Narayan Naik

Finance · 2000–2011

A researcher in the Science corpus: 9 papers; trusts 24 researchers and is trusted by 60 researchers here, as inferred from the citation graph.

Subfields

• Finance — 91 citations into it; #500 of 10,518 by trust here, #536 by citations
• Accounting — 56 citations into it; #2,941 of 8,970 by trust here, #2,582 by citations
• Economics and Econometrics — 55 citations into it; #1,248 of 23,481 by trust here, #1,724 by citations
• Strategy and Management — 17 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Narayan Naik trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. William Fung
2. David A. Hsieh
3. Bing Liang
4. Vikas Agarwal
5. G. Chow
6. George O. Aragon
7. Jonathan B. Berk
8. Ľuboš Pástor
9. Bradley Efron
10. Mark Grinblatt

Who trusts Narayan Naik overall

1. Melvyn Teo
2. Martin Eling
3. Nicolas P. B. Bollen
4. William Fung
5. Andrew J. Patton
6. Vikas Agarwal
7. Ilia D. Dichev
8. Doron Avramov
9. Turan G. Bali
10. Robert Kosowski

Papers from Narayan Naik's perspective

Ordered by how strongly the researchers Narayan Naik trusts endorse each paper. Same corpus, a different order for every researcher.

1. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
2. Hedge-Fund Benchmarks: Information Content and Biases
3. The Pricing of Options and Corporate Liabilities
4. Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
5. Characteristics of Risk and Return in Risk Arbitrage
6. Contagion as a Wealth Effect
7. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
8. Measuring the market impact of hedge funds
9. Hedge Funds: Performance, Risk, and Capital Formation
10. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers

Their papers

• Risks and Portfolio Decisions Involving Hedge Funds (2004) — 1,256 citations
• Multi-Period Performance Persistence Analysis of Hedge Funds (2000) — 570 citations
• On Taking the “Alternative” Route (2000) — 179 citations
• Do hedge funds deliver alpha? A Bayesian and bootstrap analysis (2007) — 495 citations
• Hedge Funds, Managerial Skill, and Macroeconomic Variables (2011) — 124 citations
• Capacity Constraints and Hedge Fund Strategy Returns (2007) — 129 citations
• Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009) — 620 citations
• Hedge Funds: Performance, Risk, and Capital Formation (2008) — 165 citations
• Performance Evaluation of Hedge Funds with Option-based and Buy-and-Hold Strategies (2000) — 110 citations