Nicolas P. B. Bollen

Vanderbilt University - Finance

Professor of Finance

401 21st Avenue South

Nashville, TN 37203

United States

  • Vanderbilt University - Finance

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 3,490

SSRN RANKINGS

Top 3,490

in Total Papers Downloads

20,096

SSRN CITATIONS
Rank 2,680

SSRN RANKINGS

Top 2,680

in Total Papers Citations

557

CROSSREF CITATIONS

132

Scholarly Papers (19)

Actions:
Email selected abstracts
1.

Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution

Number of pages: 55 Posted: 02 Oct 2007 Last Revised: 13 May 2014
Veronika Krepely Pool and Nicolas P. B. Bollen
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 2,277 (13,006)
Citation 31

Abstract:

Loading...

hedge funds, return management

2.

Hedge Fund Performance: End of an Era?

Nicolas P.B. Bollen, Juha Joenväärä & Mikko Kauppila (2021) Hedge Fund Performance: End of an Era?, Financial Analysts Journal, 77:3, 109-132, DOI: 10.1080/0015198X.2021.1921564
Number of pages: 43 Posted: 11 Sep 2017 Last Revised: 19 Aug 2021
Nicolas P. B. Bollen, Juha Joenväärä and Mikko Kauppila
Vanderbilt University - Finance, Aalto University School of Business and University of Oulu
Downloads 2,211 (13,608)
Citation 17

Abstract:

Loading...

hedge fund performance

3.

Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud

Number of pages: 44 Posted: 15 Mar 2010 Last Revised: 13 May 2014
Nicolas P. B. Bollen and Veronika Krepely Pool
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 1,798 (18,864)
Citation 19

Abstract:

Loading...

hedge funds, fraud, SEC

4.

On the Timing Ability of Mutual Fund Managers

Number of pages: 32 Posted: 08 Nov 2000
Jeffrey A. Busse and Nicolas P. B. Bollen
Emory University - Department of Finance and Vanderbilt University - Finance
Downloads 1,720 (20,228)
Citation 21

Abstract:

Loading...

5.

Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

Number of pages: 54 Posted: 08 Aug 2002
Nicolas P. B. Bollen and Robert Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 1,509 (24,691)
Citation 113

Abstract:

Loading...

Option valuation, market efficiency, limits to arbitrage

6.

Modeling the Bid/Ask Spread: Measuring the Inventory-Holding Premium

Number of pages: 57 Posted: 05 Dec 2002
Nicolas P. B. Bollen, Robert Whaley and Tom Smith
Vanderbilt University - Finance, Vanderbilt University - Finance and University of Queensland - Faculty of Business, Economics and Law
Downloads 1,475 (25,537)
Citation 20

Abstract:

Loading...

market microstructure, determinants of spread, option value

7.

Hedge Fund Risk Dynamics: Implications for Performance Appraisal

AFA 2008 New Orleans Meetings Paper
Number of pages: 63 Posted: 04 Mar 2007
Nicolas P. B. Bollen and Robert Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 1,435 (26,582)
Citation 24

Abstract:

Loading...

hedge funds, factor models, time-varying beta

8.

Mutual Fund Attributes and Investor Behavior

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 41 Posted: 07 May 2006
Nicolas P. B. Bollen
Vanderbilt University - Finance
Downloads 1,417 (27,094)
Citation 93

Abstract:

Loading...

socially responsible investing, mutual funds, behavioral finance, fund flows

9.

Locked Up by a Lockup: Valuing Liquidity as a Real Option

Downloads 1,377 (28,275)
Citation 20

Locked Up by a Lockup: Valuing Liquidity as a Real Option

Number of pages: 49 Posted: 30 Oct 2008 Last Revised: 17 Nov 2012
Andrew Ang and Nicolas P. B. Bollen
BlackRock, Inc and Vanderbilt University - Finance
Downloads 799 (60,146)
Citation 3

Abstract:

Loading...

Cost of illiquidity, hedge fund valuation, exercise restriction, redemption notice period, lockup, suspension clause

Locked Up by a Lockup: Valuing Liquidity as a Real Option

Financial Management, Vol. 39, No. 3, pp. 1069-1096, November 2008
Number of pages: 49 Posted: 21 Oct 2011
Andrew Ang and Nicolas P. B. Bollen
BlackRock, Inc and Vanderbilt University - Finance
Downloads 259 (226,932)
Citation 3

Abstract:

Loading...

