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References Agarwal, V., Green, T.C. and Ren, H., 2018. Alpha or beta in the eye of the beholder: What drives hedge fund flows? Journal of Financial Economics, 127(3), pp.417-434. Aggarwal, R.K., Krigman, L. and Womack, K.L., 2002. Strategic IPO underpricing, information momentum, and lockup expiration selling. Journal of Financial Economics, 66(1), pp.105-137. Bacidore, J.M. and Sofianos, G., 2002. Liquidity provision and specialist trading in NYSE- listed non-US stocks. Journal of Financial Economics, 63(1), pp.133-158. Becker, C., Ferson, W., Myers, D.H. and Schill, M.J., 1999. Conditional market timing with benchmark investors. Journal of Financial Economics, 52(1), pp.119-148. Brown, G., Harris, R., Hu, W., Jenkinson, T., Kaplan, S.N. and Robinson, D.T., 2021. Can investors time their exposure to private equity? Journal of Financial Economics, 139(2), pp.561-577. Campbell, J.Y. and Hentschel, L., 1992. No news is good news: An asymmetric model of changing volatility in stock returns. Journal of Financial Economics, 31(3), pp.281-318. Cochrane, J.H., 2005. The risk and return of venture capital. Journal of Financial Economics, 75(1), pp.3-52. Dichev, I.D. and Yu, G., 2011. Higher risk, lower returns: What hedge fund investors really earn. Journal of Financial Economics, 100(2), pp.248-263. Fan, J.P., Wong, T.J. and Zhang, T., 2007. Politically connected CEOs, corporate governance, and Post-IPO performance of China's newly partially privatized firms. Journal of Financial Economics, 84(2), pp.330-357. Harris, R.S., Jenkinson, T. and Kaplan, S.N., 2014. Private equity performance: What do we know? Journal of Finance, 69(5), pp.1851-1882. Fama, E.F. and French, K.R., 2002. The equity premium. Journal of Finance, 57(2), pp.637- 659. Kaplan, S.N. and Schoar, A., 2005. Private equity performance: Returns, persistence, and capital flows. Journal of Finance, 60(4), pp.1791-1823. Liu, X. and Ritter, J.R., 2011. Local underwriter oligopolies and IPO underpricing. Journal of Financial Economics, 102(3), pp.579-601. Duffie, D., Garleanu, N. and Pedersen, L.H., 2002. Securities lending, shorting, and pricing. Journal of Financial Economics, 66(2-3), pp.307-339. Huang, D., Li, J., Wang, L. and Zhou, G., 2020. Time series momentum: Is it there? Journal of Financial Economics, 135(3), pp.774-794. Ferreira, M.A. and Santa-Clara, P., 2011. Forecasting stock market returns: The sum of the parts is more than the whole. Journal of Financial Economics, 100(3), pp.514-537. 25PDF Image | NFT The Analysis of Risk and Return
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