Author Page for Narayan Y. Naik

1.

Hedge Funds: Performance, Risk, and Capital Formation

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Citation 117

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Hedge Funds: Performance, Risk, and Capital Formation

The Journal of Finance, Vol. LXIII, No. 4, August 2008

Number of pages: 44 Posted: 16 Aug 2005 Last Revised: 11 Jul 2011

William Fung, David A. Hsieh, Tarun Ramadorai and Narayan Y. Naik

PI Asset Management, LLC, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting

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Citation 117

Abstract:

Hedge Funds: Performance, Risk and Capital Formation

CEPR Discussion Paper No. 5565

Number of pages: 33 Posted: 27 Jun 2006

William Fung, David A. Hsieh, Tarun Ramadorai and Narayan Y. Naik

PI Asset Management, LLC, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting

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Citation 117

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2.

On Taking the 'Alternative' Route: Risks, Rewards, Style and Performance Persistence of Hedge Funds

Number of pages: 39 Posted: 25 Feb 1999

Vikas Agarwal and Narayan Y. Naik

Georgia State University and London Business School - Institute of Finance and Accounting

Downloads 3,530 (2,122)

Citation 36

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3.

Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies

EFA 0373; FA Working Paper No. 300

Number of pages: 51 Posted: 04 Oct 2000

Vikas Agarwal and Narayan Y. Naik

Georgia State University and London Business School - Institute of Finance and Accounting

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Citation 31

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4.

Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market

Journal of Empirical Finance, Forthcoming

Number of pages: 57 Posted: 15 Aug 2008 Last Revised: 15 Jan 2011

Vikas Agarwal, William Fung, Yee Cheng Loon and Narayan Y. Naik

Georgia State University, PI Asset Management, LLC, Securities and Exchange Commission (SEC) and London Business School - Institute of Finance and Accounting

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Citation 22

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5.

Flows, Performance, and Managerial Incentives in Hedge Funds

EFA 2003 Annual Conference Paper No. 501

Number of pages: 44 Posted: 03 Nov 2003

Vikas Agarwal, Naveen D. Daniel and Narayan Y. Naik

Georgia State University, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting

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Citation 57

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6.

Multi-Period Performance Persistence Analysis of Hedge Funds

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Citation 117

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Multi-Period Performance Persistence Analysis of Hedge Funds

Number of pages: 27 Posted: 23 Feb 2000

Vikas Agarwal and Narayan Y. Naik

Georgia State University and London Business School - Institute of Finance and Accounting

Downloads 2,080 (5,627)

Citation 117

Abstract:

Multi-Period Performance Persistence Analysis of Hedge Funds

Journal of Financial and Quantitative Analysis, Vol. 35, No. 3, September 2000

Posted: 09 Mar 2001

Vikas Agarwal and Narayan Y. Naik

Georgia State University and London Business School - Institute of Finance and Accounting

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7.

Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis

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Citation 86

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Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis

Number of pages: 47 Posted: 01 Nov 2005

Robert Kosowski, Narayan Y. Naik and Melvyn Teo

Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business

Downloads 1,963 (6,182)

Citation 86

Abstract:

Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis

Journal of Financial Economics (JFE), Vol. 84, No. 1, 2007

Posted: 19 Dec 2011

Robert Kosowski, Narayan Y. Naik and Melvyn Teo

Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business

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8.

Hedge Funds, Managerial Skill, and Macroeconomic Variables

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Citation 15

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Hedge Funds, Managerial Skill, and Macroeconomic Variables

AFA 2008 New Orleans Meetings Paper

Number of pages: 47 Posted: 22 Mar 2007 Last Revised: 15 Nov 2013

Doron Avramov, Robert Kosowski, Narayan Y. Naik and Melvyn Teo

Hebrew University of Jerusalem - Jerusalem School of Business Administration, Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business

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Citation 15

Abstract:

Hedge Funds, Managerial Skill, and Macroeconomic Variables

Journal of Financial Economics, Vol. 99, Issue 3, pp. 672-692, March 2011

Posted: 22 Feb 2010 Last Revised: 15 Nov 2013

Doron Avramov, Robert Kosowski, Narayan Y. Naik and Melvyn Teo

Hebrew University of Jerusalem - Jerusalem School of Business Administration, Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business

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9.

