| Risks and portfolio decisions involving hedge funds V Agarwal, NY Naik Review of Financial Studies 17 (1), 63-98, 2004 | 1701* | 2004 |
| Role of managerial incentives and discretion in hedge fund performance V Agarwal, ND Daniel, NY Naik The Journal of Finance 64 (5), 2221-2256, 2009 | 975* | 2009 |
| Multi-period performance persistence analysis of hedge funds V Agarwal, NY Naik Journal of Financial and quantitative Analysis 35 (3), 327-342, 2000 | 772 | 2000 |
| Do hedge funds manage their reported returns? V Agarwal, ND Daniel, NY Naik Review of Financial Studies 24 (10), 3281-3320, 2011 | 377* | 2011 |
| On taking the “alternative” route: the risks, rewards, and performance persistence of hedge funds V Agarwal, NY Naik The Journal of Alternative Investments 2 (4), 6-23, 2000 | 304 | 2000 |
| Uncovering hedge fund skill from the portfolio holdings they hide V Agarwal, W Jiang, Y Tang, B Yang CFR Working Papers, 2010 | 287 | 2010 |
| Risk and return in convertible arbitrage: Evidence from the convertible bond market V Agarwal, WH Fung, YC Loon, NY Naik Journal of Empirical Finance, 2010 | 214* | 2010 |
| Inferring reporting-related biases in hedge fund databases from hedge fund equity holdings V Agarwal, V Fos, W Jiang Management Science 59 (6), 1271-1289, 2013 | 209 | 2013 |
| Hedge funds for retail investors? An examination of hedged mutual funds V Agarwal, NM Boyson, NY Naik Journal of Financial and Quantitative Analysis 44 (2), 273-305, 2009 | 195 | 2009 |
| Window dressing in mutual funds V Agarwal, G Gay, L Ling | 191 | 2011 |
| Generalised style analysis of hedge funds V Agarwal, NY Naik Journal of Asset Management 1 (1), 93-109, 2000 | 173 | 2000 |
| On the relative performance of multi-strategy and funds of hedge funds V Agarwal, JR Kale Journal of Investment Management 5 (3), 41, 2007 | 158* | 2007 |
| Mandatory portfolio disclosure, stock liquidity, and mutual fund performance V Agarwal, KA Mullally, Y Tang, B Yang The Journal of Finance 70 (6), 2733-2776, 2015 | 130 | 2015 |
| Tail risk in hedge funds: A unique view from portfolio holdings V Agarwal, S Ruenzi, F Weigert Journal of Financial Economics 125 (3), 610-636, 2017 | 114 | 2017 |
| Do higher-moment equity risks explain hedge fund returns? V Agarwal, G Bakshi, J Huij Robert H. Smith School Research Paper No. RHS 06-153, 2009 | 103* | 2009 |
| Alpha or beta in the eye of the beholder: What drives hedge fund flows? V Agarwal, TC Green, H Ren Journal of Financial Economics 127 (3), 417-434, 2018 | 97 | 2018 |
| Volatility of aggregate volatility and hedge fund returns V Agarwal, YE Arisoy, NY Naik Journal of Financial Economics 125 (3), 491-510, 2017 | 93 | 2017 |
| Mutual fund transparency and corporate myopia V Agarwal, R Vashishtha, M Venkatachalam The Review of Financial Studies 31 (5), 1966-2003, 2018 | 75 | 2018 |
| Do ETFs increase the commonality in liquidity of underlying stocks? V Agarwal, P Hanouna, R Moussawi, CW Stahel 28th Annual Conference on Financial Economics and Accounting, Fifth Annual …, 2018 | 71 | 2018 |
| The economics and finance of hedge funds: A review of the academic literature V Agarwal, KA Mullally, NY Naik Foundations and Trends® in Finance 10 (1), 1-111, 2015 | 65 | 2015 |
