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Survivorship bias and comparability of UK open-ended fund databases
Hanke, Bernd; Keswani, Aneel; Quigley, Garrett; … - In: Economics letters 172 (2018), pp. 110-114
Persistent link: https://www.econbiz.de/10012022080
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Data uncertainty : empirical evidence, general-equilibrium implications, and hedging strategies
Aruoba, S. Borağan - 2004
Persistent link: https://www.econbiz.de/10003386757
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Measuring the quality of hedge fund data
Straumann, Daniel - In: The journal of alternative investments 12 (2009/10) 2, pp. 26-40
Persistent link: https://www.econbiz.de/10003961076
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India's Forward Momentum in Pharmaceuticals
Nesbitt, Elizabeth - 2018
A major producer and exporter of formulated, low-cost generic pharmaceuticals, India increased its exports to major markets during 2011–17, including sub-Saharan Africa (SSA) and the United States. India is also taking steps to produce more innovative pharmaceuticals through such measures as...
Persistent link: https://www.econbiz.de/10012915860
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Securities Data Company and Zephyr, data sources for M&A research
Bollaert, Helen; Delanghe, Marieke - In: The journal of corporate finance : contracting, … 33 (2015), pp. 85-100
Persistent link: https://www.econbiz.de/10011408400
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Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings
Agarwal, Vikas - 2014
This paper formally analyzes the biases related to self-reporting in hedge fund databases by matching the quarterly equity holdings of a complete list of 13F-filing hedge fund companies to the union of five major commercial databases of self-reporting hedge funds between 1980 and 2008. We find...
Persistent link: https://www.econbiz.de/10013070382
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Hedge Fund Performance : Are Stylized Facts Sensitive to Which Database One Uses?
Joenväärä, Juha - 2019
This paper proposes a novel database merging approach and re-examines the fundamental questions regarding hedge fund … performance. Before drawing conclusions about fund performance, we form an aggregate database by exploiting all available … aggregate database than from some of the individual commercial databases. Although hedge funds deliver performance persistence …
Persistent link: https://www.econbiz.de/10012905748
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Hedge Fund Performance : Are Stylized Facts Sensitive to Which Database One Uses?
Joenväärä, Juha - 2019
This paper proposes a novel database merging approach and re-examines the fundamental questions regarding hedge fund … performance. Before drawing conclusions about fund performance, we form an aggregate database by exploiting all available … aggregate database than from some of the individual commercial databases. Although hedge funds deliver performance persistence …
Persistent link: https://www.econbiz.de/10012889857
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Introducing a New Database of 19th Century US Stocks : Returns from 1831 to 1870, Capitalization-Weighted, with Dividends
McQuarrie, Edward F. - 2017
This paper describes an effort to extend the record of US stock market returns past the 1871 terminus of the Cowles (1938) data familiar from Schiller (2015). I combined the archival data supplied by Goetzmann, Ibbotson and Peng (2001) with data supplied by Sylla, Wilson and Wright (2006), and...
Persistent link: https://www.econbiz.de/10012950776
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US stock returns and oil prices : the tale from daily data and the 2008 - 2009 financial crisis
Mollick, André Varella; Assefa, Tibebe Abebe - In: Energy economics 36 (2013), pp. 1-18
Persistent link: https://www.econbiz.de/10009724771