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Illiquidity premia in asset returns : an empirical analysis of hedge funds, mutual funds, and US equity portfolios
Khandani, Amir E.; Lo, Andrew W. - In: The quarterly journal of finance 1 (2011) 2, pp. 205-264
Persistent link: https://www.econbiz.de/10009309753
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Hedge fund characteristics and performance persistence : evidence from 1996 - 2006
Kumar, Pavitra - In: The quarterly journal of finance 5 (2015) 2, pp. 1-43
Persistent link: https://www.econbiz.de/10011300995
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The life cycle of hedge funds : fund flows, size, competition, and performance
Getmansky, Mila - In: The quarterly journal of finance 2 (2012) 1, pp. 301-353
Persistent link: https://www.econbiz.de/10009623140
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Inference about survivors
Stambaugh, Robert F. - In: The quarterly journal of finance 1 (2011) 3, pp. 423-464
Persistent link: https://www.econbiz.de/10009419269
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Analyst conflict and research quality
Agrawal, Anup; Chen, Mark A. - In: The quarterly journal of finance 2 (2012) 2, pp. 1001-1040
Persistent link: https://www.econbiz.de/10009671271
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Disclosure policies of investment funds
George, Thomas J.; Hwang, Chuan-yang - In: The quarterly journal of finance 5 (2015) 1, pp. 1-49
Persistent link: https://www.econbiz.de/10010528334
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Can liquidity risk explain diseconomies of scale in hedge funds?
Shawky, Hany A.; Wang, Ying - In: The quarterly journal of finance 7 (2017) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011724094
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Brain drain : are mutual funds losing their best minds?
Kostovetsky, Leonard - In: The quarterly journal of finance 7 (2017) 3, pp. 1-38
Persistent link: https://www.econbiz.de/10011774146
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Stochastic volatility in general equilibrium
Tauchen, George Eugene - In: The quarterly journal of finance 1 (2011) 4, pp. 707-731
Persistent link: https://www.econbiz.de/10009553957
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Time-varying sharpe ratios and market timing
Tang, Yi; Whitelaw, Robert F. - In: The quarterly journal of finance 1 (2011) 3, pp. 465-493
Persistent link: https://www.econbiz.de/10009419267