Risks and portfolio decisions involving hedge funds V Agarwal, NY Naik Review of Financial Studies 17 (1), 63-98, 2004 | 1793* | 2004 |
Role of managerial incentives and discretion in hedge fund performance V Agarwal, ND Daniel, NY Naik The Journal of Finance 64 (5), 2221-2256, 2009 | 1065* | 2009 |
Multi-period performance persistence analysis of hedge funds V Agarwal, NY Naik Journal of financial and quantitative analysis 35 (3), 327-342, 2000 | 808 | 2000 |
Do hedge funds manage their reported returns? V Agarwal, ND Daniel, NY Naik Review of Financial Studies 24 (10), 3281-3320, 2011 | 423* | 2011 |
Uncovering hedge fund skill from the portfolio holdings they hide V Agarwal, W Jiang, Y Tang, B Yang CFR Working Papers, 2010 | 341 | 2010 |
On taking the “alternative” route V Agarwal, NY Naik The Journal of Alternative Investments 2 (4), 6-23, 2000 | 318 | 2000 |
Window dressing in mutual funds V Agarwal, G Gay, L Ling | 260 | 2011 |
Risk and return in convertible arbitrage: Evidence from the convertible bond market V Agarwal, WH Fung, YC Loon, NY Naik Journal of Empirical Finance, 2010 | 224* | 2010 |
Inferring reporting-related biases in hedge fund databases from hedge fund equity holdings V Agarwal, V Fos, W Jiang Management Science 59 (6), 1271-1289, 2013 | 223 | 2013 |
Hedge funds for retail investors? An examination of hedged mutual funds V Agarwal, NM Boyson, NY Naik Journal of Financial and Quantitative Analysis 44 (2), 273-305, 2009 | 212 | 2009 |
Mandatory portfolio disclosure, stock liquidity, and mutual fund performance V Agarwal, KA Mullally, Y Tang, B Yang The Journal of Finance 70 (6), 2733-2776, 2015 | 184 | 2015 |
On the relative performance of multi-strategy and funds of hedge funds V Agarwal, JR Kale Journal of Investment Management 5 (3), 41, 2007 | 182* | 2007 |
Generalised style analysis of hedge funds V Agarwal, NY Naik Journal of Asset Management 1, 93-109, 2000 | 182 | 2000 |
Tail risk in hedge funds: A unique view from portfolio holdings V Agarwal, S Ruenzi, F Weigert Journal of Financial Economics 125 (3), 610-636, 2017 | 161 | 2017 |
Alpha or beta in the eye of the beholder: What drives hedge fund flows? V Agarwal, TC Green, H Ren Journal of Financial Economics 127 (3), 417-434, 2018 | 142 | 2018 |
Mutual fund transparency and corporate myopia V Agarwal, R Vashishtha, M Venkatachalam The Review of Financial Studies 31 (5), 1966-2003, 2018 | 128 | 2018 |
Volatility of aggregate volatility and hedge fund returns V Agarwal, YE Arisoy, NY Naik Journal of Financial Economics 125 (3), 491-510, 2017 | 121 | 2017 |
Do higher-moment equity risks explain hedge fund returns? V Agarwal, G Bakshi, J Huij Robert H. Smith School Research Paper No. RHS 06-153, 2009 | 111* | 2009 |
Why do mutual funds hold lottery stocks? V Agarwal, L Jiang, Q Wen Journal of financial and quantitative analysis 57 (3), 825-856, 2022 | 107 | 2022 |
Do ETFs increase the commonality in liquidity of underlying stocks? V Agarwal, P Hanouna, R Moussawi, CW Stahel SSRN, 2018 | 106 | 2018 |