
|
Financial Analysts Journal |
2009 |
A |
|
Estimating operational risk for hedge funds: The w-score
|
Financial Analysts Journal |
2009 |
A |
|
Hedge funds in the aftermath of the financial crisis: Chapter 6: Executive summary
|
Financial Markets, Institutions and Instruments |
2009 |
B |
|
Risk premia in international equity markets revisited
|
Pacific-Basin Finance Journal |
2009 |
A |
|
Elusive return predictability: Discussion
|
International Journal of Forecasting |
2008 |
A |
|
Going negative: What to do with negative book equity stocks
|
Journal of Management |
2008 |
A* |
|
Mandatory disclosure and operational risk: Evidence from hedge fund registration
|
Indian Journal of Finance |
2008 |
C |
|
The returns to value and momentum in Asian markets
|
Emerging Markets Review |
2008 |
A |
|
The return to value in Asian stock markets
|
Emerging Markets Review |
2008 |
A |
|
Hedge funds with style
|
Journal of Management |
2003 |
A* |
|
Careers and survival: Competition and risk in the hedge fund and CTA industry
|
Indian Journal of Finance |
2001 |
C |
|
Doubling: Nick Leeson's trading strategy
|
Pacific-Basin Finance Journal |
2001 |
A |
|
Hedge funds: Omniscient or just plain wrong
|
Pacific-Basin Finance Journal |
2001 |
A |
|
Hedge Funds and the Asian Currency Crisis of 1997
|
Journal of Management |
2000 |
A* |
|
The Dow Theory: William Peter Hamilton's track record reconsidered
|
Indian Journal of Finance |
1998 |
C |
|
Mutual fund styles
|
Journal of Financial Economics |
1997 |
A* |
|
Rejoinder: The J-shape of performance persistence given survivorship bias
|
The Review of Economics and Statistics |
1997 |
A* |
|
Performance Persistence
|
Indian Journal of Finance |
1995 |
C |
|
Survival
|
The Journal of Finance |
1995 |
A* |
|
Risk premia in Pacific-Basin capital markets
|
Pacific-Basin Finance Journal |
1993 |
A |
|
The Number of Factors in Security Returns
|
The Journal of Finance |
1989 |
A* |
|
Comment
|
Journal of Business & Economic Statistics |
1988 |
A* |
|
Discussion
|
The Journal of Finance |
1988 |
A* |
|
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
|
The Journal of Finance |
1986 |
A* |
|
Derived factors in event studies
|
Journal of Financial Economics |
1985 |
A* |
|
Differential Information and Security Market Equilibrium
|
Journal of Financial and Quantitative Analysis |
1985 |
A* |
|
Using daily stock returns. The case of event studies
|
Journal of Financial Economics |
1985 |
A* |
|
Differential information and the small firm effect
|
Journal of Financial Economics |
1984 |
A* |
|
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm
|
The Journal of Finance |
1983 |
A* |
|
Estimation Risk and Simple Rules for Optimal Portfolio Selection
|
The Journal of Finance |
1983 |
A* |
|
The effect of estimation risk on capital market equilibrium
|
Journal of Financial and Quantitative Analysis |
1979 |
A* |