Author Page for Narayan Y. Naik

1.

Hedge Funds: Performance, Risk, and Capital Formation

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Citation 233

2

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 8

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 83

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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 3,846 (3,334)

Citation 51

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3.

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

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

Downloads 3,276 (4,389)

Citation 50

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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 4

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5.

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 Central Florida and London Business School - Institute of Finance and Accounting

Downloads 2,677 (6,157)

Citation 2

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6.

Flows, Performance, and Managerial Incentives in Hedge Funds

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 78

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7.

Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis

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2

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 2,201 (8,286)

Citation 60

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.

Multi-Period Performance Persistence Analysis of Hedge Funds

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Citation 27

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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 2,149 (8,600)

Citation 27

Abstract:

Multi-Period Performance Persistence Analysis of Hedge Funds

Posted: 09 Mar 2001

Vikas Agarwal and Narayan Y. Naik

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

Abstract:

9.

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics, Vol. 125, No. 3, 491-510, 2017

Number of pages: 64 Posted: 29 Sep 2014 Last Revised: 09 Aug 2019

Vikas Agarwal, Yakup Eser Arısoy and Narayan Y. Naik

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

Downloads 1,833 (11,352)

Citation 10

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10.

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 1,699 (12,818)

Citation 88

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11.

Hedge Funds, Managerial Skill, and Macroeconomic Variables

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Citation 14

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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

Interdisciplinary Center (IDC) Herzliyah, Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business

Downloads 1,675 (12,874)

Citation 14

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

Interdisciplinary Center (IDC) Herzliyah, 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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12.

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 1,302 (19,301)

Citation 3

Abstract:

13.

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 1,203 (21,790)

Citation 5

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14.

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 13

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15.

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

Journal of Financial Economics (JFE), Vol. 77, No. 1, 2005

Number of pages: 53 Posted: 22 Mar 2002 Last Revised: 09 Nov 2020

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

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

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Citation 2

Abstract:

16.

Diverse Hedge Funds

Number of pages: 65 Posted: 18 Feb 2021 Last Revised: 22 Jun 2021

Yan Lu, Narayan Y. Naik and Melvyn Teo

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

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Abstract:

17.

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

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Citation 9

4

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 539 (64,452)

Citation 8

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 83 (373,940)

Abstract:

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

Journal of Finance, Vol. 58, No. 5, 2003

Number of pages: 51 Posted: 07 Nov 2008 Last Revised: 09 Nov 2020

Narayan Y. Naik and Pradeep K. Yadav

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

Downloads 69 (416,236)

Citation 1

Abstract:

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

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

Abstract:

18.

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 687 (47,802)

Citation 10

Abstract:

19.

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

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 582 (59,211)

Abstract:

20.

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 554 (63,004)

Citation 33

Abstract:

21.

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: 51 Posted: 16 Aug 1999 Last Revised: 20 Jul 2021

Narayan Y. Naik and Pradeep K. Yadav

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

Downloads 481 (75,090)

Citation 15

Abstract:

22.

Hedge Fund Franchises

Management Science, Forthcoming

Number of pages: 54 Posted: 24 Dec 2014 Last Revised: 11 Dec 2018

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 449 (81,529)

Citation 6

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23.

Preferencing, Internalization, Best Execution and Dealer Profits

Downloads 398 ( 93,812)

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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 398 (93,010)

Citation 19

Abstract:

Preferencing, Internalization, Best Execution, and Dealer Profits

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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24.

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

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 360 (105,214)

Citation 1

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25.

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 348 (109,263)

Abstract:

26.

Is Firm-Level Political Exposure Priced?

TRR 266 Accounting for Transparency Working Paper Series No. 9

Number of pages: 52 Posted: 13 Nov 2019 Last Revised: 04 Aug 2021

Evgenii Gorbatikov, Laurence van Lent, Narayan Y. Naik, Varun Sharma and Ahmed Tahoun

London Business School, Frankfurt School of Finance and Management, London Business School - Institute of Finance and Accounting, London Business School and London Business School

Downloads 337 (113,630)

Citation 3

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27.

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 319 (120,251)

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28.

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

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 268 (144,380)

Citation 11

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29.

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

Downloads 266 (145,460)

2

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 266 (144,855)

Citation 22

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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30.

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

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 258 (149,942)

Citation 5

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31.

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 158 (234,730)

Citation 1

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32.

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 36 (544,118)

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33.

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 30 (576,884)

Citation 3

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34.

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 14 (686,840)

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35.

Risks and Portfolio Decisions Involving Hedge Funds

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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36.

Trade Disclosure Regulation in Markets with Negotiated Trades

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 City University London - Faculty of Finance

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37.

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 City University London - Faculty of Finance

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38.

Spin-Offs and Information

Posted: 22 Aug 1998

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

University of Zurich, Independent and London Business School - Institute of Finance and Accounting

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39.

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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40.

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, Independent 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 (40)

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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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