George O. Aragon

Arizona State University (ASU) - Finance Department

W. P. Carey School of Business

PO Box 873906

Tempe, AZ 85287-3906

United States

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 9,707

SSRN RANKINGS

Top 9,707

in Total Papers Downloads

7,008

SSRN CITATIONS
Rank 9,168

SSRN RANKINGS

Top 9,168

in Total Papers Citations

95

CROSSREF CITATIONS

43

Scholarly Papers (22)

1.

Onshore and Offshore Hedge Funds: Are They Twins?

Number of pages: 42 Posted: 06 Mar 2007 Last Revised: 27 Jan 2011
George O. Aragon, Bing Liang and Hyuna Park
Arizona State University (ASU) - Finance Department, University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY
Downloads 910 (36,814)
Citation 3

Abstract:

Loading...

offshore hedge funds, lock-up provision, liquidity risk, master-feeder structure

Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy

Number of pages: 40 Posted: 27 Aug 2009
George O. Aragon and Philip E. Strahan
Arizona State University (ASU) - Finance Department and Boston College - Department of Finance
Downloads 739 (48,136)
Citation 29

Abstract:

Loading...

Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy

NBER Working Paper No. w15336
Number of pages: 41 Posted: 15 Sep 2009 Last Revised: 29 May 2022
George O. Aragon and Philip E. Strahan
Arizona State University (ASU) - Finance Department and Boston College - Department of Finance
Downloads 70 (453,205)
Citation 6

Abstract:

Loading...

3.

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

Number of pages: 50 Posted: 11 Mar 2015 Last Revised: 15 May 2018
Vikas Agarwal, George O. Aragon and Zhen Shi
Georgia State University, Arizona State University (ASU) - Finance Department and Georgia State University
Downloads 515 (77,403)
Citation 3

Abstract:

Loading...

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

4.

Interest Rate Swaps: An Asset Allocation Perspective

Boston College Carroll School of Management Working Paper
Number of pages: 33 Posted: 11 Mar 2002
George O. Aragon
Arizona State University (ASU) - Finance Department
Downloads 497 (80,884)
Citation 2

Abstract:

Loading...

Swaps, convexity bias, Eurodollar futures, spanning

5.

Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings

AFA 2011 Denver Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 47 Posted: 15 Mar 2012 Last Revised: 04 Sep 2013
George O. Aragon, Michael G. Hertzel and Zhen Shi
Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - Finance Department and Georgia State University
Downloads 430 (95,947)
Citation 22

Abstract:

Loading...

Disclosure, Hedge Fund Performance, Financial Regulation

6.

High-Water Marks and Hedge Fund Compensation

Number of pages: 46 Posted: 21 Jan 2010
George O. Aragon and Jun "QJ" Qian
Arizona State University (ASU) - Finance Department and Fanhai International School of Finance, Fudan University
Downloads 414 (100,199)
Citation 14

Abstract:

Loading...

Hedge Fund, High-Water Mark, Adverse Selection, Illiquidity, Lockup.

On Tournament Behavior in Hedge Funds: High Water Marks, Managerial Horizon, and the Backfilling Bias

Number of pages: 52 Posted: 18 Mar 2009 Last Revised: 27 Mar 2010
George O. Aragon and Vikram K. Nanda
Arizona State University (ASU) - Finance Department and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 316 (134,377)

Abstract:

Loading...

hedge funds, tournaments, risk-taking, backfilling, high-water marks

On Tournament Behavior in Hedge Funds: High Water Marks, Managerial Horizon, and the Backfilling Bias

Number of pages: 52 Posted: 15 Mar 2010
Vikram K. Nanda and George O. Aragon
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Arizona State University (ASU) - Finance Department
Downloads 84 (408,110)

Abstract:

Loading...

hedge funds, tournaments, risk-taking, backfilling, high-water marks

Exploration or Exploitation? Hedge Funds in Venture Capital

Number of pages: 32 Posted: 11 Oct 2018
George O. Aragon, Emma Li and Laura Anne Lindsey
Arizona State University (ASU) - Finance Department, Department of Finance and Arizona State University (ASU) - Finance Department
Downloads 228 (186,914)

Abstract:

Loading...

venture capital, hedge funds, IPO, performance

Exploration or Exploitation? Hedge Funds in Venture Capital

Number of pages: 32 Posted: 01 Oct 2018
George O. Aragon, Emma Li and Laura Anne Lindsey
Arizona State University (ASU) - Finance Department, Department of Finance and Arizona State University (ASU) - Finance Department
Downloads 122 (318,152)
Citation 1

Abstract:

Loading...

Venture capital, hedge funds, IPO, performance

9.

Responsible Investing: Costs and Benefits for University Endowment Funds

Number of pages: 62 Posted: 07 Sep 2019 Last Revised: 23 Mar 2022
Arizona State University (ASU) - Finance Department, Southwestern University of Finance and Economics (SWUFE), Aalto University School of Business and University at Buffalo
Downloads 344 (123,502)
Citation 2

Abstract:

Loading...

Endowments, social responsibility, charitable donations, fund performance

10.

Who Benefits in a Crisis? Evidence from Hedge Fund Stock and Option Holdings

Number of pages: 47 Posted: 07 Dec 2016 Last Revised: 01 Jan 2018
George O. Aragon, J. Spencer Martin and Zhen Shi
Arizona State University (ASU) - Finance Department, University of Melbourne - Faculty of Business and Economics and Georgia State University
Downloads 328 (130,005)
Citation 7

Abstract:

Loading...

Hedge Funds; Opportunistic Trading; Lockups; Options; Derivatives; Financial Crises

11.

