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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds
Vikas Agarwal, George O. Aragon, Zhen Shi
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 6, pp. 2355-2381
Open Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Alpha or beta in the eye of the beholder: What drives hedge fund flows?
Vikas Agarwal, T. Clifton Green, Honglin Ren
Journal of Financial Economics (2018) Vol. 127, Iss. 3, pp. 417-434
Open Access | Times Cited: 118
Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
Clemens Sialm, Zheng Sun, Lu Zheng
Review of Financial Studies (2019) Vol. 33, Iss. 10, pp. 4771-4810
Open Access | Times Cited: 88
Redemption in Kind and Mutual Fund Liquidity Management
Vikas Agarwal, Honglin Ren, Ke Shen, et al.
Review of Financial Studies (2022) Vol. 36, Iss. 6, pp. 2274-2318
Open Access | Times Cited: 25
<span>Asymmetric Relationship Between Diversification And Liquidity Creation: Empirical Evidence From</span>&nbsp;GCC
Ghulame Rubbaniy, Shoaib Ali, Costas Siriopoulos, et al.
(2025)
Closed Access
Liquidity transformation risks and stabilization tools: Evidence from open‐end private equity real estate funds
Spencer J. Couts
Real Estate Economics (2025)
Closed Access
Interfund Lending in Mutual Fund Families: Role in Liquidity Management
Vikas Agarwal, Haibei Zhao
Review of Financial Studies (2019) Vol. 32, Iss. 10, pp. 4079-4115
Closed Access | Times Cited: 36
Asymmetric relationship between diversification and liquidity creation: Empirical evidence from GCC
Shoaib Ali, Ghulame Rubbaniy, Costas Siriopoulos, et al.
The Journal of Economic Asymmetries (2025) Vol. 31, pp. e00409-e00409
Closed Access
Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
Clemens Sialm, Zheng Sun, Zheng Lu
(2013)
Open Access | Times Cited: 35
Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis
Mathias S. Kruttli, Phillip Monin, Lubomir Petrasek, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 23
Investor Protection and Capital Fragility: Evidence from Hedge Funds around the World
George O. Aragon, Vikram K. Nanda, Haibei Zhao
Review of Financial Studies (2020) Vol. 34, Iss. 3, pp. 1368-1407
Closed Access | Times Cited: 15
A bibliometric review of liquidity creation
Elisabeta Pana
Research in International Business and Finance (2022) Vol. 64, pp. 101841-101841
Closed Access | Times Cited: 8
Mutual Fund Liquidity Creation
Sergey Chernenko, Viet-Dung Doan
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 6
Risking or Derisking: How Management Fees Affect Hedge Fund Risk-Taking Choices
Chengdong Yin, Xiaoyan Zhang
Review of Financial Studies (2022) Vol. 36, Iss. 3, pp. 904-944
Closed Access | Times Cited: 6
Measuring Hedge Fund Liquidity Mismatch
George O. Aragon, A. Tolga Ergün, Giulio Girardi, et al.
The Journal of Alternative Investments (2021) Vol. 24, Iss. 1, pp. 26-42
Closed Access | Times Cited: 8
Hedge fund market runs during financial crises
Sangwook Sung, Dohyun Chun, Hoon Cho, et al.
Economic Research-Ekonomska Istraživanja (2020) Vol. 34, Iss. 1, pp. 266-291
Open Access | Times Cited: 8
Hedge Fund Liquidity Management

SSRN Electronic Journal (2017)
Closed Access | Times Cited: 7
Does performance-chasing behavior matter? International evidence
Jennifer Eunkyeong Lee, Hoon Cho, Doojin Ryu, et al.
Journal of Multinational Financial Management (2023) Vol. 68, pp. 100799-100799
Closed Access | Times Cited: 2
Do Prime Brokers Matter in the Search for Informed Hedge Fund Managers?
George O. Aragon, Ji‐Woong Chung, Byoung Uk Kang
Management Science (2022) Vol. 69, Iss. 8, pp. 4932-4952
Closed Access | Times Cited: 4
Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis
Mathias S. Kruttli, Phillip Monin, Lubomir Petrasek, et al.
Finance and Economics Discussion Series (2021) Vol. 2021, Iss. 037, pp. 1-68
Open Access | Times Cited: 5
Gambling or De-Risking: Hedge Fund Risk Taking vs. Managers' Compensation
Chengdong Yin, Xiaoyan Zhang
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 2
Corruption Perceptions and Capital Fragility: Evidence from Hedge Funds Around the World
George O. Aragon, Vikram K. Nanda, Haibei Zhao
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 2
Redemption in Kind and Mutual Fund Liquidity Management
Vikas Agarwal, Honglin Ren, Ke Shen, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 2
Networks for Alpha: Prime Broker Connections and Hedge Fund Manager Selection
George O. Aragon, Ji‐Woong Chung, Byoung Uk Kang
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Stale Prices, Fragility, and Detrimental Cash: Evidence from Private Real Estate Funds
Spencer J. Couts
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Income taxes and managerial incentives: Evidence from hedge funds
Vikas Agarwal, Gary Chen, Zhen Shi, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
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