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

22

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94

CROSSREF CITATIONS

44

Scholarly Papers (22)

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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 900 (33,043)
Citation 3

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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 798 ( 39,019)
Citation 27

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

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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.

6.

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

Downloads 395 ( 94,476)

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

10.

Exploration or Exploitation? Hedge Funds in Venture Capital

Downloads 283 (136,301)
Citation 1

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
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 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

15.

Strategic Delays and Clustering in Hedge Fund Reported Returns

Downloads 186 (203,808)
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 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)

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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
Vikas Agarwal, George O. Aragon, Vikram K. Nanda and Kelsey D. Wei
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

20.

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

Downloads 19 (649,417)

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