The shift from active to passive investing: Risks to financial stability? K Anadu, M Kruttli, P McCabe, E Osambela Financial Analysts Journal 76 (4), 23-39, 2020 | 198 | 2020 |
Pricing Poseidon: Extreme weather uncertainty and firm return dynamics MS Kruttli, B Roth Tran, SW Watugala EBRD Working Paper, 2021 | 111 | 2021 |
Banking on carbon: Corporate lending and cap-and-trade policy IT Ivanov, MS Kruttli, SW Watugala The Review of Financial Studies 37 (5), 1640-1684, 2024 | 94 | 2024 |
LTCM redux? Hedge fund Treasury trading and funding fragility MS Kruttli, P Monin, L Petrasek, SW Watugala Available at SSRN 3817978, 2023 | 44* | 2023 |
The impact of hedge funds on asset markets MS Kruttli, AJ Patton, T Ramadorai The Review of Asset Pricing Studies 5 (2), 185-226, 2015 | 34 | 2015 |
The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks MS Kruttli, PJ Monin, SW Watugala Journal of Financial Economics 146 (3), 965-988, 2022 | 19* | 2022 |
Investor concentration, flows, and cash holdings: Evidence from hedge funds MS Kruttli, P Monin, SW Watugala OFR, 2017 | 7 | 2017 |
From which consumption-based asset pricing models can investors profit? evidence from model-based priors MS Kruttli Journal of Financial Econometrics 20 (3), 539-567, 2022 | 2* | 2022 |
Extreme Weather and Financial Market Uncertainty A Kmetz, MS Kruttli, BR Tran, S Watugala, A Yan FRBSF Economic Letter 2024 (01), 1-5, 2024 | 1 | 2024 |
Liquidity Provision in a One-Sided Market: The Role of Dealer-Hedge Fund Relations MS Kruttli, M Macchiavelli, P Monin, XA Zhou Available at SSRN 4662272, 2023 | 1 | 2023 |
Internet Appendix for “Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics” MS Kruttli, BR Tran, SW Watugala | | 2023 |
Pricing Poseidon: Appendix: Extreme Weather Uncertainty and Firm Return Dynamics, Working Paper 2021-23 MS Kruttli, SW Watugala, B Roth Tran | | 2023 |
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics, Working Paper 2021-23 MS Kruttli, SW Watugala, B Roth Tran | | 2023 |
Review of Asset Pricing Studies H Doshi, R Elkamhi, M Simutin, MS Kruttli, AJ Patton, T Ramadorai, ... | | 2015 |
Internet Appendix for M Kruttli, AJ Patton, T Ramadorai | | 2015 |
Essays on hedge fund illiquidity, return predictability, and time-varying risk exposure M Kruttli Oxford University, UK, 2015 | | 2015 |
DP10151 The Impact of Hedge Funds on Asset Markets M Kruttli, AJ Patton, T Ramadorai | | 2014 |
The Impact of Hedge Funds on Asset Markets A Patton, M Kruttli CEPR Discussion Papers, 2014 | | 2014 |
Model-Based Priors for Predicting the Equity Premium M Kruttli | | 2014 |
Model-Based Bayesian Priors for Predicting the Equity Premium M Kruttli | | 2013 |