George O. Aragon
Finance · 2007–2012
A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 28 researchers here, as inferred from the citation graph.
Subfields
- Finance — 45 citations into it; #1,011 of 10,518 by trust here, #2,365 by citations
- Economics and Econometrics — 29 citations into it; #11,935 of 23,481 by trust here, #13,596 by citations
- Accounting — 25 citations into it; #906 of 8,970 by trust here, #3,550 by citations
Whom George O. Aragon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Y. Amihud
- William Fung
- Vikas Agarwal
- David A. Hsieh
- Narayan Naik
- Jonathan B. Berk
- Clifford S. Asness
- R. C. Merton
- Vicky Henderson
- Markus K. Brunnermeier
Who trusts George O. Aragon overall
- Turan G. Bali
- Vikas Agarwal
- Melvyn Teo
- Narayan Naik
- Zheng Sun
- Stephen J. Brown
- Cristina Cella
- Stefan Ruenzi
- Nicolas P. B. Bollen
- Ronnie Sadka
Papers from George O. Aragon's perspective
Ordered by how strongly the researchers George O. Aragon trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
- The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
- Real options with constant relative risk aversion
- Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
- The Pricing of Options and Corporate Liabilities
- On Estimating the Expected Return on the Market: An Exploratory Investigation
- Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
- An econometric analysis of nonsynchronous trading
- Why constrain your mutual fund manager
Their papers
- Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy (2012) — 324 citations
- A Unique View of Hedge Fund Derivatives Usage: Safeguard or Speculation? (2012) — 142 citations
- Share restrictions and asset pricing: Evidence from the hedge fund industry (2007) — 472 citations