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

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6,430

SSRN CITATIONS
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Top 9,352

in Total Papers Citations

94

CROSSREF CITATIONS

44

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 900 (33,043)
Citation 3

Abstract:

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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 730 (43,391)
Citation 29

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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 2021
George O. Aragon and Philip E. Strahan
Arizona State University (ASU) - Finance Department and Boston College - Department of Finance
Downloads 68 (419,074)
Citation 6

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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 489 (73,440)
Citation 3

Abstract:

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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 489 (73,440)
Citation 2

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Swaps, convexity bias, Eurodollar futures, spanning

5.

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 400 (93,177)
Citation 14

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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 312 (122,223)

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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 83 (373,535)

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

7.

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 385 (97,413)
Citation 23

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Disclosure, Hedge Fund Performance, Financial Regulation

8.

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 (125,526)
Citation 3

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Performance Evaluation, Market Timing, Styles, Hedge Funds

9.

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 303 (126,840)
Citation 6

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

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 181 (208,750)

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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 102 (327,285)
Citation 1

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Venture capital, hedge funds, IPO, performance

11.

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 269 (143,660)
Citation 4

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

12.

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

Number of pages: 50 Posted: 22 Nov 2019 Last Revised: 19 Jun 2020
George O. Aragon, Ji-Woong Chung and Byoung Uk Kang
Arizona State University (ASU) - Finance Department, Korea University - Department of Finance and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 242 (159,457)

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

13.

Socially Responsible Investments: Costs and Benefits for University Endowment Funds

Number of pages: 61 Posted: 07 Sep 2019 Last Revised: 31 Dec 2020
Arizona State University (ASU) - Finance Department, Southwestern University of Finance and Economics (SWUFE), Aalto University School of Business and University at Buffalo
Downloads 241 (160,146)
Citation 2

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Endowments, social responsibility, charitable donations, fund performance

14.

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 189 (200,963)
Citation 7

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

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 126 (281,420)
Citation 9

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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 60 (447,582)
Citation 2

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disclosure, hedge funds, clustering, return smoothing

16.

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 184 (208,758)
Citation 2

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

17.

Fire Sale Risk and Expected Stock Returns

Number of pages: 62 Posted: 11 Aug 2020
George O. Aragon and Min S. Kim
Arizona State University (ASU) - Finance Department and Michigan State University - Department of Finance
Downloads 141 (257,153)

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

18.

Hedge Fund Liquidity Management: Insights for Fund Performance and Systemic Risk Oversight

Number of pages: 50 Posted: 05 Jan 2021 Last Revised: 22 Apr 2021
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 137 (263,051)

Abstract:

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Systemic risk, active investing, liquidity, hedge funds, performance, cash, borrowing

19.

Anticipatory Trading Against Distressed Mega Hedge Funds

Number of pages: 50 Posted: 09 Aug 2021 Last Revised: 11 Aug 2021
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 62 (434,171)

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Hedge funds, 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: 26 Aug 2021
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 19 (671,266)

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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

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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 (701,864)
Citation 1
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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

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Liquidity, transactions costs, hedge funds