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Naik, Narayan Y.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
27,425 |
Total
Citations
793 |
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1.
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Hedge Funds: Performance, Risk, and Capital Formation
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Fung, William
London Business School Hsieh, David A.
Duke University - Fuqua School of Business Ramadorai, Tarun
University of Oxford - Said Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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Posted:
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16 Aug 05
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Last Revised:
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11 Jul 11
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4,902
(565)
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115
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Fung, William
London Business School Hsieh, David A.
Duke University - Fuqua School of Business Ramadorai, Tarun
University of Oxford - Said Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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53
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115
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Hedge funds, performance, alpha, factor models, flow, funds-of-hedge funds
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Fung, William
London Business School Hsieh, David A.
Duke University - Fuqua School of Business Ramadorai, Tarun
University of Oxford - Said Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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16 Aug 05
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Last Revised:
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11 Jul 11
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4,849
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115
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hedge funds, funds-of-funds, performance, alpha, survival, flows, capacity constraints
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2.
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Agarwal, Vikas
Georgia State University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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3,360
(1,117)
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37
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3.
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Agarwal, Vikas
Georgia State University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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2,491
(1,913)
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31
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4.
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Agarwal, Vikas
Georgia State University Fung, William
London Business School Loon, Yee Cheng
State University of New York at Binghamton Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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15 Aug 08
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Last Revised:
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15 Jan 11
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2,153
(2,490)
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19
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Hedge Funds, Convertible Bonds, Convertible Arbitrage, Supply, Risk Factors
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5.
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Agarwal, Vikas
Georgia State University Daniel, Naveen D.
Drexel University - Department of Finance Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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2,050
(2,711)
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59
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6.
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Multi-Period Performance Persistence Analysis of Hedge Funds
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Agarwal, Vikas
Georgia State University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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Posted:
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23 Feb 00
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Last Revised:
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09 Mar 01
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1,949
(2,953)
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111
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Agarwal, Vikas
Georgia State University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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0
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Hedge funds, performance, persistence
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Agarwal, Vikas
Georgia State University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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1,949
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111
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7.
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Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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Posted:
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01 Nov 05
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Last Revised:
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19 Dec 11
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1,612
(4,097)
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85
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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0
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Hedge fund performance, Persistence, Alpha, Factor models, Bayesian, Bootstrap
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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1,612
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85
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hedge fund, persistence, Bayesian, alpha, backfill, incubation, bootstrap
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8.
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Hedge Funds, Managerial Skill, and Macroeconomic Variables
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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Posted:
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22 Mar 07
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Last Revised:
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19 Dec 11
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1,360
(5,541)
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10
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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22 Feb 10
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Last Revised:
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19 Dec 11
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0
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Hedge Funds, Predictability, Managerial Skills, Macroeconomic Variables
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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22 Mar 07
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Last Revised:
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23 Feb 10
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1,360
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10
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hedge funds, predictability, managerial skills, macroeconomic variables
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9.
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Agarwal, Vikas
Georgia State University Daniel, Naveen D.
Drexel University - Department of Finance Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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08 Mar 06
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Last Revised:
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11 Oct 08
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1,357
(5,571)
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90
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Hedge Funds, Managerial Incentives, Discretion, Performance, Delta, Lockup Period
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10.
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Boyson, Nicole M.
Northeastern University - Finance and Insurance Area Agarwal, Vikas
Georgia State University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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19 Mar 06
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Last Revised:
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04 Dec 12
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1,031
(8,820)
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14
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Hedge funds, mutual funds, hedged mutual funds, hybrid mutual funds
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11.
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Agarwal, Vikas
Georgia State University Daniel, Naveen D.
Drexel University - Department of Finance Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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16 Mar 06
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Last Revised:
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08 Jan 11
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811
(12,845)
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14
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Hedge Funds, Incentives, Returns Management, December effect
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12.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance Merrick, John J.
