Vikas Agarwal

Georgia State University

Dr.

35 Broad Street,

Suite 1221

Atlanta, GA 30303-3083

United States

http://www.gsu.edu/~fncvaa

University of Cologne - Centre for Financial Research (CFR)

Albertus-Magnus Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

31

DOWNLOADS
Rank 589

SSRN RANKINGS

Top 589

in Total Papers Downloads

29,549

CITATIONS
Rank 1,164

SSRN RANKINGS

Top 1,164

in Total Papers Citations

469

Scholarly Papers (31)

1.

On Taking the 'Alternative' Route: Risks, Rewards, Style and Performance Persistence of Hedge Funds

Number of pages: 39 Posted: 25 Feb 1999
Vikas Agarwal and Narayan Y. Naik
Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 3,530 (1,946)
Citation 36

Abstract:

2.

Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies

EFA 0373; FA Working Paper No. 300
Number of pages: 51 Posted: 04 Oct 2000
Vikas Agarwal and Narayan Y. Naik
Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 2,736 (2,960)
Citation 31

Abstract:

3.

Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market

Journal of Empirical Finance, Forthcoming
Number of pages: 57 Posted: 15 Aug 2008 Last Revised: 15 Jan 2011
Georgia State University, Maple Financial Group, Securities and Exchange Commission (SEC) and London Business School - Institute of Finance and Accounting
Downloads 2,444 (3,483)
Citation 22

Abstract:

Hedge Funds, Convertible Bonds, Convertible Arbitrage, Supply, Risk Factors

4.

Flows, Performance, and Managerial Incentives in Hedge Funds

EFA 2003 Annual Conference Paper No. 501
Number of pages: 44 Posted: 03 Nov 2003
Vikas Agarwal, Naveen D. Daniel and Narayan Y. Naik
Georgia State University, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 2,214 (4,245)
Citation 57

Abstract:

Multi-Period Performance Persistence Analysis of Hedge Funds

Number of pages: 27 Posted: 23 Feb 2000
Vikas Agarwal and Narayan Y. Naik
Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 2,073 (5,202)
Citation 118

Abstract:

Multi-Period Performance Persistence Analysis of Hedge Funds

Journal of Financial and Quantitative Analysis, Vol. 35, No. 3, September 2000
Posted: 09 Mar 2001
Vikas Agarwal and Narayan Y. Naik
Georgia State University and London Business School - Institute of Finance and Accounting

Abstract:

Hedge funds, performance, persistence

6.

Role of Managerial Incentives and Discretion in Hedge Fund Performance

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 08 Mar 2006 Last Revised: 11 Oct 2008
Vikas Agarwal, Naveen D. Daniel and Narayan Y. Naik
Georgia State University, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 1,494 (8,424)
Citation 92

Abstract:

Hedge Funds, Managerial Incentives, Discretion, Performance, Delta, Lockup Period

7.

Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide

Journal of Finance, Forthcoming
Number of pages: 78 Posted: 21 Mar 2011 Last Revised: 14 Nov 2013
Vikas Agarwal, Wei Jiang, Yuehua Tang and Baozhong Yang
Georgia State University, Columbia Business School - Finance and Economics, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads 1,397 (8,968)
Citation 18

Abstract:

Confidential treatment, ownership disclosure, 13F holdings, hedge funds

8.

Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 2, 2009
Number of pages: 47 Posted: 19 Mar 2006 Last Revised: 04 Dec 2012
Nicole M. Boyson, Vikas Agarwal and Narayan Y. Naik
Northeastern University - D’Amore-McKim School of Business, Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 1,159 (12,652)
Citation 15

Abstract:

Hedge funds, mutual funds, hedged mutual funds, hybrid mutual funds

9.

Window Dressing in Mutual Funds

The Review of Financial Studies, Forthcoming
Number of pages: 62 Posted: 09 Apr 2011 Last Revised: 17 Jun 2014
Vikas Agarwal, Gerald D. Gay and Leng Ling
Georgia State University, Georgia State University - Department of Finance and Georgia College & State University
Downloads 935 (19,219)
Citation 3

Abstract:

Mutual funds, Window dressing, Portfolio disclosure, Fund flows

10.

Do Higher-Moment Equity Risks Explain Hedge Fund Returns?

Robert H. Smith School Research Paper No. RHS 06-153
Number of pages: 54 Posted: 21 Mar 2008 Last Revised: 30 Jan 2011
Vikas Agarwal, Gurdip Bakshi and Joop Huij
Georgia State University, University of Maryland - Robert H. Smith School of Business and Erasmus University - Rotterdam School of Management
Downloads 907 (17,346)
Citation 12

Abstract:

volatility risk, skewness risk, kurtosis risk, higher moments, exposures, hedge funds, alphas

11.

