Discussion paper DP10151 The Impact of Hedge Funds on Asset Markets Andrew Patton 21 Sep 2014 Financial Economics G11 G12 G14 G23
VoxEU Column Are voluntary hedge fund disclosures reliable? Tarun Ramadorai Michael Streatfield Andrew Patton 9 Apr 2012 International Finance
Discussion paper DP8898 Change You Can Believe In? Hedge Fund Data Revisions Andrew Patton Michael Streatfield 12 Mar 2012 Financial Economics D82 G14 G23 L15
Discussion paper DP8479 On the High-Frequency Dynamics of Hedge Fund Risk Exposures Andrew Patton 1 Jul 2011 Financial Economics C22 G11 G23
Discussion paper DP8194 Forecast Rationality Tests Based on Multi-Horizon Bounds Allan Timmermann Andrew Patton 17 Jan 2011 Financial Economics C22 C52 C53
Discussion paper DP7780 On the Dynamics of Hedge Fund Risk Exposures Andrew Patton 12 Apr 2010 Financial Economics C22 G11 G23
Discussion paper DP6526 Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts Allan Timmermann Andrew Patton 12 Oct 2007 Financial Economics C53 E37
Discussion paper DP4037 Properties of Optimal Forecasts Allan Timmermann Andrew Patton 23 Aug 2003 Financial Economics C22 C52 C53