Lubomir Petrasek

Federal Reserve Board

Financial Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 14,893

SSRN RANKINGS

Top 14,893

in Total Papers Downloads

2,638

CITATIONS

2

Scholarly Papers (7)

1.
Downloads 561 ( 39,322)
Citation 1

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) - Sloan School of Management and Federal Reserve Board
Downloads 440 (52,826)
Citation 1

Abstract:

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) - Sloan School of Management and Federal Reserve Board
Downloads 121 (196,249)
Citation 1

Abstract:

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

2.

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
Federal Reserve Board
Downloads 261 (93,663)

Abstract:

Dividend policy, payout policy, cross-listing, ADRs

3.

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 Federal Reserve Board
Downloads 228 (64,782)

Abstract:

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

4.

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 Federal Reserve Board
Downloads 188 (117,657)

Abstract:

Liquidity risk, institutional investors, hedge funds

5.

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
Federal Reserve Board
Downloads 63 (271,164)
Citation 1

Abstract:

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

6.

Asset Mispricing

NBER Working Paper No. w23231
Number of pages: 51 Posted: 19 Mar 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 Federal Reserve Board
Downloads 0 (413,605)
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Abstract:

7.

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

Number of pages: 51 Posted: 08 Jan 2016 Last Revised: 09 Oct 2016
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance, Federal Reserve Board and George Mason University - Finance Area
Downloads 0 (14,776)

Abstract:

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