Publications

“Birds of a Feather Flock Together: Institutional Investors with Disciplinary History and Financial Reporting,” with Avishek Bhandari and Babak Mammadov. Forthcoming at Journal of Accounting and Public Policy.
“Does Idiosyncratic Volatility Proxy for a Missing Risk Factor? Evidence Using Portfolios as Test Assets,” with Haim Kassa and David Gempesaw, European Financial Management, Vol. 28 (2022), pp 693-721.
“Does Institutional Ownership Predict Mutual Fund Performance? An Examination of Undiscovered Holdings within 13F Reports,” with Xuhui Pan and Kainan Wang, European Financial Management, Vol. 25, Issue 5, (2018), pp. 1249-1285.
“Reconsidering Hedge Fund Contagion” with Richard Sias and Harry Turtle, Journal of Alternative Investments, Vol. 21, Issue 1, (Summer 2018), pp. 27-38.
“Optionable Stocks and Mutual Fund Performance,” with Chune Young Chung, Doojin Ryu, and Kainan Wang, Journal of Futures Markets, Vol. 38, Issue 3, (2018), pp. 390-412.
“Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?” with Richard Sias and Harry Turtle, Journal of Financial and Quantitative Analysis, Volume 52, No. 5, Oct (2017), pp 2157-2181.
“Hedge Fund Crowds and Mispricing,” with Richard Sias and Harry Turtle, Management Science, Volume 62, Issue 3, (2016), pp.764-784.
“Institutional Monitoring: Evidence from F_Score,” with Chune Young, Chang Liu, Kainan Wang, Journal of Business Finance and Accounting, Volume 42, Issue 7-8, (2015), pp 885-914.
“Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon,” with Doina C. Chichernea and Alex Petkevich, European Financial Management Journal, Volume 21, Issue 4, (2015), pp. 613–645.
“Business Policies and New Firm Birth Rates Internationally,” with John Nofsinger, Accounting and Finance Research, Volume 3, Issue 4, (2014), pp 1-14.

Blerina Bela Zykaj, PhD

“Birds of a Feather Flock Together: Institutional Investors with Disciplinary History and Financial Reporting,” with Avishek Bhandari and Babak Mammadov. Forthcoming at Journal of Accounting and Public Policy.

“Does Idiosyncratic Volatility Proxy for a Missing Risk Factor? Evidence Using Portfolios as Test Assets,” with Haim Kassa and David Gempesaw, European Financial Management, Vol. 28 (2022), pp 693-721.

“Does Institutional Ownership Predict Mutual Fund Performance? An Examination of Undiscovered Holdings within 13F Reports,” with Xuhui Pan and Kainan Wang, European Financial Management, Vol. 25, Issue 5, (2018), pp. 1249-1285.

“Reconsidering Hedge Fund Contagion” with Richard Sias and Harry Turtle, Journal of Alternative Investments, Vol. 21, Issue 1, (Summer 2018), pp. 27-38.

“Optionable Stocks and Mutual Fund Performance,” with Chune Young Chung, Doojin Ryu, and Kainan Wang, Journal of Futures Markets, Vol. 38, Issue 3, (2018), pp. 390-412.

“Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?” with Richard Sias and Harry Turtle, Journal of Financial and Quantitative Analysis, Volume 52, No. 5, Oct (2017), pp 2157-2181.

“Hedge Fund Crowds and Mispricing,” with Richard Sias and Harry Turtle, Management Science, Volume 62, Issue 3, (2016), pp.764-784.

“Institutional Monitoring: Evidence from F_Score,” with Chune Young, Chang Liu, Kainan Wang, Journal of Business Finance and Accounting, Volume 42, Issue 7-8, (2015), pp 885-914.

“Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon,” with Doina C. Chichernea and Alex Petkevich, European Financial Management Journal, Volume 21, Issue 4, (2015), pp. 613–645.

“Business Policies and New Firm Birth Rates Internationally,” with John Nofsinger, Accounting and Finance Research, Volume 3, Issue 4, (2014), pp 1-14.

Journal Publications