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

20

DOWNLOADS
Rank 11,971

SSRN RANKINGS

Top 11,971

in Total Papers Downloads

6,648

SSRN CITATIONS
Rank 23,276

SSRN RANKINGS

Top 23,276

in Total Papers Citations

8

CROSSREF CITATIONS

37

Scholarly Papers (20)

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 2,187 (11,329)
Citation 4

Abstract:

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CFA, MBA, portfolio managment, portfolio risk

2.

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 709 (59,024)
Citation 1

Abstract:

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Valuation, High Tech Stocks, Industry Lifecycle

3.

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 596 (73,698)

Abstract:

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Hedge Fund, Market Timing, Nonlinearity, Crisis, Attrition

4.

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 561 (79,539)

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Hedge funds, Skewness, Coskewness, Performance

5.

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 496 (92,632)

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CFA, MBA, Portfolio management, Manager qualifications

6.

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, SUNY at Albany - School of Business and Florida Atlantic University
Downloads 486 (94,966)
Citation 2

Abstract:

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7.

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 449 (104,321)
Citation 6

Abstract:

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Hedge funds, Liquidity, Size, Strategy, Performance

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 437 (107,726)

Abstract:

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9.

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 233 (210,526)

Abstract:

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Investment Style, Portfolio Performance Evaluation, Benchmarks.

10.

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

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 186 (259,179)
Citation 1

Abstract:

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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 151 (309,641)

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

12.

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, State University of New York at Albany - School of Business and Center for Institutional Investment Management and Towson University - Department of Economics
Downloads 85 (466,433)
Citation 1

Abstract:

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13.

Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds

Quarterly Journal of Finance, Vol. 07, No. 02, 1750002 (2017)
Number of pages: 41 Posted: 30 Sep 2010 Last Revised: 30 Jun 2021
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 72 (513,360)

Abstract:

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

14.

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

Posted: 22 May 2019
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

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Mutual Funds, Quantitative, Fundamental

15.

Diversification Strategies and the Performance of Funds of Hedge Funds

Posted: 22 May 2019
Na Dai and Hany A. Shawky
SUNY at Albany - School of Business and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 0 (985,300)

Abstract:

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Diversification, fund of hedge funds, specialization, performance

16.

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:

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17.

Liquidity Risk and Economies of Scale in Funds of Hedge Funds

Journal of Alternative Investments, Fall 2014, 17 (2) 51-67, DOI: https://doi.org/10.3905/jai.2014.17.2.051
Posted: 01 Feb 2013 Last Revised: 30 Jun 2021
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

Abstract:

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

18.

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:

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Mutual funds, portfolio selection, risk-adjusted returns

19.

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

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20.

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

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