Role of Managerial Incentives and Discretion in Hedge Fund Performance

Journal of Finance, Forthcoming

Number of pages: 53 Posted: 08 Mar 2006 Last Revised: 11 Oct 2008

Vikas Agarwal, Naveen D. Daniel and Narayan Y. Naik

Georgia State University, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting

Downloads 1,494 (9,009)

Citation 91

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10.

Testing for Adverse Selection in Life Settlements: The Secondary Market for Life Insurance Policies

Number of pages: 38 Posted: 14 Jun 2013 Last Revised: 06 Jun 2016

Afonso V. Januario and Narayan Y. Naik

Schroders and London Business School - Institute of Finance and Accounting

Downloads 1,260 (67,326)

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11.

Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 2, 2009

Number of pages: 47 Posted: 19 Mar 2006 Last Revised: 04 Dec 2012

Nicole M. Boyson, Vikas Agarwal and Narayan Y. Naik

Northeastern University - D’Amore-McKim School of Business, Georgia State University and London Business School - Institute of Finance and Accounting

Downloads 1,159 (13,499)

Citation 15

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12.

Do Hedge Funds Manage Their Reported Returns?

The Review of Financial Studies, Forthcoming

Number of pages: 59 Posted: 16 Mar 2006 Last Revised: 08 Jan 2011

Vikas Agarwal, Naveen D. Daniel and Narayan Y. Naik

Georgia State University, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting

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Citation 12

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13.

Market Quality and Trader Behavior in a Manipulated Market: Anatomy of a Squeeze

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 53 Posted: 22 Mar 2002

Narayan Y. Naik, Pradeep K. Yadav and John J. Merrick

London Business School - Institute of Finance and Accounting, University of Oklahoma Price College of Business and College of William and Mary - Mason School of Business

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Citation 1

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14.

Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

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Citation 21

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Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

London Business School, IFA Working Paper No. 338

Number of pages: 51 Posted: 22 Oct 2001

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 520 (45,855)

Citation 21

Abstract:

Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

NYU Working Paper No. FIN-01-013

Number of pages: 51 Posted: 03 Nov 2008

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 78 (280,949)

Citation 20

Abstract:

Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

NYU Working Paper No. S-DRP-01-12

Number of pages: 51 Posted: 07 Nov 2008

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 53 (346,069)

Citation 20

Abstract:

Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

Journal of Finance, Vol. 58, pp. 1873-1904, October 2003

Posted: 06 Oct 2003

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

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15.

How Do Dealers in Government Bond Markets Manage Their Spot Risk with Derivatives? Evidence from London

AFA 2002 Atlanta Meetings; IFA Working Paper No. 301

Number of pages: 53 Posted: 10 Apr 2000

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 557 (41,383)

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16.

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 64 Posted: 29 Sep 2014 Last Revised: 29 Jul 2016

Vikas Agarwal, Yakup Eser Arısoy and Narayan Y. Naik

Georgia State University, Université Paris Dauphine - DRM Finance and London Business School - Institute of Finance and Accounting

Downloads 438 (7,799)

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17.

The Effects of Market Reform on Trading Costs of Public Investors: Evidence from the London Stock Exchange

EFA 0372; London Business School, Institute of Finance & Accounting Working Paper No. 296

Number of pages: 48 Posted: 16 Aug 1999

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 434 (54,020)

Citation 10

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18.

Preferencing, Internalization, Best Execution and Dealer Profits

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Citation 51

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Preferencing, Internalization, Best Execution and Dealer Profits

Number of pages: 53 Posted: 06 Dec 1997

Oliver Hansch, S. Viswanathan and Narayan Y. Naik

Pennsylvania State University, Duke University - Fuqua School of Business and London Business School - Institute of Finance and Accounting

Downloads 369 (69,977)

Citation 51

Abstract:

Preferencing, Internalization, Best Execution, and Dealer Profits

Journal of Finance

Posted: 08 Aug 1998

Oliver Hansch, S. Viswanathan and Narayan Y. Naik

Pennsylvania State University, Duke University - Fuqua School of Business and London Business School - Institute of Finance and Accounting

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19.

