Why do hedge funds avoid disclosure? Evidence from confidential 13F filings GO Aragon, M Hertzel, Z Shi Journal of Financial and Quantitative Analysis 48 (5), 1499-1518, 2013 | 129 | 2013 |
The impact of portfolio disclosure on hedge fund performance Z Shi Journal of Financial Economics 126 (1), 36-53, 2017 | 43 | 2017 |
Liquidity transformation and financial fragility: Evidence from funds of hedge funds V Agarwal, GO Aragon, Z Shi Journal of Financial and Quantitative Analysis 54 (6), 2355-2381, 2019 | 38* | 2019 |
Who benefits in a crisis? Evidence from hedge fund stock and option holdings GO Aragon, JS Martin, Z Shi Journal of Financial Economics 131 (2), 345-361, 2019 | 35 | 2019 |
Does improved disclosure lead to higher executive compensation? Evidence from the conversion to IFRS and the dual-class share system in China J Lu, Z Shi Journal of Corporate Finance 48, 244-260, 2018 | 17* | 2018 |
Don’t confuse brains with a bull market: Attribution bias, overconfidence, and trading behavior of individual investors Z Shi, N Wang EFA 2010 Frankfurt Meetings Paper, 2013 | 15* | 2013 |
The impact of portfolio disclosure on hedge fund performance, fees, and flows Z Shi Working paper, Arizona State University, 2012 | 5 | 2012 |
Style investing, mutual fund flows, and return comovement Z Qian, Z Shi AFA 2011 Denver Meetings Paper, 2018 | 4 | 2018 |
Liquidity spillovers in hedge funds: evidence from the holdings of funds of hedge funds V Agarwal, GO Aragon, Z Shi Available at SSRN 2517681, 2014 | 4 | 2014 |
The Effect of GSE Mortgage Purchases on Lenders’ Screening Incentives J Lu, W Yu Available at SSRN 2308968, 2020 | 1 | 2020 |
Who Benefits in a Crisis? Evidence from Hedge Fund Stock and Option Holdings GO Aragon, JS Martin, Z Shi Evidence from Hedge Fund Stock and Option Holdings (October 18, 2017), 2017 | 1 | 2017 |
Volatility Timing Using ETF Options: Evidence from Hedge Funds GO Aragon, S Chen, Z Shi Available at SSRN 4246146, 2022 | | 2022 |
Income Taxes and Managerial Incentives: Evidence from Hedge Funds V Agarwal, G Chen, Z Shi, B Wang Available at SSRN 3891024, 2021 | | 2021 |
The Externality of Taxing the ‘Rich’: Evidence from Hedge Funds V Agarwal, G Chen, Z Shi, B Wang | | 2018 |