Standout Papers

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Fu... 1991 2026 2002 2014 850
  1. Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)
    William Fung, David A. Hsieh Review of Financial Studies
  2. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)
    William Fung, David A. Hsieh Review of Financial Studies
  3. Hedge Fund Benchmarks: A Risk-Based Approach (2004)
    William Fung, David A. Hsieh Financial Analysts Journal
  4. Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)
    David A. Hsieh The Journal of Finance
  5. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)
    William Fung, David A. Hsieh Journal of Financial and Quantitative Analysis

Immediate Impact

15 by Nobel laureates 12 from Science/Nature 96 standout
Sub-graph 1 of 16

Citing Papers

Transient phenomena in ecology
2018 StandoutScience
Intermediary Asset Pricing
2013 Standout
2 intermediate papers

Works of David A. Hsieh being referenced

Hedge funds: an industry in its adolescence
2006
Chaos and Nonlinear Dynamics: Application to Financial Markets
1991 Standout
and 3 more

Author Peers

Author Last Decade Papers Cites
David A. Hsieh 5205 6702 1978 60 8.1k
J. Bradford De Long 6397 6427 2411 57 9.2k
George Tauchen 6768 8018 3119 106 10.6k
Francis A. Longstaff 4961 11425 2115 108 12.7k
Douglas Gale 6849 7829 1831 106 11.7k
Larry G. Epstein 7885 6057 2596 94 11.5k
Matthew Richardson 4110 5910 1566 114 7.1k
Tim Bollerslev 6543 7975 3285 74 9.2k
Kalok Chan 3189 5053 1014 76 6.3k
Jonathan E. Ingersoll 6014 11124 2477 57 12.9k
A. Craig MacKinlay 8009 10377 2832 18 14.1k

All Works

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Rankless by CCL
2026