| Econometric measures of connectedness and systemic risk in the finance and insurance sectors M Billio, M Getmansky, AW Lo, L Pelizzon Journal of financial economics 104 (3), 535-559, 2012 | 2801 | 2012 |
| An econometric model of serial correlation and illiquidity in hedge fund returns M Getmansky, AW Lo, I Makarov Journal of financial economics 74 (3), 529-609, 2004 | 1252 | 2004 |
| Systemic risk and hedge funds N Chan, M Getmansky, SM Haas, AW Lo The risks of financial institutions, 235-338, 2007 | 346 | 2007 |
| The life cycle of hedge funds: Fund flows, size, competition, and performance M Getmansky The Quarterly Journal of Finance 2 (01), 1250003, 2012 | 310 | 2012 |
| Measuring systemic risk in the finance and insurance sectors M Billio, M Getmansky, AW Lo, L Pelizzon Manuscript, MIT 8, 16, 2010 | 166 | 2010 |
| Dynamic risk exposures in hedge funds M Billio, M Getmansky, L Pelizzon Computational Statistics & Data Analysis 56 (11), 3517-3532, 2012 | 141 | 2012 |
| Sifting through the wreckage: Lessons from recent hedge-fund liquidations M Getmansky, AW Lo, SX Mei The World of Hedge Funds: characteristics and analysis, 7-47, 2005 | 131 | 2005 |
| Convertible bond arbitrage, liquidity externalities, and stock prices D Choi, M Getmansky, H Tookes Journal of Financial Economics 91 (2), 227-251, 2009 | 123 | 2009 |
| Do hedge funds increase systemic risk? N Chan, M Getmansky, SM Haas, AW Lo Economic Review-Federal Reserve Bank of Atlanta 91 (4), 49, 2006 | 122 | 2006 |
| Crises and hedge fund risk M Billio, M Getmansky Sherman, L Pelizzon UMASS-Amherst Working Paper, Yale ICF Working Paper, 10-08, 2010 | 117 | 2010 |
| Share restrictions and investor flows in the hedge fund industry B Liang, C Schwarz, M Getmansky Sherman, R Wermers Available at SSRN 2692598, 2019 | 115 | 2019 |
| Convertible bond arbitrageurs as suppliers of capital D Choi, M Getmansky, B Henderson, H Tookes The review of financial studies 23 (6), 2492-2522, 2010 | 107 | 2010 |
| Portfolio similarity and asset liquidation in the insurance industry G Girardi, KW Hanley, S Nikolova, L Pelizzon, MG Sherman Journal of Financial Economics 142 (1), 69-96, 2021 | 100 | 2021 |
| Hedge funds: A dynamic industry in transition M Getmansky, PA Lee, AW Lo Annual Review of Financial Economics 7, 483-577, 2015 | 92 | 2015 |
| Investor flows and share restrictions in the hedge fund industry B Ding, M Getmansky, B Liang, R Wermers SSRN eLibrary, 2008 | 84 | 2008 |
| On a new approach for analyzing and managing macrofinancial risks (corrected) RC Merton, M Billio, M Getmansky, D Gray, AW Lo, L Pelizzon Financial Analysts Journal 69 (2), 22-33, 2013 | 77 | 2013 |
| Sovereign, bank and insurance credit spreads: Connectedness and system networks M Billio, M Getmansky, D Gray, A Lo, RC Merton, L Pelizzon Sloan School of Management Working Paper, Massachusetts Institute of Technology, 2013 | 68 | 2013 |
| Lo., 2005,“Systemic Risk and Hedge Funds,” N Chan, M Getmansky, SM Haas, W Andrew The Risks of Financial Institutions, 235-330, 2007 | 60 | 2007 |
| Female representation in the academic finance profession MG Sherman, HE Tookes The Journal of Finance 77 (1), 317-365, 2022 | 50 | 2022 |
| Share restrictions and investor flows in the hedge fund industry M Getmansky, B Liang, C Schwarz, R Wermers Work. Pap., Univ. Massachusetts, Amherst, 2015 | 49 | 2015 |
