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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51

CROSSREF CITATIONS

46

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 877 (27,088)
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 775 ( 32,189)
Citation 17

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 712 (35,618)
Citation 18

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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 63 (363,865)

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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 481 (60,272)
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 431 (68,842)
Citation 2

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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 379 ( 80,072)

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 301 (103,275)

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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 78 (322,697)

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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 371 (82,158)
Citation 12

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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, 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 309 (100,923)
Citation 13

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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 298 (105,008)
Citation 3

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Performance Evaluation, Market Timing, Styles, Hedge Funds

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 244 (129,550)
Citation 5

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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 237 (133,355)
Citation 2

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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
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 219 (143,987)
Citation 5

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

12.

Strategic Delays and Clustering in Hedge Fund Reported Returns

Downloads 171 (180,588)
Citation 6

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 118 (244,710)
Citation 7

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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 53 (396,649)
Citation 1

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disclosure, hedge funds, clustering, return smoothing

13.

Exploration or Exploitation? Hedge Funds in Venture Capital

Downloads 159 (192,199)

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 113 (252,545)

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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 46 (422,417)

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Venture capital, hedge funds, IPO, 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 Qian
Arizona State University (ASU) - Finance Department, Federal Reserve Board and Fanhai International School of Finance, Fudan University
Downloads 139 (214,786)

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

15.

Networks for Alpha: Prime Broker Connections and Hedge Fund Manager Selection

Number of pages: 45 Posted: 22 Nov 2019
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 114 (249,744)

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Hedge funds, prime brokers, information, due diligence, funds of funds

16.

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

Downloads 100 (273,621)

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 92 (291,032)

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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 (641,070)
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17.

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

Number of pages: 65 Posted: 06 Aug 2018 Last Revised: 22 Dec 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 - Department of Finance and Law
Downloads 73 (331,908)

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

18.

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 57 (377,380)

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Endowments, socially responsible investing, charitable donations

19.

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 (588,209)
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Portfolio performance, mutual fund performance, hedge funds, managed portfolios

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