Do Hedge Funds Manage Their Reported Returns?

The Review of Financial Studies, Forthcoming
Number of pages: 59 Posted: 16 Mar 2006 Last Revised: 08 Jan 2011
Vikas Agarwal, Naveen D. Daniel and Narayan Y. Naik
Georgia State University, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 863 (20,454)
Citation 12

Abstract:

Hedge Funds, Incentives, Returns Management, December effect

12.
Downloads 688 ( 29,899)
Citation 8

Managerial Multitasking in the Mutual Fund Industry

AFA 2011 Denver Meetings Paper, Fifth Singapore International Conference on Finance 2011
Number of pages: 41 Posted: 16 Jan 2011 Last Revised: 24 May 2012
Vikas Agarwal and Linlin Ma
Georgia State University and Northeastern University
Downloads 540 (40,754)
Citation 8

Abstract:

Multitasking, Fund Performance, Fund Flows, Agency Problems

Managerial Multitasking in the Mutual Fund Industry

Number of pages: 49 Posted: 16 Aug 2011 Last Revised: 04 Oct 2016
Vikas Agarwal, Linlin Ma and Kevin Mullally
Georgia State University, Northeastern University and University of Alabama
Downloads 148 (166,807)
Citation 8

Abstract:

Mutual Fund, Fund Manager, Multitasking, Fund Performance, Agency Problems

13.

Common Factors in Analysts’ Earnings Revisions: The Role of Changing Economic Conditions

Number of pages: 44 Posted: 18 Mar 2012
Vikas Agarwal and Dieter Hess
Georgia State University and University of Cologne - Department of Corporate Finance
Downloads 687 (29,965)
Citation 1

Abstract:

earnings forecasts, equity analysts, forecast accuracy, macroeconomic news, business conditions

14.

Intertemporal Variation in the Performance of Hedge Funds Employing a Contingent-Claim-Based Benchmark

EFMA 2001 Lugano Meetings
Number of pages: 47 Posted: 26 Mar 2001
Vikas Agarwal
Georgia State University
Downloads 652 (31,352)
Citation 2

Abstract:

15.

Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings

Management Science, Forthcoming
Number of pages: 33 Posted: 18 Jan 2010 Last Revised: 13 Jul 2014
Vikas Agarwal, Vyacheslav Fos and Wei Jiang
Georgia State University, Boston College - Department of Finance and Columbia Business School - Finance and Economics
Downloads 553 (40,066)
Citation 17

Abstract:

hedge funds, mandatory and voluntary disclosure, selection and reporting biases

16.

Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows?

Journal of Financial Economics (JFE), Forthcoming, Hong Kong University of Science & Technology, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 81 Posted: 12 Aug 2015 Last Revised: 02 May 2017
Vikas Agarwal, T. Clifton Green and Honglin Ren
Georgia State University, Emory University - Goizueta Business School and Georgia State University - J. Mack Robinson College of Business
Downloads 547 (40,593)

Abstract:

Hedge Funds, Investor Flows, Alpha, Alternative Beta, Exotic Beta

17.

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 64 Posted: 29 Sep 2014 Last Revised: 29 Jul 2016
Vikas Agarwal, Yakup Eser Arısoy and Narayan Y. Naik
Georgia State University, Université Paris Dauphine - DRM Finance and London Business School - Institute of Finance and Accounting
Downloads 438 (7,289)

Abstract:

Uncertainty, volatility of volatility, hedge funds, performance

18.

Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance

Journal of Finance, Forthcoming
Number of pages: 97 Posted: 07 May 2013 Last Revised: 10 May 2014
Georgia State University, University of Alabama, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads 266 (62,595)
Citation 1

Abstract:

Portfolio disclosure, Stock liquidity, Mutual funds, Fund performance

19.

Determinants and Implications of Fee Changes in the Hedge Fund Industry

AFA 2013 San Diego Meetings Paper
Number of pages: 44 Posted: 19 Mar 2012 Last Revised: 11 Nov 2012
Vikas Agarwal and Sugata Ray
Georgia State University and University of Florida - Warrington College of Business Administration
Downloads 230 (111,118)
Citation 5

Abstract:

hedge fund fees, management fee, incentive fee, high watermark, performance, capital flows

20.

