Lubomir Petrasek

Board of Governors of the Federal Reserve System

Financial Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

20

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6,312

TOTAL CITATIONS
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Top 11,839

in Total Papers Citations

47

Scholarly Papers (20)

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1.

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

Downloads 1,968 (17,629)
Citation 4

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

Number of pages: 47 Posted: 08 Jan 2016 Last Revised: 11 Jan 2020
Mark Grinblatt, Gergana Jostova, Lubomir Petrasek and Alexander Philipov
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 1,968 (17,302)
Citation 4

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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
Mark Grinblatt, Gergana Jostova, Lubomir Petrasek and Alexander Philipov
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

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Hedge Funds, Mutual Funds, Momentum, Performance

2.

LTCM Redux? Hedge Fund Treasury Trading, Funding Fragility, and Risk Constraints

Downloads 1,404 (29,556)
Citation 7

LTCM Redux? Hedge Fund Treasury Trading, Funding Fragility, and Risk Constraints

Number of pages: 102 Posted: 05 Apr 2021 Last Revised: 12 Jul 2024
Mathias S. Kruttli, Phillip Monin, Lubomir Petrasek and Sumudu W. Watugala
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 1,119 (40,540)
Citation 1

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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
Mathias S. Kruttli, Phillip Monin, Lubomir Petrasek and Sumudu W. Watugala
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 285 (222,185)
Citation 6

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3.

Hedge Fund Holdings and Stock Market Efficiency

Downloads 1,144 (39,807)
Citation 24

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 575 (98,949)
Citation 21

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

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 569 (100,293)
Citation 3

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Hedge funds, institutional investors, market efficiency

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 545 (107,186)
Citation 6

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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 383 (162,806)
Citation 4

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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 311 (204,120)
Citation 1

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Dividend policy, payout policy, cross-listing, ADRs

7.

Risk-averse Dealers in a Risk-free Market – The Role of Internal Risk Limits

Number of pages: 46 Posted: 14 May 2024
Dan Li, Lubomir Petrasek and Mary H. Tian
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
Downloads 151 (405,529)

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Dealer Intermediation, Treasury Market, Risk Limits, Regulation, Market Liquidity

8.

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 147 (414,484)

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

9.

Asset Mispricing

Downloads 130 (456,999)
Citation 1

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 100 (561,057)
Citation 1

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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 30 (1,010,836)

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Asset Pricing, Corporate Bonds

10.

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 100 (555,929)

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Liquidity, Credit Risk, Corporate Bonds, Government Guarantees

11.

Credit Supply and Hedge Fund Performance: Evidence from Prime Broker Surveys

FEDS Working Paper No. 2024-89
Number of pages: 35 Posted: 18 Dec 2024
Dan Li, 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
Downloads 29 (993,680)

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Hedge funds, Dealers, Leverage, Prime brokerage, Financing, Surveys

12.

Assessment of Dealer Capacity to Intermediate in Treasury and Agency MBS Markets

FEDS Notes No. 2024-10-22
Posted: 18 Dec 2024
Paul Cochran, Lubomir Petrasek, Zack Saravay, Mary H. Tian and Edward Wu
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 Independent

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13.

Why Do Mutual Funds Invest in Treasury Futures?

FEDS Notes No. 2024-05-10-1
Posted: 20 May 2024
Benjamin Iorio, Dan Li and Lubomir Petrasek
Independent, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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14.

Quantifying Treasury Cash-Futures Basis Trades

FEDS Notes No. 2024-03-08-3
Posted: 15 Mar 2024
Jonathan Glicoes, Benjamin Iorio, Phillip Monin and Lubomir Petrasek
Independent, Independent, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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15.

Dealers' Treasury Market Intermediation and the Supplementary Leverage Ratio

FEDS Notes No. 2023-08-03
Posted: 20 Oct 2023
Paul Cochran, Sebastian Infante, Lubomir Petrasek, Zack Saravay and Mary H. Tian
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

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16.

Dealers' Treasury Market Intermediation and the Supplementary Leverage Ratio

FEDS Notes No. 2023-08-03
Posted: 15 Sep 2023
Paul Cochran, Sebastian Infante, Lubomir Petrasek, Zack Saravay and Mary H. Tian
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

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17.

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

FEDS Notes No. 2022-10-11
Posted: 17 Oct 2022
Sebastian Infante, Phillip Monin, Lubomir Petrasek and Mary H. Tian
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

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18.

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

FEDS Notes No. 2022-08-05-1
Posted: 10 Aug 2022
Sebastian Infante, Lubomir Petrasek, Zack Saravay and Mary H. Tian
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

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19.

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

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20.

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
Ellen E. Meade, Yoshio Nozawa, Lubomir Petrasek and Joyce K. Zickler
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

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