| 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 | 736 | 2007 |
| The geography of hedge funds M Teo The Review of Financial Studies 22 (9), 3531-3561, 2009 | 341 | 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 | 286* | 2004 |
| The liquidity risk of liquid hedge funds M Teo Journal of Financial Economics 100 (1), 24-44, 2011 | 247 | 2011 |
| Style effects in the cross-section of stock returns M Teo, SJ Woo Journal of Financial Economics 74 (2), 367-398, 2004 | 242 | 2004 |
| Style investing and institutional investors K Froot, M Teo Journal of Financial and Quantitative Analysis 43 (4), 883-906, 2008 | 188 | 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 | 181 | 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 | 178 | 2009 |
| Responsible hedge funds H Liang, L Sun, M Teo Review of Finance 26 (6), 1585-1633, 2022 | 165* | 2022 |
| Limited attention, marital events and hedge funds Y Lu, S Ray, M Teo Journal of Financial Economics 122 (3), 607-624, 2016 | 114 | 2016 |
| Asian hedge funds: Return persistence, style, and fund characteristics F Koh, WTH Koh, M Teo SSRN, 2003 | 103 | 2003 |
| Sensation seeking and hedge funds S Brown, Y Lu, S Ray, M Teo The Journal of Finance 73 (6), 2871-2914, 2018 | 101 | 2018 |
| Home-biased analysts in emerging markets S Lai, M Teo Journal of Financial and Quantitative Analysis 43 (3), 685-716, 2008 | 94 | 2008 |
| Does size matter in the hedge fund industry? M Teo Available at SSRN 1331754, 2009 | 89 | 2009 |
| Persistence in style-adjusted mutual fund returns M Teo, SJ Woo Available at SSRN 291372, 2001 | 63 | 2001 |
| Equity style returns and institutional investor flows KA Froot, M Teo National Bureau of Economic Research, 2004 | 37 | 2004 |
| An improved test for statistical arbitrage R Jarrow, M Teo, YK Tse, M Warachka Journal of Financial Markets 15 (1), 47-80, 2012 | 33 | 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 |
| Do alpha males deliver alpha? Facial width-to-height ratio and hedge funds Y Lu, M Teo Journal of Financial and Quantitative Analysis 57 (5), 1727-1770, 2022 | 24 | 2022 |
| 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 | 22 | 2005 |
Robert KosowskiImperial College Londonimperial.ac.uk의 이메일 확인됨
