Similar Search Results

How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach

Reuter, Jonathan - 2010

The level of diseconomies of scale in asset management has important implications for tests of manager skill and the expected level of performance persistence. To identify the causal impact of fund size on future returns, we exploit the fact that small differences in returns can cause discrete...

Persistent link: https://www.econbiz.de/10012462327

Do hedge funds exposures to risk factors predict their future returns?

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 101 (2011) 1, pp. 36-68

Persistent link: https://www.econbiz.de/10009242998

Systematic risk and the cross section of hedge fund returns

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009666668

Are mutual funds sitting ducks?

Shive, Sophie; Yun, Hayong - In: Journal of financial economics 107 (2013) 1, pp. 220-237

Persistent link: https://www.econbiz.de/10009715826

Capacity constraints, investor information, and hedge fund returns

Ramadorai, Tarun - In: Journal of financial economics 107 (2013) 2, pp. 401-416

Persistent link: https://www.econbiz.de/10009719724

Are hedge fund managers systematically misreporting? Or not?

Jorion, Philippe; Schwarz, Christopher - In: Journal of financial economics 111 (2014) 2, pp. 311-327

Persistent link: https://www.econbiz.de/10010255518

Smart money, dumb money, and capital market anomalies

Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382

Persistent link: https://www.econbiz.de/10011480515

An econometric model of serial correlation and illiquidity in hedge fund returns

Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - In: Journal of financial economics 74 (2004) 3, pp. 529-609

Persistent link: https://www.econbiz.de/10002439293

Asset management and investment banking

Berzins, Janis; Liu, Crocker H.; Trzcinka, Charles - In: Journal of financial economics 110 (2013) 1, pp. 215-231

Persistent link: https://www.econbiz.de/10010208692

Detecting Crowded Trades in Currency Funds

Pojarliev, Momtchil - 2010

methodology to measure crowded trades and apply it to professional currency managers. Our results suggest that carry became a … very relevant for investors, managers and regulators …

Persistent link: https://www.econbiz.de/10012462954

1
2
3
4
5
6
7
8
9
10
Next
Last