Lubomir Petrasek

Board of Governors of the Federal Reserve System

Financial Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 17,048

SSRN RANKINGS

Top 17,048

in Total Papers Downloads

5,362

SSRN CITATIONS
Rank 14,809

SSRN RANKINGS

Top 14,809

in Total Papers Citations

84

CROSSREF CITATIONS

11

Scholarly Papers (15)

Style and Skill: Hedge Funds, Mutual Funds, and Momentum

Number of pages: 47 Posted: 08 Jan 2016 Last Revised: 11 Jan 2020
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance, Board of Governors of the Federal Reserve System and George Mason University - Department of Finance
Downloads 1,849 (16,389)
Citation 4

Abstract:

Loading...

Hedge funds, mutual funds, momentum, contrarian, anomalies, stock-picking skill

Style and Skill: Hedge Funds, Mutual Funds, and Momentum

Management Science, Forthcoming
Posted: 29 Jan 2020
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance, Board of Governors of the Federal Reserve System and George Mason University - Department of Finance

Abstract:

Loading...

Hedge Funds, Mutual Funds, Momentum, Performance

2.
Downloads 1,074 (37,581)
Citation 21

Hedge Fund Holdings and Stock Market Efficiency

FEDS Working Paper No. 2014-36
Number of pages: 61 Posted: 25 May 2014
Charles Cao, Bing Liang, Andrew W. Lo and Lubomir Petrasek
Pennsylvania State University, University of Massachusetts Amherst - Department of Finance, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Board of Governors of the Federal Reserve System
Downloads 556 (89,172)
Citation 3

Abstract:

Loading...

Hedge funds, institutional investors, market efficiency

Hedge Fund Holdings and Stock Market Efficiency

Review of Asset Pricing Studies (RAPS), Forthcoming
Number of pages: 65 Posted: 14 Jun 2016 Last Revised: 20 Apr 2017
Charles Cao, Bing Liang, Andrew W. Lo and Lubomir Petrasek
Pennsylvania State University, University of Massachusetts Amherst - Department of Finance, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Board of Governors of the Federal Reserve System
Downloads 518 (97,444)
Citation 21

Abstract:

Loading...

hedge funds, institutional investors, equity holdings, market efficiency, liquidity crises

LTCM Redux? Hedge Fund Treasury Trading and Funding Fragility

Number of pages: 86 Posted: 05 Apr 2021 Last Revised: 19 Apr 2023
Kelley Business School - Indiana University, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Indiana University - Kelley School of Business - Department of Finance
Downloads 781 (57,494)
Citation 1

Abstract:

Loading...

Hedge funds, Treasury markets, arbitrage, VaR, risk constraints, liquidity, creditor constraints, relative value

Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis

FEDS Working Paper No. 2021-38
Number of pages: 68 Posted: 09 Jul 2021
Kelley Business School - Indiana University, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Indiana University - Kelley School of Business - Department of Finance
Downloads 201 (269,518)
Citation 2

Abstract:

Loading...

4.

What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk Arbitrage Strategy

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 56 Posted: 20 Apr 2012 Last Revised: 01 Aug 2014
Charles Cao, Bradley A. Goldie, Bing Liang and Lubomir Petrasek
Pennsylvania State University, Miami University, University of Massachusetts Amherst - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 507 (100,876)
Citation 6

Abstract:

Loading...

Hedge funds, hedge fund holdings, performance evaluation, risk arbitrage strategy

5.

Liquidity Risk and Institutional Ownership

Journal of Financial Markets, Forthcoming, FEDS Working Paper No. 2011-49
Number of pages: 54 Posted: 17 Nov 2011 Last Revised: 20 Oct 2015
Charles Cao and Lubomir Petrasek
Pennsylvania State University and Board of Governors of the Federal Reserve System
Downloads 314 (174,595)
Citation 4

Abstract:

Loading...

Liquidity risk, institutional investors, hedge funds

6.

Do Transparent Firms Pay Out More Cash to Shareholders? Evidence from International Cross-listings

Financial Management, Fall 2012, v. 41, iss. 3, pp. 615-36
Number of pages: 35 Posted: 25 Mar 2008 Last Revised: 13 Nov 2015
Lubomir Petrasek
Board of Governors of the Federal Reserve System
Downloads 303 (180,622)
Citation 1

Abstract:

Loading...

Dividend policy, payout policy, cross-listing, ADRs

7.

Multimarket Trading and the Cost of Debt: Evidence from Global Bonds

ECB Working Paper No. 1212
Number of pages: 47 Posted: 11 Jun 2010
Lubomir Petrasek
Board of Governors of the Federal Reserve System
Downloads 136 (376,723)

Abstract:

Loading...

Cost of debt, corporate bonds, liquidity, international financial markets

8.
Downloads 116 (425,231)
Citation 5

Asset Mispricing

NBER Working Paper No. w23231
Number of pages: 51 Posted: 19 Mar 2017 Last Revised: 24 Jun 2023
Kurt F. Lewis, Francis A. Longstaff and Lubomir Petrasek
Board of Governors of the Federal Reserve System, University of California, Los Angeles (UCLA) - Finance Area and Board of Governors of the Federal Reserve System
Downloads 92 (504,404)
Citation 1

Abstract:

Loading...

Asset Mispricing

Number of pages: 60 Posted: 02 Jun 2017
Kurt F. Lewis, Francis A. Longstaff and Lubomir Petrasek
Board of Governors of the Federal Reserve System, University of California, Los Angeles (UCLA) - Finance Area and Board of Governors of the Federal Reserve System
Downloads 24 (914,027)

Abstract:

Loading...

Asset Pricing, Corporate Bonds

9.

Corporate Bond Illiquidity: Evidence from Government Guarantees

Number of pages: 39 Posted: 06 Aug 2020
Kurt F. Lewis and Lubomir Petrasek
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 81 (544,928)

Abstract:

Loading...

Liquidity, Credit Risk, Corporate Bonds, Government Guarantees

10.

Dealers' Treasury Market Intermediation and the Supplementary Leverage Ratio

FEDS Notes No. 2023-08-03
Posted: 20 Oct 2023
Independent, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

11.

Dealers' Treasury Market Intermediation and the Supplementary Leverage Ratio

FEDS Notes No. 2023-08-03
Posted: 15 Sep 2023
Independent, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

12.

Non-Bank Financial Institutions and the Slope of the Yield Curve

FEDS Notes No. 2022-10-11
Posted: 17 Oct 2022
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

13.

Insights from Revised Form FR2004 into Primary Dealer Securities Financing and MBS Activity

FEDS Notes No. 2022-08-05-1
Posted: 10 Aug 2022
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

14.

Sizing Hedge Funds' Treasury Market Activities and Holdings

FEDS Notes No. 2021-10-06-3
Posted: 18 Oct 2021
Ayelen Banegas, Phillip Monin and Lubomir Petrasek
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

15.

The Effects of FOMC Communications Before Policy Tightening in 1994 and 2004

FEDS Notes No. 2015-09-24 https://doi.org/10.17016/2380-7172.1559
Posted: 24 Oct 2015
Board of Governors of the Federal Reserve System, University of Toronto, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...