Research

Peer-Reviewed Publications

2022

• Aiken, A., Sherrill, E., & Upton, K. (2022). Side-by-Side Management of Mutual Funds and Actively Managed Exchange Traded Funds. The Financial Review, 57(3), 533-557.
  Publication

2021

• Aiken, A., Clifford, C., Ellis, J., & Huang, Q. (2021). Funding Liquidity Risk and the Dynamics of Hedge Fund Lockups. Journal of Financial and Quantitative Analysis, 56(4), 1321-1349.
  Publication

2020

• Aiken, A., Ellis, J., & Kang, M. (2020). Do Politicians “Put Their Money Where Their Mouth Is?” Ideology and Portfolio Choice. Management Science, 66(1), 376-396.
  Publication
• Aiken, A. and Lee, C. (2020). Let's Talk Sooner Rather Than Later: The Strategic Communication Decisions of Activist Blockholders. Journal of Corporate Finance, 62.
  Publication

2016

• Aiken, A., Kilic, O., & Reid, S. (2016). Can Hedge Funds Time Global Equity Markets? Evidence from Emerging Markets. Review of Financial Economics, 29, 2-11.
  Publication

2015

• Aiken, A., Clifford, C., & Ellis, J. (2015). The Value of Funds of Hedge Funds: Evidence From Their Holdings. Management Science, 61(10), 2281-2547.
  Publication
• Aiken, A., Clifford, C., & Ellis, J. (2015). Hedge funds and Discretionary Liquidity Restrictions. Journal of Financial Economics, 116(1), 197-218.
  Publication

2013

• Aiken, A., Clifford, C., & Ellis, J. (2013). Out of the Dark: Hedge fund Reporting Biases and Commercial Databases. Review of Financial Studies, 26(1), 208-243.
  Publication

Working Papers

2023

• Aiken, A. and Lee, C. (2023). Attention to Detail: Learning About Mergers.
  Preprint
• Aiken, A. and Kang, M. (2023). Hedge Fund Manager Timing and Selectivity Skill Over Time. A Holdings-Based Estimate.