Portfolio Considerations in Risk Management by Financial Intermediaries: Evidence from Trading Behaviour of London Equity Dealers

EFA 2001 Barcelona Meetings

Number of pages: 54 Posted: 14 Jul 2001

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 344 (75,156)

Abstract:

20.

Is Stellar Hedge Fund Performance for Real?

Number of pages: 50 Posted: 12 Mar 2005

Robert Kosowski, Narayan Y. Naik and Melvyn Teo

Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business

Downloads 298 (82,068)

Citation 1

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21.

Dealer Behaviour and Market Quality When Insiders Trade

Number of pages: 44 Posted: 05 Mar 2002

Narayan Y. Naik, Pradeep K. Yadav and David Hillier

London Business School - Institute of Finance and Accounting, University of Oklahoma Price College of Business and University of Strathclyde - Department of Accounting and Finance

Downloads 296 (87,399)

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22.

Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange

Downloads 240 (113,273)

Citation 59

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Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange

Number of pages: 60 Posted: 03 Sep 1997

Oliver Hansch, S. Viswanathan and Narayan Y. Naik

Pennsylvania State University, Duke University - Fuqua School of Business and London Business School - Institute of Finance and Accounting

Downloads 240 (112,766)

Citation 59

Abstract:

Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange

Journal of Finance

Posted: 19 Mar 1998

Oliver Hansch, S. Viswanathan and Narayan Y. Naik

Pennsylvania State University, Duke University - Fuqua School of Business and London Business School - Institute of Finance and Accounting

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23.

Do Dealer Firms Manage Inventory on a Stock-by-Stock or a Portfolio Basis?

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 42 Posted: 22 Mar 2002

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 227 (110,909)

Citation 23

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24.

Trading Costs of Public Investors with Obligatory and Voluntary Market-Making: Evidence from Market Reforms

EFA 2003 Annual Conference Paper No. 408

Number of pages: 50 Posted: 07 Aug 2003

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 216 (113,273)

Citation 10

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25.

Hedge Funds: A Survey of the Academic Literature

Foundations and Trends in Finance, Forthcoming

Number of pages: 120 Posted: 27 Aug 2015

Vikas Agarwal, Kevin Mullally and Narayan Y. Naik

Georgia State University, University of Alabama and London Business School - Institute of Finance and Accounting

Downloads 169 (10,632)

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26.

Do Correlated Exposures Influence Intermediary Decision-Making? Evidence from Trading Behavior of Equity Dealers

London Bus. School, Institute of Finance & Accounting Working Paper No. 337

Number of pages: 41 Posted: 18 Oct 2001

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 150 (171,900)

Citation 1

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27.

Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation

IFA Working Paper 223-1996

Number of pages: 41 Posted: 19 May 1998 Last Revised: 19 Dec 2013

Ernst G. Maug and Narayan Y. Naik

University of Mannheim Business School and London Business School - Institute of Finance and Accounting

Downloads 141 (66,528)

Citation 17

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28.

Alpha Decay

SFS Finance Cavalcade 2016, Paris December 2015 Finance Meeting EUROFIDAI - AFFI

Number of pages: 56 Posted: 21 Mar 2015 Last Revised: 22 Nov 2017

Rick Di Mascio, Anton Lines and Narayan Y. Naik

Inalytics Limited, Columbia Business School and London Business School - Institute of Finance and Accounting

Downloads 127 (31,370)

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29.

Hedge Fund Franchises

Number of pages: 51 Posted: 24 Dec 2014 Last Revised: 15 Dec 2017

William Fung, David A. Hsieh, Narayan Y. Naik and Melvyn Teo

PI Asset Management, LLC, Duke University - Fuqua School of Business, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business

Downloads 101 (82,617)

Abstract:

30.

