Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings-Reference-Cited by-同舟云学术

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Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Agarwal Vikas,Fos Vyacheslav,Jiang Wei

Publisher

Elsevier BV

Reference50 articles.

1. The performance of hedge funds: Risk, return and incentives;Carl Ackermann;Journal of Finance,1999

2. Hedge funds for retail investors? An examination of hedged mutual funds;Agarwal;Journal of Financial and Quantitative Analysis,2009

3. Role of managerial incentives and discretion in hedge fund performance;Agarwal;Journal of Finance,2009

4. Uncovering hedge fund skill from the portfolios they hide;Vikas Agarwal;Journal of Finance forthcoming,2011

5. Out of the Dark: Hedge Fund Reporting Biases and Commercial Databases

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Can hedge funds time market liquidity?;Journal of Financial Economics;2013-08

2. Hedge Funds and Chapter 11;The Journal of Finance;2012-03-27

3. The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance;SSRN Electronic Journal;2012

4. Do Hedge Funds Outperform Stocks and Bonds?;SSRN Electronic Journal;2012

5. The Strategic Listing Decisions of Hedge Funds;SSRN Electronic Journal;2012

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