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It is well known that the voluntary reporting of hedge funds may cause biases in estimates of their investment returns. But wide disagreements exist in explaining why hedge funds stop reporting to the datagathering services. Academic studies have suggested that poor or failing funds stop...
Persistent link: https://www.econbiz.de/10005435944
Constructing a data base that is relatively free of bias, this paper provides measures of the returns of hedge fund s as well as the distinctly non-normal characteristics of the data. We provide risk-adjusted measures of performance as well as tests of the degree to which hedge funds live up to...
Persistent link: https://www.econbiz.de/10011149956
A striking feature of the United States stock market is the tendency of days with very large movements of stock prices to be clustered together. We define an extreme movement in stock prices as one that can be characterized as a three sigma event; that is, a daily movement in the broad...
Persistent link: https://www.econbiz.de/10011149978
It is well known that the voluntary reporting of hedge funds may cause biases in estimates of their investment returns. But wide disagreements exist in explaining why hedge funds stop reporting to the datagathering services. Academic studies have suggested that poor or failing funds stop...
Persistent link: https://www.econbiz.de/10011149988
A striking feature of the United States stock market is the tendency of days with very large movements of stock prices to be clustered together. We define an extreme movement in stock prices as one that can be characterized as a three sigma event; that is, a daily movement in the broad...
Persistent link: https://www.econbiz.de/10005004255
Constructing a data base that is relatively free of bias, this paper provides measures of the returns of hedge fund s as well as the distinctly non-normal characteristics of the data. We provide risk-adjusted measures of performance as well as tests of the degree to which hedge funds live up to...
Persistent link: https://www.econbiz.de/10005558533
Persistent link: https://www.econbiz.de/10009281977
Hilly terrains with steep slopes and poor vegetative cover are prone to soil erosion. Crop productivity from such lands can be increased by adding correct amounts of soil conditioners such as polyacrylamide (PAM) and gypsum (G) to reduce soil erosion and to improve settling of suspended...
Persistent link: https://www.econbiz.de/10008864414
Persistent link: https://www.econbiz.de/10005781210
Persistent link: https://www.econbiz.de/10005671936