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

18

DOWNLOADS
Rank 8,924

SSRN RANKINGS

Top 8,924

in Total Papers Downloads

5,070

CITATIONS
Rank 4,348

SSRN RANKINGS

Top 4,348

in Total Papers Citations

124

Scholarly Papers (18)

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 875 (25,857)
Citation 5

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 706 (34,239)
Citation 79

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: 13 Oct 2009
George O. Aragon and Philip E. Strahan
Arizona State University (ASU) - Finance Department and Boston College - Department of Finance
Downloads 63 (347,994)

Abstract:

Loading...

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 480 (57,507)
Citation 2

Abstract:

Loading...

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 416 (68,433)
Citation 2

Abstract:

Loading...

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

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 295 (100,752)
Citation 7

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 75 (315,996)
Citation 6

Abstract:

Loading...

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 362 (80,618)
Citation 8

Abstract:

Loading...

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

7.

Timing Multiple Markets: Theory and Evidence

Number of pages: 48 Posted: 24 Jul 2003
George O. Aragon
Arizona State University (ASU) - Finance Department
Downloads 295 (101,288)
Citation 4

Abstract:

Loading...

Performance Evaluation, Market Timing, Styles, Hedge Funds

8.

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 293 (102,009)
Citation 27

Abstract:

Loading...

Disclosure, Hedge Fund Performance, Financial Regulation

9.

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 241 (125,147)
Citation 8

Abstract:

Loading...

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

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 216 (139,366)
Citation 1

Abstract:

Loading...

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

11.

Hedge Fund Liquidity Management

Number of pages: 61 Posted: 11 Sep 2017 Last Revised: 18 Dec 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 206 (145,663)
Citation 2

Abstract:

Loading...

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

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 113 (241,562)
Citation 5

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 48 (396,773)

Abstract:

Loading...

disclosure, hedge funds, clustering, return smoothing

13.

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 127 (220,379)
Citation 1

Abstract:

Loading...

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

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 85 (295,016)

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 32 (462,891)

Abstract:

Loading...

Venture capital, hedge funds, IPO, performance

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

Number of pages: 39 Posted: 08 May 2018 Last Revised: 24 Dec 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 84 (295,016)

Abstract:

Loading...

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

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 (611,456)
  • Add to Cart

Abstract:

Loading...

16.

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

Number of pages: 51 Posted: 06 Aug 2018 Last Revised: 10 May 2019
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
Downloads 38 (426,707)

Abstract:

Loading...

Corruption, hedge funds, flow-performance, fragility, operational risk

17.

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 (561,473)
Citation 10
  • Add to Cart

Abstract:

Loading...

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

18.

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