Hany A. Shawky

State University of New York at Albany - School of Business and Center for Institutional Investment Management

Professor of Finance and Economics

School of Business

1400 Washington Ave.

Albany, NY 12222

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 5,132

SSRN RANKINGS

Top 5,132

in Total Papers Downloads

6,747

CITATIONS
Rank 14,581

SSRN RANKINGS

Top 14,581

in Total Papers Citations

25

Scholarly Papers (21)

1.

Are You Smarter than a CFA’er?

Number of pages: 25 Posted: 22 Aug 2009 Last Revised: 12 Apr 2013
Illinois State University - Department of Economics, Massey University - Department of Commerce and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 1,706 (6,757)

Abstract:

CFA, MBA, portfolio managment, portfolio risk

2.

Quantitative vs. Fundamental Analysis in Institutional Money Management: Where's the Beef?

Number of pages: 21 Posted: 19 Sep 2008 Last Revised: 15 Jun 2009
Massey University - Department of Commerce, State University of New York at Albany - School of Business and Center for Institutional Investment Management and Massey University - School of Economics and Finance
Downloads 1,001 (15,154)

Abstract:

Mutual Funds, Quantitative, Fundamental

3.

A Valuation Formula for Firms in the Early Stage of their Lifecycle

Number of pages: 34 Posted: 07 Apr 2004
Christophe Faugère and Hany A. Shawky
Kedge Business School Bordeaux and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 559 (35,329)
Citation 1

Abstract:

Valuation, High Tech Stocks, Industry Lifecycle

The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions

European Financial Management, 2006
Number of pages: 37 Posted: 10 Jul 2006
Bill Ding and Hany A. Shawky
Zhejiang University and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 517 (42,504)
Citation 10

Abstract:

Hedge funds, Skewness, Coskewness, Performance

The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions

European Financial Management, Vol. 13, No. 2, pp. 309-331, March 2007
Number of pages: 23 Posted: 04 Mar 2007
Bill Ding and Hany A. Shawky
Zhejiang University and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 23 (441,848)
Citation 10

Abstract:

5.

Diversification in the Hedge Fund Industry

Journal of Corporate Finance, Vol. 18, 2012
Number of pages: 43 Posted: 09 Jun 2010 Last Revised: 24 Nov 2014
Hany A. Shawky, Na Dai and Douglas J. Cumming
State University of New York at Albany - School of Business and Center for Institutional Investment Management, State University of New York at Albany - School of Business & Center for Institutional Investment Management and York University - Schulich School of Business
Downloads 421 (51,210)
Citation 1

Abstract:

6.

Liquidity Shocks, Size and the Relative Performance of Hedge Fund Strategies

Number of pages: 34 Posted: 25 Mar 2008 Last Revised: 05 Aug 2008
Bill Ding, Hany A. Shawky and Jianbo Tian
Zhejiang University, State University of New York at Albany - School of Business and Center for Institutional Investment Management and SUNY at Albany - Department of Economics
Downloads 387 (58,605)
Citation 5

Abstract:

Hedge funds, Liquidity, Size, Strategy, Performance

7.

The Market Timing Skills of Long/Short Equity Hedge Fund Managers

Number of pages: 32 Posted: 21 Feb 2013 Last Revised: 01 Sep 2013
Xin Li and Hany A. Shawky
State University of New York (SUNY) at Albany - Department of Economics and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 366 (54,908)

Abstract:

Hedge Fund, Market Timing, Nonlinearity, Crisis, Attrition

8.

The Case for Covered Bonds: An Alternative Funding Model for the US Mortgage Market

Number of pages: 23 Posted: 24 Jun 2009
Rita Biswas, David A. Buzen and Hany A. Shawky
University at Albany - SUNY, Churchill Financial Holdings LLC and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 366 (61,185)

Abstract:

9.

Are You Smarter than a CFA'er? Manager Qualifications and Portfolio Performance

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 24 Posted: 21 Aug 2010
Illinois State University - Department of Economics, Massey University - Department of Commerce and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 310 (70,891)

Abstract:

CFA, MBA, Portfolio management, Manager qualifications

10.

Diversification Strategies and the Performance of Funds of Hedge Funds

Number of pages: 20 Posted: 05 Dec 2010
Na Dai and Hany A. Shawky
State University of New York at Albany - School of Business & Center for Institutional Investment Management and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 304 (73,092)

Abstract:

Diversification, fund of hedge funds, specialization, performance

11.