Interfund Lending in Mutual Fund Families: Role in Liquidity Management

Number of pages: 49 Posted: 16 Aug 2015 Last Revised: 18 May 2017
Vikas Agarwal and Haibei Zhao
Georgia State University and Lehigh University
Downloads 220 (116,058)

Abstract:

Funding liquidity, fund families, liquidity management

21.

The Role of Hedge Funds as Primary Lenders

Review of Derivatives Research, Forthcoming
Number of pages: 27 Posted: 29 Apr 2010 Last Revised: 24 Jan 2011
Vikas Agarwal and Costanza Meneghetti
Georgia State University and West Virginia University
Downloads 212 (114,096)
Citation 1

Abstract:

Hedge funds, loan, lending relationship

22.

Institutional Investment and Intermediation in the Hedge Fund Industry

Number of pages: 47 Posted: 02 Jul 2013
Vikas Agarwal, Vikram K. Nanda and Sugata Ray
Georgia State University, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Florida - Warrington College of Business Administration
Downloads 210 (121,599)
Citation 2

Abstract:

Institutional investors, intermediation, hedge funds, investment consultants, funds of hedge funds

23.

Hedge Funds: A Survey of the Academic Literature

Foundations and Trends in Finance, Forthcoming
Number of pages: 120 Posted: 27 Aug 2015
Vikas Agarwal, Kevin Mullally and Narayan Y. Naik
Georgia State University, University of Alabama and London Business School - Institute of Finance and Accounting
Downloads 169 (13,772)

Abstract:

Hedge Funds, Alternative Investments, Long/Short

24.

Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds

Number of pages: 43 Posted: 27 Aug 2013 Last Revised: 12 Feb 2014
Vikas Agarwal, Yan Lu and Sugata Ray
Georgia State University, University of Central Florida-Department of Finance and University of Florida - Warrington College of Business Administration
Downloads 100 (145,428)

Abstract:

hedge funds, funds of hedge funds (FOF), simultaneous management

25.

What Happens 'Before the Birth' and 'After the Death' of a Hedge Fund?

Bankers, Markets & Investors, Forthcoming
Number of pages: 18 Posted: 14 Jul 2014
Vikas Agarwal, Vyacheslav Fos and Wei Jiang
Georgia State University, Boston College - Department of Finance and Columbia Business School - Finance and Economics
Downloads 91 (190,645)

Abstract:

database biases, self-selection bias, reporting bias, timing bias, hedge funds, mandatory and voluntary disclosure

26.

Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds

Number of pages: 41 Posted: 11 Mar 2015 Last Revised: 28 Jul 2017
Vikas Agarwal, George O. Aragon and Zhen Shi
Georgia State University, Arizona State University (ASU) - Finance Department and Georgia State University
Downloads 89 (104,544)

Abstract:

funds of hedge funds, liquidity transformation, asset liability management, investor fragility, cash holdings

27.

Management Compensation and Market Timing under Portfolio Constraints

Journal of Economic Dynamics and Control, Vol. 36, No. 10, 2012
Number of pages: 41 Posted: 25 Mar 2008 Last Revised: 17 Mar 2015
Vikas Agarwal, Juan-Pedro Gomez and Richard Priestley
Georgia State University, IE Business School and Norwegian Business School
Downloads 49 (316,460)

Abstract:

Market Timing, Incentive Fee, Benchmarking, Portfolio Constraints

28.

Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 02 Nov 2014 Last Revised: 13 Aug 2016
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
Georgia State University, University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads 48 (56,026)

Abstract:

Hedge Funds, Tail Risk, Portfolio Holdings, Funding Liquidity Risk, Leverage

29.

Hedge Funds

Foundations and Trends in Finance, Vol. 1, No. 2, 2005
Number of pages: 68 Posted: 24 Jun 2010
Vikas Agarwal and Narayan Y. Naik
Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 12 (490,745)
Citation 9
  • Add to Cart

Abstract:

30.

Mutual Fund Transparency and Corporate Myopia

Review of Financial Studies (Forthcoming)
Number of pages: 80 Posted: 08 Feb 2016 Last Revised: 02 Sep 2017
Georgia State University, Duke University and Duke University - Fuqua School of Business
Downloads 0 (60,026)

Abstract:

myopia, short-termism, innovation, mutual fund transparency, mutual fund portfolio disclosure, fund managers

31.

Risks and Portfolio Decisions Involving Hedge Funds

Review of Financial Studies, Forthcoming
Posted: 21 Apr 2003
Vikas Agarwal and Narayan Y. Naik
Georgia State University and London Business School - Institute of Finance and Accounting

Abstract:

hedge funds, option-based trading strategies, conditional Value-at-Risk, tail risk and multifactor models