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Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry
16 references·11 citing·39 second hopsampled
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry (2007)Fund Liquidation, Self-selection, and Loo…Short-Term Persistence in Mutual Fund Performance (2004)Short-Term Persistence in Mut…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…An econometric model of serial correlation and illiquidity in hedge fund returns (2004)An econometric model of seria…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Multi-Period Performance Persistence Analysis of Hedge Funds (2000)Multi-Period Performance Pers…Hedge Funds: The Living and the Dead (2000)Hedge Funds: The Living and t…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics (1998)An Analysis of Sample Attriti…An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics (1998)An Analysis of Sample Attriti…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)Offshore Hedge Funds: Surviva…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …Survivor Bias and Mutual Fund Performance (1996)Survivor Bias and Mutual Fund…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…The Adaptive Markets Hypothesis (2024)The Adaptive Markets Hypothes…Hedge Fund Flows and Performance Streaks:How Investors Weigh Information (2022)Hedge Fund Flows and Performa…Do corporate site visits impact hedge fund performance? (2019)Do corporate site visits impa…The Economics and Finance of Hedge Funds: A Review of the Academic Literature (2015)The Economics and Finance of …Hedge Funds: A Dynamic Industry in Transition (2015)Hedge Funds: A Dynamic Indust…Recovering Delisting Returns of Hedge Funds (2014)Recovering Delisting Returns …The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance (2012)The Life Cycle of Hedge Funds…The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance (2012)The Life Cycle of Hedge Funds…Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies (2011)Risk and Return Characteristi…Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences (2010)Survivorship Bias and Mutual …Look-ahead benchmark bias in portfolio performance evaluation (2009)Look-ahead benchmark bias in …An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Modern Portfolio Theory and Investment Analysis. (1982)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)The Estimation of Choice Probabilities from Choice Based Samples (1977)Limited-dependent and qualitative variables in econometrics (1983)Limited-Dependent and Qualitative Variables in Econometrics. (1985)Trends in Intergenerational Income Mobility (2009)The Consequences of Child Soldiering (2010)Heat stress increases long-term human migration in rural Pakistan (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Common risk factors in the returns on stocks and bonds (1993)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)The Performance of Mutual Funds in the Period 1945-1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Risks and Portfolio Decisions Involving Hedge Funds (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Cross-Section of Expected Stock Returns (1992)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Hedge Funds: Performance, Risk, and Capital Formation (2008)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)A Survey of Systemic Risk Analytics (2012)Herding and Feedback Trading by Institutional and Individual Investors (1999)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited
  • 1998An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics809 cited
  • 1998An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics711 cited
  • 2004Short-Term Persistence in Mutual Fund Performance657 cited
  • 2000Hedge Funds: The Living and the Dead621 cited
  • 2000Multi-Period Performance Persistence Analysis of Hedge Funds600 cited
  • 1996Survivor Bias and Mutual Fund Performance599 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995597 cited
  • Cited by

    • 2012The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance68 cited
    • 2010Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences65 cited
    • 2015Hedge Funds: A Dynamic Industry in Transition64 cited
    • 2015The Economics and Finance of Hedge Funds: A Review of the Academic Literature52 cited
    • 2022Hedge Fund Flows and Performance Streaks:How Investors Weigh Information41 cited
    • 2014Recovering Delisting Returns of Hedge Funds40 cited
    • 2019Do corporate site visits impact hedge fund performance?36 cited
    • 2012The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance31 cited
    • 2011Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies26 cited
    • 2009Look-ahead benchmark bias in portfolio performance evaluation23 cited
    • 2024The Adaptive Markets Hypothesis20 cited