Lubomir Petrasek

Hedge Fund Holdings and Stock Market Efficiency

Charles Cao, Bing Liang, Andrew W. Lo et al. · The Review of Asset Pricing Studies · 2015 · 126 citations · Full text

Business, Economics, Finance +15

Style and Skill: Hedge Funds, Mutual Funds, and Momentum

Mark Grinblatt, Gergana Jostova, Lubomir Petrasek et al. · Management Science · 2020 · 58 citations

Business, Finance, Financial Management +16

Liquidity risk and institutional ownership

Charles Cao, Lubomir Petrasek · Journal of Financial Markets · 2014 · 52 citations

Business, Finance, Corporate Finance +11

Liquidity risk in stock returns: An event-study perspective

Charles Cao, Lubomir Petrasek · Journal of Banking & Finance · 2013 · 43 citations

Business, Economics, Finance +16

What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy

Charles Cao, Bradley A. Goldie, Bing Liang et al. · Journal of Financial and Quantitative Analysis · 2016 · 37 citations

Business, Finance, Risk Management +13