Inferring reporting biases in hedge fund databases from hedge fund equity holdings
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References listed on IDEAS
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"Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide,"
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Citations
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Cited by:
- Ang, Andrew & Gorovyy, Sergiy & van Inwegen, Gregory B., 2011.
"Hedge fund leverage,"
Journal of Financial Economics,
Elsevier, vol. 102(1), pages 102-126, October.
- Andrew Ang & Sergiy Gorovyy & Gregory B. van Inwegen, 2011. "Hedge Fund Leverage," NBER Working Papers 16801, National Bureau of Economic Research, Inc.
- Antonio Diez de los Rios & René Garcia, 2011. "The option CAPM and the performance of hedge funds," Review of Derivatives Research, Springer, vol. 14(2), pages 137-167, July.
- Itzhak Ben-David & Francesco Franzoni & Augustin Landier & Rabih Moussawi, 2013.
"Do Hedge Funds Manipulate Stock Prices?,"
Journal of Finance,
American Finance Association, vol. 68(6), pages 2383-2434, December.
- Itzhak Ben-David & Francesco A. Franzoni & Augustin Landier & Rabih Moussawi, "undated". "Do Hedge Funds Manipulate Stock Prices?," Swiss Finance Institute Research Paper Series 11-53, Swiss Finance Institute.
- Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," TSE Working Papers 11-221, Toulouse School of Economics (TSE).
- Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," Working Paper Series 2011-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," IDEI Working Papers 628, Institut d'Économie Industrielle (IDEI), Toulouse.
- Vikas Agarwal & Wei Jiang & Yuehua Tang & Baozhong Yang, 2013.
"Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide,"
Journal of Finance,
American Finance Association, vol. 68(2), pages 739-783, April.
- Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2010. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09, University of Cologne, Centre for Financial Research (CFR).
- Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2011. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Yang CAO & Joseph P. OGDEN & Cristian I. TIU, 2012. "Who Benefits From Funds Of Hedge Funds? A Critique Of Alternative Organizational Structures In The Hedge Fund Industry (Ii)," Business Excellence and Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 2(1), pages 5-20, March.
- Vikas Agarwal & Costanza Meneghetti, 2011. "The role of hedge funds as primary lenders," Review of Derivatives Research, Springer, vol. 14(2), pages 241-261, July.
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This paper has been announced in the following NEP Reports:- NEP-ALL-2010-11-06 (All new papers)
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