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

15

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CITATIONS
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in Total Papers Citations

85

Scholarly Papers (15)

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 799 (22,408)
Citation 10

Abstract:

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 684 (29,696)
Citation 25

Abstract:

Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy

NBER Working Paper No. w15336
Number of pages: 41 Posted: 15 Sep 2009
George O. Aragon and Philip E. Strahan
Arizona State University (ASU) - Finance Department and Boston College - Department of Finance
Downloads 57 (315,711)
Citation 25

Abstract:

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 454 (49,226)
Citation 1

Abstract:

Swaps, convexity bias, Eurodollar futures, spanning

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 278 (90,690)
Citation 7

Abstract:

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 71 (280,707)
Citation 7

Abstract:

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

5.

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 289 (77,334)
Citation 8

Abstract:

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

6.

Timing Multiple Markets: Theory and Evidence

Number of pages: 48 Posted: 24 Jul 2003
George O. Aragon
Arizona State University (ASU) - Finance Department
Downloads 270 (90,073)
Citation 7

Abstract:

Performance Evaluation, Market Timing, Styles, Hedge Funds

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 176 (110,736)
Citation 4

Abstract:

Disclosure, Hedge Fund Performance, Financial Regulation

8.

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 173 (113,662)
Citation 7

Abstract:

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

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 96 (232,450)
Citation 5

Abstract:

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 35 (389,317)
Citation 5

Abstract:

disclosure, hedge funds, clustering, return smoothing

10.

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 (104,651)

Abstract:

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

11.

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 (491,128)
Citation 11
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Abstract:

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

12.

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

Number of pages: 45 Posted: 12 Sep 2017
George O. Aragon, Lei Li and Jun Qian
Arizona State University (ASU) - Finance Department, University of Kansas - School of Business and Fanhai International School of Finance, Fudan University
Downloads 0 (491,128)

Abstract:

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

13.

Hedge Fund Liquidity Management

Number of pages: 61 Posted: 11 Sep 2017 Last Revised: 23 Sep 2017
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 0 (352,730)

Abstract:

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

14.

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

Number of pages: 33 Posted: 07 Dec 2016
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 0 (261,197)

Abstract:

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

15.

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:

Liquidity, transactions costs, hedge funds