Kaiser, Dieter; Haberfelner, Florian - In: Managerial Finance 38 (2012) January, pp. 27-43
Purpose – The purpose of this paper is to explore how hedge fund database biases developed during the 2007-2009 financial crisis. Design/methodology/approach – The sample consists of 8,935 hedge funds from the Lipper TASS Hedge Fund Database for the January 2002-September 2010 time period....