| Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis R Kosowski, A Timmermann, R Wermers, H White The Journal of finance 61 (6), 2551-2595, 2006 | 1399 | 2006 |
| 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 | 744 | 2007 |
| Do mutual funds perform when it matters most to investors? US mutual fund performance and risk in recessions and expansions R Kosowski The Quarterly Journal of Finance 1 (03), 607-664, 2011 | 377 | 2011 |
| Hedge funds, managerial skill, and macroeconomic variables D Avramov, R Kosowski, NY Naik, M Teo Journal of Financial Economics 99 (3), 672-692, 2011 | 180 | 2011 |
| When there is no place to hide: Correlation risk and the cross-section of hedge fund returns A Buraschi, R Kosowski, F Trojani The Review of Financial Studies 27 (2), 581-616, 2014 | 171 | 2014 |
| Momentum strategies in futures markets and trend-following funds N Baltas, R Kosowski Available at SSRN 1968996, 2013 | 154 | 2013 |
| Incentives and endogenous risk taking: A structural view on hedge fund alphas A Buraschi, R Kosowski, W Sritrakul The Journal of Finance 69 (6), 2819-2870, 2014 | 118 | 2014 |
| Hedge fund return predictability under the magnifying glass D Avramov, L Barras, R Kosowski Journal of Financial and Quantitative Analysis 48 (4), 1057-1083, 2013 | 92 | 2013 |
| Hedge fund performance: What do we know? J Joenväärä, M Kaupila, R Kosowski, P Tolonen Centre for Economic Policy Research, 2019 | 72 | 2019 |
| Hedge fund performance: Are stylized facts sensitive to which database one uses? J Joenväärä, M Kaupila, R Kosowski, P Tolonen CEPR Discussion Paper No. DP13618, 2019 | 70 | 2019 |
| Demystifying time-series momentum strategies: Volatility estimators, trading rules and pairwise correlations N Baltas, R Kosowski Market Momentum: Theory and Practice", Wiley, 2020 | 66 | 2020 |
| The effect of investment constraints on hedge fund investor returns J Joenväärä, R Kosowski, P Tolonen Journal of Financial and Quantitative Analysis 54 (4), 1539-1571, 2019 | 56 | 2019 |
| The effect of regulatory constraints on fund performance: New evidence from UCITS hedge funds J Joenväärä, R Kosowski Review of Finance 25 (1), 189-233, 2021 | 31* | 2021 |
| Investing in hedge funds when returns are predictable D Avramov, R Kosowski, NY Naik, M Teo | 31 | 2007 |
| New ‘stylized facts’ about hedge funds and database selection bias J Joenväärä, R Kosowski, P Tolonen Imperial College Business School, 1-47, 2012 | 29 | 2012 |
| Revisiting stylized facts about hedge funds J Joenväärä, R Kosowski, P Tolonen Imperial College Business School, 2012 | 26 | 2012 |
| The correlation risk premium: International evidence G Faria, R Kosowski, T Wang Journal of Banking & Finance 136, 106399, 2022 | 24 | 2022 |
| Improving time-series momentum strategies: The role of trading signals and volatility estimators AN Baltas, R Kosowski SSRN eLibrary, 2012 | 22 | 2012 |
| Do mutual funds perform when it matters most to investors? US mutual fund performance and risk in recessions and booms 1962–1994 R Kosowski Document de travail, 2001 | 18 | 2001 |
| Revisiting’stylized facts’ about hedge funds-insights from a novel aggregation of the main hedge fund databases J Joenväärä, R Kosowski, P Tolonen SSRN eLibrary, 2012 | 14 | 2012 |
Melvyn TeoLee Kong Chian Professor of Finance, Singapore Management UniversityZweryfikowany adres z smu.edu.sg