Lubomir Petrasek

Federal Reserve Board

Financial Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

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Top 14,456

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3,282

CITATIONS
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SSRN RANKINGS

Top 39,946

in Total Papers Citations

12

Scholarly Papers (7)

1.

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 - Department of Finance
Downloads 1,407 (12,767)
Citation 2

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

2.
Downloads 824 ( 28,393)
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 486 (56,412)
Citation 1

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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 338 (87,236)

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

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 418 (68,567)

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

4.

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 280 (107,899)
Citation 1

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Dividend policy, payout policy, cross-listing, ADRs

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 Federal Reserve Board
Downloads 237 (128,196)
Citation 2

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Liquidity risk, institutional investors, hedge funds

6.

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 86 (290,382)

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

7.

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 30 (464,796)
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