Do Sophisticated Investors Believe in the Law of Small Numbers?
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References listed on IDEAS
- Agarwal, Vikas & Naik, Narayan Y., 2000. "Multi-Period Performance Persistence Analysis of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(3), pages 327-342, September.
- Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno, 2005.
"Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 40(3), pages 493-517, September.
- Baquero, G. & Ter Horst, J.R. & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," Discussion Paper 2002-111, Tilburg University, Center for Economic Research.
- Baquero, G. & ter Horst, J.R. & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," ERIM Report Series Research in Management ERS-2002-104-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Axel Stahmer, 2015. "Fund flows inducing mispricing of risk in competitive financial markets," ESMT Research Working Papers ESMT-15-04, ESMT European School of Management and Technology.
- Matthew Rabin & Dimitri Vayanos, 2010.
"The Gambler's and Hot-Hand Fallacies: Theory and Applications,"
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Oxford University Press, vol. 77(2), pages 730-778.
- Rabin, Matthew & