| Hedge fund holdings and stock market efficiency C Cao, B Liang, AW Lo, L Petrasek The Review of Asset Pricing Studies 8 (1), 77-116, 2018 | 108 | 2018 |
| Liquidity risk and institutional ownership C Cao, L Petrasek Journal of financial markets 21, 76-97, 2014 | 73 | 2014 |
| Style and skill: Hedge funds, mutual funds, and momentum M Grinblatt, G Jostova, L Petrasek, A Philipov Management Science 66 (12), 5505-5531, 2020 | 54 | 2020 |
| Liquidity risk in stock returns: An event-study perspective C Cao, L Petrasek Journal of Banking & Finance 45, 72-83, 2014 | 52 | 2014 |
| Do transparent firms pay out more cash to shareholders? Evidence from international cross‐listings L Petrasek Financial Management 41 (3), 615-636, 2012 | 48 | 2012 |
| What is the nature of hedge fund manager skills? Evidence from the risk-arbitrage strategy C Cao, BA Goldie, B Liang, L Petrasek Journal of Financial and Quantitative Analysis 51 (3), 929-957, 2016 | 41 | 2016 |
| Asset mispricing KF Lewis, FA Longstaff, L Petrasek Journal of Financial Economics 141 (3), 981-1006, 2021 | 30 | 2021 |
| Hedge fund treasury trading and funding fragility: Evidence from the covid-19 crisis MS Kruttli, P Monin, L Petrasek, SW Watugala FEDS Working Paper, 2021 | 24 | 2021 |
| Multimarket trading and corporate bond liquidity L Petrasek Journal of Banking & Finance 36 (7), 2110-2121, 2012 | 22 | 2012 |
| Multimarket trading and the cost of debt: Evidence from global bonds L Petrasek ECB Working Paper, 2010 | 19 | 2010 |
| Liquidity risk and hedge fund ownership C Cao, L Petrasek FEDS Working Paper, 2011 | 7 | 2011 |
| Risk arbitrage and the information content of hedge fund trading C Cao, B Goldie, B Liang, L Petrasek Journal of Financial and Quantitative Analysis 51, 929-957, 2016 | 4 | 2016 |
Charles CaoPenn State UniversityVerified email at psu.edu