Small-Cap Equity Mutual Fund Managers as Liquidity Providers

Journal of Empirical Finance, Forthcoming
Number of pages: 30 Posted: 17 Aug 2010 Last Revised: 20 Jan 2011
Hany A. Shawky and Jianbo Tian
State University of New York at Albany - School of Business and Center for Institutional Investment Management and SUNY at Albany - Department of Economics
Downloads 114 (192,934)

Abstract:

Liquidity creation, expected returns, trading behavior, small-cap mutual funds, mutual fund performance, bid-ask spread, turnover ratio

12.

Characterizing Value and Growth Investing in Institutional Portfolios

Number of pages: 25 Posted: 12 Sep 2010
Christophe Faugère, Hany A. Shawky and David M. Smith
Kedge Business School Bordeaux, State University of New York at Albany - School of Business and Center for Institutional Investment Management and State University of New York at Albany - School of Business
Downloads 108 (190,497)

Abstract:

Investment Style, Portfolio Performance Evaluation, Benchmarks.

13.

Econometric Issues in Modeling Returns and Managerial Efficiency in the Hedge Fund Industry

Presented at the Special Issue of Managerial and Decision Economics conference “Effects of Alternative Investments on Entrepreneurship, Innovation, and Growth” conference, October 29, 2012, SUNY Global Center, NYC,
Number of pages: 24 Posted: 29 Jun 2012
Kajal Lahiri, Hany A. Shawky and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York at Albany - School of Business and Center for Institutional Investment Management and Towson University - Department of Economics
Downloads 63 (289,907)

Abstract:

14.

Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds

Quarterly Journal of Finance, Forthcoming
Number of pages: 41 Posted: 30 Sep 2010 Last Revised: 08 Sep 2016
Hany A. Shawky and Ying Wang
State University of New York at Albany - School of Business and Center for Institutional Investment Management and State University of New York at Albany - School of Business
Downloads 34 (379,445)

Abstract:

Liquidity Risk, Liquidity, Hedge Funds, Asset Size, Performance, Diseconomies of Scale

15.

Volatility and Institutional Investor Holdings in a Declining Market: A Study of Nasdaq during the Year 2000

Journal of Applied Finance, Vol. 13, No. 2, Fall/Winter 2003
Number of pages: 11 Posted: 06 Jan 2005
Christophe Faugère and Hany A. Shawky
Kedge Business School Bordeaux and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 22 (318,145)
Citation 2

Abstract:

16.

Investment Performance of U.S.-Based Multinational Corporations

Journal of International Business Studies, Vol. 10, Issue 1, pp. 53-66, 1979
Number of pages: 14 Posted: 28 Feb 2011
Azmi D. Mikhail and Hany A. Shawky
affiliation not provided to SSRN and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 4 (523,000)
Citation 6

Abstract:

17.

Sell Discipline and Institutional Money Management

Journal of Portfolio Management, Vol. 30, Spring 2004
Posted: 25 Jun 2014
Christophe Faugère, Hany A. Shawky and David M. Smith
Kedge Business School Bordeaux, State University of New York at Albany - School of Business and Center for Institutional Investment Management and State University of New York at Albany - School of Business

Abstract:

18.

Liquidity Risk and Economies of Scale in Funds of Hedge Funds

Posted: 01 Feb 2013 Last Revised: 10 Apr 2014
Ying Wang and Hany A. Shawky
State University of New York at Albany - School of Business and State University of New York at Albany - School of Business and Center for Institutional Investment Management

Abstract:

liquidity risk, fund of hedge funds, asset size, performance, economies of scale

19.

Optimal Number of Stock Holdings in Mutual Fund Portfolios Based on Market Performance

Financial Review, Vol. 40, No. 4, November 2005
Posted: 13 Aug 2005
David M. Smith and Hany A. Shawky
State University of New York at Albany - School of Business and State University of New York at Albany - School of Business and Center for Institutional Investment Management

Abstract:

Mutual funds, portfolio selection, risk-adjusted returns

20.

Foreign Exchange Market Efficiency: Evidence From the Gulf War Period

95-3-v2.1
Posted: 13 Jul 1998
Rita Biswas and Hany A. Shawky
University at Albany - SUNY and State University of New York at Albany - School of Business and Center for Institutional Investment Management

Abstract:

21.

Expected Stock Returns, Real Business Activity and Consumption Smoothing

THE INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, Vol. 4 No. 2
Posted: 23 Oct 1996
Hany A. Shawky and Yajun Peng
State University of New York at Albany - School of Business and Center for Institutional Investment Management and SUNY University at Albany

Abstract: