The Effect of Investment Constraints on Hedge Fund Investor Returns

Liquidity Risk and Expected Stock Returns

Ľuboš Pástor, Robert F. Stambaugh · SSRN Electronic Journal · 2001 · 941 citations · Full text

Business, Finance, Asset Pricing +16

Offshore Hedge Funds: Survival and Performance, 1989–95

Stephen J. Brown, William N. Goetzmann, Roger G. Ibbotson · The Journal of Business · 1999 · 527 citations · Full text

Business, Finance, Financial Management +12

Mutual Fund Flows and Performance in Rational Markets

Jonathan Berk, Richard C. Green · SSRN Electronic Journal · 2003 · 489 citations · Full text

Business, Economics, Finance +17

The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence

Stephen Figlewski · Journal of Financial and Quantitative Analysis · 1981 · 418 citations

Business, Economics, Finance +16

Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis

Russ Wermers, Robert Kosowski, Allan Timmermann et al. · SSRN Electronic Journal · 2003 · 344 citations · Full text

Business, Economics, Finance +13