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Are hedge fund managers systematically misreporting? Or not? · Study

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ArticleAre hedge fund managers systematically misreporting? Or not?

Philippe Jorion2013

OA

Articlegreen2013

Are hedge fund managers systematically misreporting? Or not?

Philippe Jorion

70 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Auditing, Earnings Management, Governance

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 70 citations exist upstream.

References

1995The information content of losses 2004An econometric model of serial correlation and illiquidity in hedge fund returns 2003Why Are Earnings Kinky? An Examination of the Earnings Management Explanation 2003High‐Water Marks and Hedge Fund Management Contracts 2003Incentive Fees and Mutual Funds 2001Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 2005Earnings Management? The Shapes of the Frequency Distributions of Earnings Metrics Are Not Evidence Ipso Facto 2009Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution

Cited by

2015Hedge Funds: A Dynamic Industry in Transition 2015The Economics and Finance of Hedge Funds: A Review of the Academic Literature 2015Regulatory Oversight and Return Misreporting by Hedge Funds

Details

Year2013

Typearticle

Published2013-10-10

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations70

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jfineco.2013.10.001

openalex_workW2109792033

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