A Unique View of Hedge Fund Derivatives Usage: Safeguard or Speculation?
By George O. Aragon, J. Martin. 2012
142 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/f5951857c9ad88d4d9fb04b42abdb4547731af5d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
In Finance
- Stefan Ruenzi
- F. Weigert
- Vikas Agarwal
- Melvyn Teo
- Claudia Czado
- Andrew J. Patton
- Martin Eling
- Narayan Naik
Citations in the corpus
- Do Hedge Funds Trade on Private Information? Evidence from Syndicated Lending and Short-Selling (2011, unknown): “First, it provides evidence consistent with links 9 Our results are also consistent with those of Aragon and Martin (2009) who study the volatility timing ability and selectivity skills revealed by the call, put, and common equity positions of hedge fund investment advisors.”
- Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry (2011, unknown): “Aragon and Martin (2009) examine the information content of hedge funds’ option holdings data obtained from the Securities and Exchange Commission (SEC) 13F filings, but their study is restricted to a sample of hedge funds that are 13F obligated and to equity options only (with no information on oth”
- Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings (2017, background): “They are not required to report any short positions (see Griffin and Xu, 2009; Aragon and Martin, 2012; Agarwal, Fos, and Jiang, 2013; and Agarwal, Jiang, Yang, and Tang, 2013).”