George O. Aragon

Affiliations: 
Business Administration Arizona State University, Tempe, AZ, United States 
Area:
Finance
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"George Aragon"
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Publications

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Aragon GO, Mehra R, Wahal S. (2020) Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets The Journal of Portfolio Management. 46: 144-159
Aragon GO, Nanda VK, Zhao H. (2020) Investor Protection and Capital Fragility: Evidence from Hedge Funds Around the World Review of Financial Studies
Agarwal V, Aragon GO, Shi Z. (2019) Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds Journal of Financial and Quantitative Analysis. 54: 2355-2381
Aragon GO, Li L, Qian J‘. (2019) The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk Journal of Financial Economics. 131: 168-185
Aragon GO, Martin JS, Shi Z. (2019) Who benefits in a crisis? Evidence from hedge fund stock and option holdings Journal of Financial Economics. 131: 345-361
Aragon GO, Nanda VK. (2017) Strategic Delays and Clustering in Hedge Fund Reported Returns Journal of Financial and Quantitative Analysis. 52: 1-35
Aragon G, Liang B, Park H. (2014) Onshore and Offshore Hedge Funds: Are They Twins? Management Science. 60: 74-91
Aragon GO, Hertzel M, Shi Z. (2013) Why do hedge funds avoid disclosure? Evidence from confidential 13F filings Journal of Financial and Quantitative Analysis. 48: 1499-1518
Aragon GO, Nanda V. (2012) Tournament behavior in hedge funds: High-water marks, fund liquidation, and managerial stake Review of Financial Studies. 25: 937-974
Aragon GO, Spencer Martin J. (2012) A unique view of hedge fund derivatives usage: Safeguard or speculation? Journal of Financial Economics. 105: 436-456
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