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Research

Publications in Refereed Journals

• Corporate Governance and Hedge Fund Activism, 2010, with Robert Mooradian, forthcoming, Review of Derivatives Research.

• Hedge Fund Contagion and Liquidity Shocks, 2010, with Christof J. Stahel and Rene M. Stulz, forthcoming, Journal of Finance October, 2010 issue.

• Implicit Incentives and Reputational Herding by Hedge Fund Managers, 2010, Journal of Empirical Finance 17(3), 283-299 (lead article).

• Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds, 2009, with Vikas Agarwal and Narayan Naik, Journal of Financial and Quantitative Analysis 44(2), 273-305.

• The Impact of Hedge Fund Family Membership on Performance and Market Share, 2009, Journal of Financial Transformation, 25, 123-129.

• Do Hedge Funds Exhibit Performance Persistence?  A New Approach, 2008, Financial Analysts Journal, 64(6), 15-26.

Working Papers

•  Intense Hedge Fund Activists, 2010, with Robert Mooradian.

• Liquidity and Bank Fire Sales, 2010, with Jean Helwege and Jan Jindra.

Work in Process

• The Implications and Determinants of Hedge Fund Fraud, with Vikas Agarwal and Narayan Naik.

• Daily Hedge Fund and Mutual Funds Returns and Liquidity, with Christof Stahel and Rene M. Stulz.

• Hedged Mutual Funds from 1994-2008, with Vikas Agarwal and Narayan Naik.