D. Novikov
Finance · with Jagannathan · 2006
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 20 citations into it; #8,264 of 10,518 by trust here, #4,732 by citations
Whom D. Novikov trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- William Fung (in Finance)
- David A. Hsieh (in Finance)
Who trusts D. Novikov
- T. Jenkinson (in Accounting)
- I. Stoff (in Accounting)
- R. Braun (in Accounting)
Papers from D. Novikov's perspective
Ordered by how strongly the researchers D. Novikov trusts endorse each paper. Same corpus, a different order for every researcher.
- Hedge-Fund Benchmarks: Information Content and Biases
- The Pricing of Options and Corporate Liabilities
- Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
- Characteristics of Risk and Return in Risk Arbitrage
- Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Measuring the market impact of hedge funds
- Contagion as a Wealth Effect
- Hedge Funds: Performance, Risk, and Capital Formation
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
Their papers
- Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation (2006) — 393 citations