Do hedge funds deliver alpha? A Bayesian and bootstrap analysis R Kosowski, NY Naik, M Teo Journal of financial economics 84 (1), 229-264, 2007 | 726 | 2007 |
The geography of hedge funds M Teo The Review of Financial Studies 22 (9), 3531-3561, 2009 | 333 | 2009 |
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies S Hogan, R Jarrow, M Teo, M Warachka Journal of Financial economics 73 (3), 525-565, 2004 | 280* | 2004 |
The liquidity risk of liquid hedge funds M Teo Journal of Financial Economics 100 (1), 24-44, 2011 | 243 | 2011 |
Style effects in the cross-section of stock returns M Teo, SJ Woo Journal of Financial Economics 74 (2), 367-398, 2004 | 233 | 2004 |
Style investing and institutional investors K Froot, M Teo Journal of Financial and Quantitative Analysis 43 (4), 883-906, 2008 | 181 | 2008 |
Hedge funds, managerial skill, and macroeconomic variables D Avramov, R Kosowski, NY Naik, M Teo Journal of Financial Economics 99 (3), 672-692, 2011 | 177 | 2011 |
Institutional investors, past performance, and dynamic loss aversion PGJ O’Connell, M Teo Journal of Financial and Quantitative Analysis 44 (1), 155-188, 2009 | 173 | 2009 |
Responsible hedge funds H Liang, L Sun, M Teo Review of Finance 26 (6), 1585-1633, 2022 | 136* | 2022 |
Limited attention, marital events and hedge funds Y Lu, S Ray, M Teo Journal of Financial Economics 122 (3), 607-624, 2016 | 109 | 2016 |
Asian hedge funds: Return persistence, style, and fund characteristics M Teo, F Koh, WTH Koh Style, and Fund Characteristics (June 2003), 2003 | 101 | 2003 |
Home-biased analysts in emerging markets S Lai, M Teo Journal of Financial and Quantitative Analysis 43 (3), 685-716, 2008 | 92 | 2008 |
Sensation seeking and hedge funds S Brown, Y Lu, S Ray, M Teo The Journal of Finance 73 (6), 2871-2914, 2018 | 91 | 2018 |
Does size matter in the hedge fund industry? M Teo Available at SSRN 1331754, 2009 | 88 | 2009 |
Persistence in style-adjusted mutual fund returns M Teo, SJ Woo Available at SSRN 291372, 2001 | 61 | 2001 |
Equity style returns and institutional investor flows KA Froot, M Teo National Bureau of Economic Research, 2004 | 36 | 2004 |
An improved test for statistical arbitrage R Jarrow, M Teo, YK Tse, M Warachka Journal of Financial Markets 15 (1), 47-80, 2012 | 32 | 2012 |
Investing in hedge funds when returns are predictable D Avramov, R Kosowski, NY Naik, M Teo EFA 2007 Ljubljana Meetings Paper, 2007 | 30 | 2007 |
Statistical arbitrage and market efficiency: Enhanced theory, robust tests and further applications RA Jarrow, M Teo, YK Tse, M Warachka Robust Tests and Further Applications (February 2005), 2005 | 21 | 2005 |
Hedge fund franchises W Fung, D Hsieh, N Naik, M Teo Management Science 67 (2), 1199-1226, 2021 | 19 | 2021 |