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Is research on hedge fund performance published selectively? : a quantitative survey
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - In: Journal of economic surveys 38 (2024) 4, pp. 1085-1131
Persistent link: https://www.econbiz.de/10015154803
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Hedge fund performance : a quantitative survey
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2022
Persistent link: https://www.econbiz.de/10013269905
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Hedge fund performance : a quantitative survey
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2022
underlying data and by lim- ited consensus on how hedge fund performance should be measured. Using a sample of 1,019 intercept …
Persistent link: https://www.econbiz.de/10013270929
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Hedge Fund Performance : A Quantitative Survey
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2022
We provide the first quantitative survey of the empirical literature on hedge fund performance. We examine the impact …
Persistent link: https://www.econbiz.de/10013404563
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Where have all the alphas gone? : a meta-analysis of hedge fund performance
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2024
Persistent link: https://www.econbiz.de/10014520910
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Where have all the alphas gone? : a meta-analysis of hedge fund performance
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2024
We examine the factors influencing published estimates of hedge fund performance. Using a sample of 1,019 intercept … characteristics and research design choices in the underlying studies. Estimates of current performance implied by best practice … management and performance fees charged by hedge funds. We also document how reported performance estimates vary with hedge fund …
Persistent link: https://www.econbiz.de/10014521048
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Spurious precision in meta-analysis
Havránková, Zuzana; Bom, Pedro R. D.; Havránek, Tomáš - 2023
Meta-analysis upweights studies reporting lower standard errors and hence more precision. But in empirical practice, notably in observational research, precision is not given to the researcher. Precision must be estimated, and thus can be p-hacked to achieve statistical significance. Simulations...
Persistent link: https://www.econbiz.de/10013555608
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Spurious precision in meta-analysis
Havránková, Zuzana; Bom, Pedro R. D.; Havránek, Tomáš - 2023
Persistent link: https://www.econbiz.de/10013556719
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Meta-analysis of social science research : a practitioner's guide
Havránková, Zuzana; Doucouliagos, Chris; Havránek, … - In: Journal of economic surveys 38 (2024) 5, pp. 1547-1566
Persistent link: https://www.econbiz.de/10015154828
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Meta-analysis of intra-industry FDI spillovers : updated evidence
Havránek, Tomáš; Iršová, Zuzana - In: Finance a úvěr 60 (2010) 2, pp. 151-174
Persistent link: https://www.econbiz.de/10003964149