Timing Multiple Markets: Theory and Evidence

Number of pages: 48 Posted: 24 Jul 2003
George O. Aragon
Arizona State University (ASU) - Finance Department
Downloads 306 (139,798)
Citation 3

Abstract:

Loading...

Performance Evaluation, Market Timing, Styles, Hedge Funds

12.

Do Prime Brokers Matter in the Search for Informed Hedge Fund Managers?

Management Science, Forthcoming
Number of pages: 54 Posted: 22 Nov 2019 Last Revised: 01 Mar 2022
George O. Aragon, Ji-Woong Chung and Byoung Uk Kang
Arizona State University (ASU) - Finance Department, Korea University and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 304 (140,778)

Abstract:

Loading...

Hedge funds, prime brokers, search frictions, due diligence, funds of funds

13.

Onshore and Offshore Hedge Funds: Are They Twins?

Number of pages: 53 Posted: 03 Mar 2012
Bing Liang, George O. Aragon and Hyuna Park
University of Massachusetts Amherst - Department of Finance, Arizona State University (ASU) - Finance Department and Brooklyn College - CUNY
Downloads 276 (155,397)
Citation 4

Abstract:

Loading...

offshore hedge funds, lock-up provision, liquidity risk, master-feeder structure

14.

Investor Protection and Capital Fragility: Evidence from Hedge Funds Around the World

Review of Financial Studies, forthcoming
Number of pages: 66 Posted: 06 Aug 2018 Last Revised: 07 Feb 2020
George O. Aragon, Vikram K. Nanda and Haibei Zhao
Arizona State University (ASU) - Finance Department, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Lehigh University - College of Business
Downloads 207 (205,217)
Citation 2

Abstract:

Loading...

Investor protection, hedge funds, flow-performance, fragility, operational risk

15.

The Use of Credit Default Swaps by Bond Mutual Funds: Liquidity Provision and Counterparty Risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 12 Sep 2017 Last Revised: 30 Dec 2017
George O. Aragon, Lei Li and Jun "QJ" Qian
Arizona State University (ASU) - Finance Department, Board of Governors of the Federal Reserve System and Fanhai International School of Finance, Fudan University
Downloads 204 (207,939)
Citation 7

Abstract:

Loading...

bond funds, credit default swaps, crisis, liquidity provision, counterparty risk

16.

Hedge Fund Liquidity Management: Insights for Fund Performance

Number of pages: 51 Posted: 05 Jan 2021 Last Revised: 23 Mar 2022
George O. Aragon, A. Tolga Ergun and Giulio Girardi
Arizona State University (ASU) - Finance Department, Securities and Exchange Commission and Securities and Exchange Commission
Downloads 195 (216,614)

Abstract:

Loading...

Liquidity buffer, hedge funds, fund performance, cash, borrowing

Strategic Delays and Clustering in Hedge Fund Reported Returns

Number of pages: 55 Posted: 03 Nov 2014
George O. Aragon and Vikram K. Nanda
Arizona State University (ASU) - Finance Department and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 127 (308,716)
Citation 9

Abstract:

Loading...

hedge funds, smoothing, clustering, strategic delay, disclosure

Strategic Delays and Clustering in Hedge Fund Reported Returns

Number of pages: 50 Posted: 15 Aug 2011 Last Revised: 04 Jun 2013
George O. Aragon and Vikram K. Nanda
Arizona State University (ASU) - Finance Department and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 62 (482,865)
Citation 2

Abstract:

Loading...

disclosure, hedge funds, clustering, return smoothing

18.

Fire Sale Risk and Expected Stock Returns

Number of pages: 77 Posted: 11 Aug 2020 Last Revised: 15 Mar 2022
George O. Aragon and Min S. Kim
Arizona State University (ASU) - Finance Department and Michigan State University - Department of Finance
Downloads 185 (226,763)

Abstract:

Loading...

fire sales, stock returns, ownership, mutual fund, fund flows

19.

Anticipatory Trading Against Distressed Mega Hedge Funds

Number of pages: 51 Posted: 09 Aug 2021 Last Revised: 01 Feb 2022
Georgia State University, Arizona State University (ASU) - Finance Department, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas
Downloads 109 (342,555)

Abstract:

Loading...

Hedge funds, Anticipatory trading, Front-running, Mega hedge funds, Fire sales

Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets

NBER Working Paper No. w24575
Number of pages: 40 Posted: 07 May 2018 Last Revised: 24 Feb 2022
George O. Aragon, Rajnish Mehra and Sunil Wahal
Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - W.P Carey School of Business, Department of Economics and Arizona State University (ASU) - Finance Department
Downloads 24 (691,949)

Abstract:

Loading...

Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets

Posted: 08 May 2018 Last Revised: 25 Mar 2020
George O. Aragon, Rajnish Mehra and Sunil Wahal
Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - W.P Carey School of Business, Department of Economics and Arizona State University (ASU) - Finance Department

Abstract:

Loading...

VIX futures, volatility risk premium, mean-reversion, momentum

21.

Portfolio Performance Evaluation

Foundations and Trends in Finance, Vol. 2, No. 2, pp. 83-190, 2006
Number of pages: 108 Posted: 14 Jun 2010
George O. Aragon and Wayne E. Ferson
Arizona State University (ASU) - Finance Department and University of Southern California
Downloads 12 (771,722)
Citation 1
  • Add to Cart

Abstract:

Loading...

Portfolio performance, mutual fund performance, hedge funds, managed portfolios

22.

Share Restrictions and Asset Pricing: Evidence from the Hedge Fund Industry

Journal of Financial Economics, Vol. 83, pp. 33-58, 2007
Posted: 07 Feb 2006
George O. Aragon
Arizona State University (ASU) - Finance Department

Abstract:

Loading...

Liquidity, transactions costs, hedge funds