D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 32 Citations 10,845 70 World Ranking 2029 National Ranking 242

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Statistics
  • Microeconomics

Narayan Y. Naik mostly deals with Hedge fund, Monetary economics, Finance, Econometrics and Financial economics. His work often combines Hedge fund and Bootstrap analysis studies. His Finance study frequently draws parallels with other fields, such as Incentive.

His Econometrics study incorporates themes from Market microstructure and Straddle. His studies in Financial economics integrate themes in fields like Market liquidity, Liquidity risk, Liquidity premium, Actuarial science and Alternative beta. The concepts of his Alternative beta study are interwoven with issues in Long/short equity, Prime brokerage, Financial risk management and Market neutral.

His most cited work include:

  • Risks and Portfolio Decisions Involving Hedge Funds (935 citations)
  • Liquidity and stock returns: An alternative test (897 citations)
  • Multi-Period Performance Persistence Analysis of Hedge Funds (434 citations)

What are the main themes of his work throughout his whole career to date?

Narayan Y. Naik focuses on Hedge fund, Financial economics, Monetary economics, Alternative beta and Finance. Narayan Y. Naik has researched Hedge fund in several fields, including Predictability, Actuarial science, Returns-based style analysis, Econometrics and Incentive. The various areas that Narayan Y. Naik examines in his Actuarial science study include Investment strategy and Long/short equity.

His Financial economics study combines topics from a wide range of disciplines, such as Bond and Financial market. His Monetary economics research is multidisciplinary, incorporating perspectives in Stock exchange, Hedge, Market maker and Adverse selection. His biological study deals with issues like Fund of funds, which deal with fields such as Global assets under management.

He most often published in these fields:

  • Hedge fund (49.43%)
  • Financial economics (28.74%)
  • Monetary economics (25.29%)

What were the highlights of his more recent work (between 2011-2021)?

  • Hedge fund (49.43%)
  • Financial economics (28.74%)
  • Global assets under management (13.79%)

In recent papers he was focusing on the following fields of study:

His scientific interests lie mostly in Hedge fund, Financial economics, Global assets under management, Alternative beta and Open-end fund. His Hedge fund study integrates concerns from other disciplines, such as Spillover effect, Actuarial science and Volatility, Econometrics, Risk premium. His Actuarial science research includes elements of Expected return and Secondary market.

His research integrates issues of Order, Cash flow, Returns-based style analysis and Stock market in his study of Financial economics. As part of one scientific family, he deals mainly with the area of Global assets under management, narrowing it down to issues related to the Fund of funds, and often Closed-end fund. His work investigates the relationship between Alternative beta and topics such as Hedge accounting that intersect with problems in Accounting.

Between 2011 and 2021, his most popular works were:

  • Volatility of aggregate volatility and hedge fund returns (32 citations)
  • Funds of hedge funds: performance, risk and capital formation 2005 to 2010 (19 citations)
  • The Economics and Finance of Hedge Funds: A Review of the Academic Literature (10 citations)

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Risks and Portfolio Decisions Involving Hedge Funds

Vikas Agarwal;Narayan Y. Naik.
Review of Financial Studies (2004)

1766 Citations

Risks and Portfolio Decisions Involving Hedge Funds

Vikas Agarwal;Narayan Y. Naik.
Review of Financial Studies (2004)

1766 Citations

Liquidity and stock returns: An alternative test

Vinay T. Datar;Narayan Y. Naik;Robert Radcliffe.
Journal of Financial Markets (1998)

1518 Citations

Liquidity and stock returns: An alternative test

Vinay T. Datar;Narayan Y. Naik;Robert Radcliffe.
Journal of Financial Markets (1998)

1518 Citations

Multi-Period Performance Persistence Analysis of Hedge Funds

Vikas Agarwal;Narayan Y. Naik.
Journal of Financial and Quantitative Analysis (2000)

887 Citations

Multi-Period Performance Persistence Analysis of Hedge Funds

Vikas Agarwal;Narayan Y. Naik.
Journal of Financial and Quantitative Analysis (2000)

887 Citations

Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis

Robert Kosowski;Narayan Y. Naik;Melvyn Teo.
Journal of Financial Economics (2007)

829 Citations

Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis

Robert Kosowski;Narayan Y. Naik;Melvyn Teo.
Journal of Financial Economics (2007)

829 Citations

Role of managerial incentives and discretion in hedge fund performance

Vikas Agarwal;Naveen D. Daniel;Narayan Y. Naik.
Research Papers in Economics (2009)

775 Citations

Role of managerial incentives and discretion in hedge fund performance

Vikas Agarwal;Naveen D. Daniel;Narayan Y. Naik.
Research Papers in Economics (2009)

775 Citations

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