Reference health
Investor Sentiment and the Pricing of Macro Risks for Hedge Funds
91/91 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
18 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 91 checked references that resolve
resolves10.1111/j.1540-6261.2009.01499.x
Role of Managerial Incentives and Discretion in Hedge Fund Performance
resolves10.1016/j.jfineco.2017.06.006
Tail risk in hedge funds: A unique view from portfolio holdings
resolves10.1016/j.jfineco.2005.11.001
Share restrictions and asset pricing: Evidence from the hedge fund industry☆
resolves10.1016/j.jfineco.2010.08.014
Maxing out: Stocks as lotteries and the cross-section of expected returns
resolves10.1016/j.jfineco.2017.12.002
Leverage constraints and asset prices: Insights from mutual fund risk taking
resolves10.1016/j.jempfin.2009.10.005
Implicit incentives and reputational herding by hedge fund managers
resolves10.1111/jofi.12167
Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas
resolves10.1016/j.jempfin.2018.09.001
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
resolves10.1111/eufm.12146
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity
resolves10.1017/S0022109011000238
Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry
resolves10.1016/j.jfineco.2010.05.009
Measuring the timing ability and performance of bond mutual funds☆
resolves10.1016/j.jfineco.2020.06.004
Sophisticated investors and market efficiency: Evidence from a natural experiment
resolves10.1093/rfs/hhab049
Persistent Blessings of Luck: Theory and an Application to Venture Capital
resolves10.1093/rfs/10.2.275
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
resolves10.1093/rfs/14.2.313
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
resolves10.1016/j.jfineco.2004.04.001
An econometric model of serial correlation and illiquidity in hedge fund returns
resolves10.1093/rfs/hhp026
How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings
resolves10.1111/j.1540-6261.2009.01528.x
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
resolves10.1016/j.jfineco.2016.09.001
Short selling meets hedge fund 13F: An anatomy of informed demand
resolves10.1016/j.jempfin.2021.04.007
Timing is money: The factor timing ability of hedge fund managers
resolves10.1016/j.jempfin.2009.01.002
Investor sentiment and stock returns: Some international evidence
resolves10.1002/fut.21972
Do hedge funds time market tail risk? Evidence from option‐implied tail risk
resolves10.1017/S0022109016000843
Sentiment and the Effectiveness of Technical Analysis: Evidence from the Hedge Fund Industry
resolves10.1111/jofi.12413
The Optimal Size of Hedge Funds: Conflict between Investors and Fund Managers
The 18 references without a DOI — listed, not checked
no DOI — not checkedMeasuring investor sentiment with mutual fund flows
no DOI — not checked2018a, Hedge funds and stock price formation
no DOI — not checkedTiming ability in the focus market of hedge funds
no DOI — not checkedSentiment trading and hedge fund returns
no DOI — not checkedref45
no DOI — not checkedref46
no DOI — not checkedref49
no DOI — not checkedref51
no DOI — not checkedref63
no DOI — not checkedref67
no DOI — not checkedref71
no DOI — not checkedref74
no DOI — not checkedref82
no DOI — not checkedInvestor sentiment, limited arbitrage, and the cash holding effect
no DOI — not checkedInvestor sentiment, post-earnings announcement drift, and accruals
no DOI — not checkedref97
no DOI — not checkedref108
no DOI — not checkedref109
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