Measuring the market impact of hedge funds

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

1997 • 1,349 citations

Offshore Hedge Funds: Survival and Performance, 1989–95

1999 • 532 citations

International Capital Markets: Developments, Prospects, and Policy Issues

1995 • 385 citations

A primer on hedge funds

1999 • 377 citations

Survivorship Bias and Investment Style in the Returns of CTAs

1997 • 219 citations

Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?

1996 • 94 citations

Country Fund Discounts and the Mexican Crisis of December 1994: Did Local Residents Turn Pessimistic before International Investors?

1996 • 81 citations

Benefits and Limitations of Diversification Among Commodity Trading Advisors

1996 • 79 citations

International Financial Markets: Prices and Policies

1997 • 74 citations

Hedge Funds and the Asian Currency Crisis of 1997

1998 • 52 citations

Country fund discounts and the mexican crisis of December 1994: Did local residents turn pessimistic before international investors?

1996 • 42 citations

Contingent Claims Analysis

1997 • 18 citations