Locked Up by a Lockup: Valuing Liquidity as a Real Option

Number of pages: 40 Posted: 11 Mar 2009
Andrew Ang and Nicolas P. B. Bollen
BlackRock, Inc and Vanderbilt University - Finance
Downloads 222 (263,914)
Citation 14

Abstract:

Loading...

hedge fund lockup, withdrawal, redemption notice period, suspension clause

Locked Up by a Lockup: Valuing Liquidity as a Real Option

NBER Working Paper No. w15937
Number of pages: 56 Posted: 26 Apr 2010 Last Revised: 20 Jul 2023
Andrew Ang and Nicolas P. B. Bollen
BlackRock, Inc and Vanderbilt University - Finance
Downloads 97 (524,224)
Citation 8

Abstract:

Loading...

10.

When It Pays to Follow the Crowd: Strategy Conformity and CTA Performance

Journal of Futures Markets
Number of pages: 47 Posted: 14 Nov 2019 Last Revised: 09 Feb 2021
Nicolas P. B. Bollen, Mark C. Hutchinson and John O'Brien
Vanderbilt University - Finance, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 1,051 (41,786)

Abstract:

Loading...

CTA, Strategy Distinctiveness

11.

Conditional Return Smoothing in the Hedge Fund Industry

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 53 Posted: 17 Oct 2006
Nicolas P. B. Bollen and Veronika Krepely Pool
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 1,005 (44,537)
Citation 6

Abstract:

Loading...

Hedge funds, fraud

12.

How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity

Vanderbilt Owen Graduate School of Management Research Paper No. 2608549, Charles A. Dice Center Working Paper No. 2015-08, Fisher College of Business Working Paper No. 2015-03-08
Number of pages: 58 Posted: 22 May 2015 Last Revised: 19 Mar 2016
Nicolas P. B. Bollen and Berk A. Sensoy
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 687 (74,370)
Citation 10

Abstract:

Loading...

private equity, performance, secondary market, liquidity, value, risk

13.

A Screen for Fraudulent Return Smoothing in the Hedge Fund Industry

Number of pages: 51 Posted: 18 Mar 2005
Nicolas P. B. Bollen and Veronika Krepely Pool
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 526 (103,924)
Citation 2

Abstract:

Loading...

Hedge funds, fraud

14.

Zero-R2 Hedge Funds and Market Neutrality

Number of pages: 48 Posted: 02 Mar 2011 Last Revised: 17 Nov 2012
Nicolas P. B. Bollen
Vanderbilt University - Finance
Downloads 454 (124,013)
Citation 13

Abstract:

Loading...

15.

Decreasing Returns to Scale has Eroded Hedge Fund Performance Persistence

Critical Finance Review, Forthcoming
Number of pages: 57 Posted: 06 Nov 2023 Last Revised: 17 May 2024
Nicolas P. B. Bollen, Juha Joenväärä and Mikko Kauppila
Vanderbilt University - Finance, Aalto University School of Business and University of Oulu
Downloads 431 (131,858)

Abstract:

Loading...

performance persistence, decreasing returns to scale, replication, hedge funds

16.

Market Microstructure of the Pink Sheets

Number of pages: 47 Posted: 20 Feb 2007 Last Revised: 17 Nov 2012
William G. Christie and Nicolas P. B. Bollen
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 364 (159,676)
Citation 4

Abstract:

Loading...

tick size, Pink Sheets market

17.

When Hedge Funds Block the Exits

Number of pages: 19 Posted: 25 Aug 2011
Andrew Ang and Nicolas P. B. Bollen
BlackRock, Inc and Vanderbilt University - Finance
Downloads 215 (272,953)
Citation 2

Abstract:

Loading...

18.

Gender, Risk Tolerance, and False Consensus in Asset Allocation Recommendations

Vanderbilt Owen Graduate School of Management Research Paper No. 3059896
Number of pages: 44 Posted: 27 Oct 2017
Nicolas P. B. Bollen and Steven S. Posavac
Vanderbilt University - Finance and Vanderbilt University - Marketing
Downloads 144 (387,411)
Citation 4

Abstract:

Loading...

Risk Tolerance, Gender, Asset Allocation

19.

Send in the Clones? Hedge Fund Replication Using Futures Contracts

Vanderbilt Owen Graduate School of Management Research Paper No. 2102593, https://doi.org/10.3905/jai.2013.16.2.080
Posted: 21 May 2019
Nicolas P. B. Bollen and Gregg S. Fisher
Vanderbilt University - Finance and Quent Capital, LLC

Abstract:

Loading...

Hedge fund, replication, market timing