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Submissions from 2014

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The Limits of the Market-wide Limits of Arbitrage: Insights from the Dynamics of 100 Anomalies, Hieiko Jacobs

Submissions from 2013

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Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings, Vikas Agarwal, Vyacheslav Fos, and Wei Jiang

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Momentum Strategies in Futures Markets and Trend Following Funds, Akindynos-Nikolaos Baltas and Robert Kosowski

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The Performance of Listed Hedge Fund Firms, Lin Sun and Melvyn Teo

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Diversification in Hedge Fund Portfolios, Melvyn Teo

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Hedge Fund Managers who Eschew Asset Gathering, Melvyn Teo

Submissions from 2012

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How Skilled are Hedge Funds? Evidence from their Daily Trades, Russell Jame

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Asian Hedge Fund Report, Melvyn Teo

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Asian Hedge Funds in a Risk-on, Risk-off World, Melvyn Teo

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Diseconomies of Scale in the Hedge Fund Industry, Melvyn Teo

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Hedge Fund Return Correlation under Extreme Market Condition, Melvyn Teo

Submissions from 2011

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Hedge Funds, Managerial Skill, and Macroeconomic Variables, Doron Avramov, Robert Kosowski, Narayan Y. Naik, and Melvyn Teo

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Asset Gathering by Hedge Fund Firms, Melvyn Teo

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Flagship Funds at Hedge Fund Families, Melvyn Teo

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Quantitative Hedge Fund Selection (Part 2), Melvyn Teo

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The Liquidity Risk of Liquid Hedge Funds, Melvyn Teo

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The Risk Exposures of Asia-focused Hedge Funds, Melvyn Teo

Submissions from 2010

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The Long and Short of It: Evidence of Year-End Price Manipulation by Short Sellers, Jesse Blocher, Joseph Engelberg, and Adam V. Reed

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Can Hedge Funds Time Liquidity?, Charles Cao, Yong Chen, Bing Liang, and Andrew W. Lo

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Side-by-side Management of Hedge Funds and Mutual Funds, Tom Nohel, Z. Jay Wang, and Lu Zheng

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Hedge Fund Contagion, Melvyn Teo

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Hedge Funds and Analyst Optimism, Melvyn Teo

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Quantitative Hedge Fund Selection, Melvyn Teo

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Weathering the Storm: Asian Hedge Funds, Melvyn Teo

Submissions from 2009

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Does Size Matter in the Hedge Fund Industry?, Melvyn Teo

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How Liquid are Liquid Hedge Funds?, Melvyn Teo

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Lessons from Hedge Fund Fraud, Melvyn Teo

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Liquidity and Hedge Funds, Melvyn Teo

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Predicting Hedge Fund Performance with Style, Melvyn Teo

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The Geography of Hedge Funds, Melvyn Teo

Submissions from 2008

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Dynamic Investment Opportunities and the Cross-Section of Hedge Fund Returns : Implications of Higher-Moment Risks for Performance, Vikas Agarwal, Gurdip Bakshi, and Joop Huij

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Hedge Funds in a Volatile Market, Melvyn Teo

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How Surprising are Returns in 2008? A Review of Hedge Fund Risks, Melvyn Teo

Submissions from 2007

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Investing in Hedge Funds when Returns are Predictable, Doron Avramov, Robert Kosowski, Narayan Y. Nail, and Melvyn Teo

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Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis, Robert Kosowski, Narayan Y. Naik, and Melvyn Teo

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Asian Hedge Funds: A Tale of Three Cities, Melvyn Teo

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Lessons from the Sub-Prime Crisis, Melvyn Teo