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Conditional Return Smoothing in the Hedge Fund Industry

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References

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2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited

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2013Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings196 cited
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2013Do Hedge Funds Manipulate Stock Prices?144 cited
2012Predicting fraud by investment managers134 cited
2011Are Mutual Funds Sitting Ducks?109 cited
2016Limited attention, marital events and hedge funds107 cited
2007Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution106 cited
2018Do Hedge Funds Exploit Rare Disaster Concerns?102 cited
2012The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium96 cited
2011Missing the marks? Dispersion in corporate bond valuations across mutual funds91 cited
2011Hedge Funds: Pricing Controls and the Smoothing of Self-reported Returns85 cited
2015The Cost of Capital for Alternative Investments77 cited
2015Change You Can Believe In? Hedge Fund Data Revisions74 cited
2017Strategic Delays and Clustering in Hedge Fund Reported Returns69 cited
2018Harmful diversification: Evidence from alternative investments65 cited
2014Strategic Delays and Clustering in Hedge Fund Reported Returns65 cited