George O. Aragon

Arizona State University (ASU) - Finance Department

W. P. Carey School of Business

PO Box 873906

Tempe, AZ 85287-3906

United States

  • Arizona State University (ASU) - Finance Department

SCHOLARLY PAPERS

20

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Top 9,384

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73

CROSSREF CITATIONS

47

Scholarly Papers (20)

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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 885 (28,388)
Citation 4

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

2.

Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy

Downloads 781 ( 33,800)
Citation 21

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 717 (37,399)
Citation 21

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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: 13 Oct 2009
George O. Aragon and Philip E. Strahan
Arizona State University (ASU) - Finance Department and Boston College - Department of Finance
Downloads 64 (377,860)

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3.

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 482 (63,526)
Citation 2

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Swaps, convexity bias, Eurodollar futures, spanning

4.

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 445 (70,089)
Citation 3

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

5.

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

Downloads 384 ( 83,372)

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 305 (107,434)

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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 79 (335,615)

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

6.

High-Water Marks and Hedge Fund Compensation

Number of pages: 46 Posted: 21 Jan 2010
George O. Aragon and Jun Qian
Arizona State University (ASU) - Finance Department and Fanhai International School of Finance, Fudan University
Downloads 375 (85,772)
Citation 14

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

7.

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

AFA 2011 Denver Meetings Paper
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 335 (97,413)
Citation 20

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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 303 (108,813)
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 263 (126,439)
Citation 5

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

10.

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 247 (134,824)
Citation 4

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

11.

Hedge Fund Liquidity Management

Number of pages: 61 Posted: 11 Sep 2017 Last Revised: 18 Dec 2017
George O. Aragon, A. Tolga Ergun, Mila Getmansky Sherman and Giulio Girardi
Arizona State University (ASU) - Finance Department, Securities and Exchange Commission, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Securities and Exchange Commission
Downloads 237 (140,403)
Citation 7

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Liquidity Management; Hedge Funds; Illiquidity; Cash Holdings; Fund Flows

12.

Exploration or Exploitation? Hedge Funds in Venture Capital

Downloads 185 (177,075)

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 129 (239,985)

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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 56 (404,519)

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Venture capital, hedge funds, IPO, performance

13.

Strategic Delays and Clustering in Hedge Fund Reported Returns

Downloads 174 (186,962)
Citation 7

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 119 (255,100)
Citation 8

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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 55 (408,073)
Citation 1

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disclosure, hedge funds, clustering, return smoothing

14.

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 146 (216,788)

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

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 Qian
Arizona State University (ASU) - Finance Department, Federal Reserve Board and Fanhai International School of Finance, Fudan University
Downloads 146 (216,788)
Citation 1

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

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 122 (249,315)

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

17.

Socially Responsible Investments: Costs and Benefits for University Endowment Funds

Number of pages: 55 Posted: 07 Sep 2019 Last Revised: 09 Dec 2019
George O. Aragon, Yuxiang Jiang, Juha Joenväärä and Cristian Ioan Tiu
Arizona State University (ASU) - Finance Department, Southwestern University of Finance and Economics (SWUFE), Aalto University School of Business and University at Buffalo
Downloads 96 (294,682)

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Endowments, socially responsible investing, charitable donations

18.

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 (615,774)
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Portfolio performance, mutual fund performance, hedge funds, managed portfolios

19.

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

Downloads 8 (643,400)

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

NBER Working Paper No. w24575
Number of pages: 40 Posted: 07 May 2018
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 8 (670,598)
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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

20.

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