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

12

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Top 15,817

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4,597

SSRN CITATIONS
Rank 22,252

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Top 22,252

in Total Papers Citations

32

CROSSREF CITATIONS

12

Scholarly Papers (12)

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 1,731 (14,243)
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
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.
Downloads 994 ( 32,922)
Citation 12

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 524 (76,021)
Citation 3

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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) - Laboratory for Financial Engineering and Board of Governors of the Federal Reserve System
Downloads 470 (86,791)
Citation 10

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

LTCM Redux? Hedge Fund Treasury Trading and Funding Fragility

Number of pages: 81 Posted: 05 Apr 2021 Last Revised: 19 Jul 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 Indiana University - Kelley School of Business - Department of Finance
Downloads 499 (81,164)
Citation 1

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

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
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 Indiana University - Kelley School of Business - Department of Finance
Downloads 109 (349,352)

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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 470 (87,597)
Citation 6

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

5.

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 292 (148,799)
Citation 1

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Dividend policy, payout policy, cross-listing, ADRs

6.

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 266 (163,559)
Citation 4

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Liquidity risk, institutional investors, hedge funds

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 113 (338,682)

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

8.
Downloads 85 (406,709)
Citation 1

Asset Mispricing

NBER Working Paper No. w23231
Number of pages: 51 Posted: 19 Mar 2017 Last Revised: 24 Jun 2022
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 74 (445,343)
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 11 (823,953)

Abstract:

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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 38 (591,817)

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Liquidity, Credit Risk, Corporate Bonds, Government Guarantees

10.

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

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11.

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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12.

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

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