Should You Invest in Emerging Market Hedge Funds?

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Gregory C. Chow · Econometrica · 1960 · 6.5K citations

Business, Biostatistics, Econometrics +7

A New Estimate of Transaction Costs

David A. Lesmond, Joseph P. Ogden, Charles Trzcinka · Review of Financial Studies · 1999 · 1.4K citations

Business, Business Economics, Economics +11

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

William Fung, David A. Hsieh · Review of Financial Studies · 1997 · 1.3K citations

Business, Finance, Financial Economics +14

Risks and Portfolio Decisions Involving Hedge Funds

Vikas Agarwal, Narayan Y. Naik · Review of Financial Studies · 2003 · 1.3K citations

Business, Finance, Risk Management +17