Submissions from 2014
The Limits of the Market-wide Limits of Arbitrage: Insights from the Dynamics of 100 Anomalies, Hieiko JACOBS
Submissions from 2013
Hedge Fund Managers who Eschew Asset Gathering, Melvyn TEO
Can Hedge Funds Time Liquidity?, Charles CAO, Yong CHEN, Bing LIANG, and Andrew W. LO
The Performance of Listed Hedge Fund Firms, Lin SUN and Melvyn TEO
Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings, Vikas AGARWAL, Vyacheslav FOS, and Wei JIANG
Diversification in Hedge Fund Portfolios, Melvyn TEO
Momentum Strategies in Futures Markets and Trend Following Funds, Akindynos-Nikolaos BALTAS and Robert KOSOWSKI
Submissions from 2012
Diseconomies of Scale in the Hedge Fund Industry, Melvyn TEO
How Skilled are Hedge Funds? Evidence from their Daily Trades, Russell JAME
Asian Hedge Funds in a Risk-on, Risk-off World, Melvyn TEO
Asian Hedge Fund Report, Melvyn TEO
Hedge Fund Return Correlation under Extreme Market Condition, Melvyn TEO
Submissions from 2011
Asset Gathering by Hedge Fund Firms, Melvyn TEO
Flagship Funds at Hedge Fund Families, Melvyn TEO
The Risk Exposures of Asia-focused Hedge Funds, Melvyn TEO
Quantitative Hedge Fund Selection (Part 2), Melvyn TEO
The Liquidity Risk of Liquid Hedge Funds, Melvyn TEO
Hedge Funds, Managerial Skill, and Macroeconomic Variables, Doron AVRAMOV, Robert KOSOWSKI, Narayan Y. NAIK, and Melvyn TEO
Submissions from 2010
Quantitative Hedge Fund Selection, Melvyn TEO
Hedge Funds and Analyst Optimism, Melvyn TEO
The Long and Short of It: Evidence of Year-End Price Manipulation by Short Sellers, Jesse Blocher, Joseph Engelberg, and Adam V. Reed
Side-by-side Management of Hedge Funds and Mutual Funds, Tom NOHEL, Z. Jay WANG, and Lu ZHENG
Weathering the Storm: Asian Hedge Funds, Melvyn TEO
Hedge Fund Contagion, Melvyn TEO
Submissions from 2009
Predicting Hedge Fund Performance with Style, Melvyn TEO
Lessons from Hedge Fund Fraud, Melvyn TEO
The Geography of Hedge Funds, Melvyn TEO
How Liquid are Liquid Hedge Funds?, Melvyn TEO
Liquidity and Hedge Funds, Melvyn TEO
Does Size Matter in the Hedge Fund Industry?, Melvyn TEO
Submissions from 2008
How Surprising are Returns in 2008? A Review of Hedge Fund Risks, Melvyn TEO
Hedge Funds in a Volatile Market, Melvyn TEO
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
Submissions from 2007
Lessons from the Sub-Prime Crisis, Melvyn TEO
Asian Hedge Funds: A Tale of Three Cities, Melvyn TEO
Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis, Robert KOSOWSKI, Narayan Y. NAIK, and Melvyn TEO
Investing in Hedge Funds when Returns are Predictable, Doron AVRAMOV, Robert KOSOWSKI, Narayan Y. NAIK, and Melvyn TEO