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Do hot hands persist among hedge fund managers? : An empirical evaluation

Jagannathan, Ravi; Malachov, Aleksej; Novikov, Dmitry - 2006

Persistent link: https://www.econbiz.de/10003293759

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Jagannathan, Ravi - 2009

We examine whether hot hands exist among hedge fund managers. In measuring performance persistence, we use hedge fund … style benchmarks. This allows us to identify managers with valuable skills, and also to control for option-like features …

Persistent link: https://www.econbiz.de/10012767433

Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis

Ben Dor, Arik - 2009

(2001), and Agarwal and Naik (2001), we show how to analyze the investment style of hedge fund managers by including the …

Persistent link: https://www.econbiz.de/10012767813

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Jagannathan, Ravi - 2006

Persistent link: https://www.econbiz.de/10012466656

Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis

Dor, Arik Ben - 2002

(2001), and Agarwal and Naik (2001), we show how to analyze the investment style of hedge fund managers by including the …

Persistent link: https://www.econbiz.de/10012469600

When Does a Mutual Fund's Trade Reveal its Skill?

Da, Zhi - 2007

We conjecture that a mutual fund manager with superior stock selection ability is more likely to benefit from trading in stocks affected by information-events. Taking the probability of informed trading (PIN, Easley, Kiefer, O'Hara, and Paperman, 1996) to measure the amount of informed trading...

Persistent link: https://www.econbiz.de/10012465014