College of William and Mary - Mason School of Business
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665
(17,192)
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1
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Price manipulation, Futures markets, Squeeze
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13.
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Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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Posted:
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22 Oct 01
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Last Revised:
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06 Dec 08
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597
(20,047)
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19
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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38
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18
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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62
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18
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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0
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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497
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19
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14.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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552
(22,264)
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15.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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411
(32,889)
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10
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16.
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Preferencing, Internalization, Best Execution, and Dealer Profits
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Hansch, Oliver
Pennsylvania State University Viswanathan, S.
Duke University - Fuqua School of Business Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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Posted:
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06 Dec 97
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Last Revised:
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07 Mar 01
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347
(40,481)
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52
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Hansch, Oliver
Pennsylvania State University Viswanathan, S.
Duke University - Fuqua School of Business Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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0
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Hansch, Oliver
Pennsylvania State University Viswanathan, S.
Duke University - Fuqua School of Business Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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347
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52
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17.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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338
(41,787)
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18.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance Hillier, David
University of Strathclyde, Glasgow - Department of Accounting and Finance
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289
(50,243)
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Market Quality, Inventory Control, Insider Trading
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19.
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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277
(52,751)
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1
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Hedge funds, bootstrap, alpha, persistence
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20.
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Do Inventories Matter In Dealership Markets? Evidence From the London Stock Exchange
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Hansch, Oliver
Pennsylvania State University Viswanathan, S.
Duke University - Fuqua School of Business Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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Posted:
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03 Sep 97
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Last Revised:
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07 Mar 01
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225
(66,179)
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57
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Hansch, Oliver
Pennsylvania State University Viswanathan, S.
Duke University - Fuqua School of Business Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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0
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Hansch, Oliver
Pennsylvania State University Viswanathan, S.
Duke University - Fuqua School of Business Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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225
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57
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21.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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213
(70,002)
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19
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Dealer firm, equivalent inventory, correlated risk exposure, unhedgeable risk, effective spreads
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22.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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201
(74,289)
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11
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23.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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147
(99,497)
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1
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Dealer firm, equivalent inventory, correlated risk exposure, unhedgeable risk, effective spreads
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24.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Ramadorai, Tarun
University of Oxford - Said Business School Strömqvist, Maria
Brummer & Partners
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29
(245,618)
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29
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25.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Tapley, Mark
London Business School - Centre for Hedge Fund Research and Education
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27
(251,488)
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26.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Yadav, Pradeep K.
University of Oklahoma - Division of Finance
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25
(257,721)
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1
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Dealer firm, equivalent inventory, correlated risk exposure, unhedgeable risk, effective spreads
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27.
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Agarwal, Vikas
Georgia State University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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6
(322,066)
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7
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28.
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Agarwal, Vikas
Georgia State University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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hedge funds, option-based trading strategies, conditional Value-at-Risk, tail risk and multifactor models
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29.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Viswanathan, S.
Duke University - Fuqua School of Business Neuberger, Anthony
University of Warwick - Warwick Business School
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30.
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Viswanathan, S.
Duke University - Fuqua School of Business Neuberger, Anthony
University of Warwick - Warwick Business School
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31.
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Habib, Michel A.
University of Zurich Johnsen, D. Bruce
George Mason University - School of Law Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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32.
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Maug, Ernst G.
University of Mannheim - Department of Business Administration and Finance Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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| Posted: |
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19 May 98
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Last Revised:
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28 Sep 09
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33.
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Bid-Ask Bias in Cumulated Returns: An Analytical Approach
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Datar, Vinay T.
Seattle University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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Posted:
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09 Jan 98
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Last Revised:
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19 May 98
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Datar, Vinay T.
Seattle University Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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0
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Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Datar, Vinay T.
Seattle University
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0
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34.
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Habib, Michel A.
University of Zurich Johnsen, D. Bruce
George Mason University - School of Law Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
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