Do Correlated Exposures Influence Intermediary Decision-Making? Evidence from Trading Behavior of Equity Dealers

NYU Working Paper No. FIN-01-014

Number of pages: 41 Posted: 03 Nov 2008

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 32 (405,334)

Citation 1

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31.

Capacity Constraints and Hedge Fund Strategy Returns

European Financial Management, Vol. 13, No. 2, pp. 239-256, March 2007

Number of pages: 18 Posted: 04 Mar 2007

Narayan Y. Naik, Tarun Ramadorai and Maria Strömqvist

London Business School - Institute of Finance and Accounting, Imperial College London and Brummer & Partners

Downloads 29 (421,876)

Citation 34

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32.

Demystifying Hedge Funds

Business Strategy Review, Vol. 18, No. 2, pp. 68-72, Summer 2007

Number of pages: 5 Posted: 18 Jun 2007

Narayan Y. Naik and Mark Tapley

London Business School - Institute of Finance and Accounting and London Business School - Centre for Hedge Fund Research and Education

Downloads 27 (430,801)

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33.

Hedge Funds

Foundations and Trends in Finance, Vol. 1, No. 2, 2005

Number of pages: 68 Posted: 24 Jun 2010

Vikas Agarwal and Narayan Y. Naik

Georgia State University and London Business School - Institute of Finance and Accounting

Downloads 12 (508,996)

Citation 9

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34.

Risks and Portfolio Decisions Involving Hedge Funds

Review of Financial Studies, Forthcoming

Posted: 21 Apr 2003

Vikas Agarwal and Narayan Y. Naik

Georgia State University and London Business School - Institute of Finance and Accounting

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35.

Trade Disclosure Regulation in Markets with Negotiated Trades

Review Of Financial Studies, Vol. 12, Issue 3, 1999

Posted: 03 Jun 1999

Narayan Y. Naik, S. Viswanathan and Anthony Neuberger

London Business School - Institute of Finance and Accounting, Duke University - Fuqua School of Business and Cass Business School, City, University of London

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36.

Disclosure Regulation in Competitive Dealership Markets: Analysis of the London Stock Exchange

London Business School Institute of Finance and Accounting Working Paper 193

Posted: 04 Nov 1998

Narayan Y. Naik, S. Viswanathan and Anthony Neuberger

London Business School - Institute of Finance and Accounting, Duke University - Fuqua School of Business and Cass Business School, City, University of London

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37.

Spin-Offs and Information

Posted: 22 Aug 1998

Michel A. Habib, D. Bruce Johnsen and Narayan Y. Naik

University of Zurich, George Mason University - School of Law and London Business School - Institute of Finance and Accounting

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38.

Bid-Ask Bias in Cumulated Returns: An Analytical Approach

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2

Bid-Ask Bias in Cumulated Returns: An Analytical Approach

European Financial Management

Posted: 09 Jan 1998

Narayan Y. Naik and Vinay T. Datar

London Business School - Institute of Finance and Accounting and Seattle University

Abstract:

Bid-Ask Bias in Cumulated Returns: An Analytical Approach

European Financial Management, Vol 4, 1 March 1998

Posted: 05 May 1998

Vinay T. Datar and Narayan Y. Naik

Seattle University and London Business School - Institute of Finance and Accounting

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39.

Spinoffs and Information

J. OF FINANCIAL INTERMEDIATION, Vol. 6 No. 2

Posted: 09 Jun 1997

Michel A. Habib, D. Bruce Johnsen and Narayan Y. Naik

University of Zurich, George Mason University - School of Law and London Business School - Institute of Finance and Accounting

Narayan Y. Naik

London Business School - Institute of Finance and Accounting

Associate Professor of Finance

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Scholarly Papers (39)

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Hedge Funds: Performance, Risk and Capital Formation

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Capacity Constraints and Hedge Fund Strategy Returns

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Demystifying Hedge Funds

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Hedge Funds

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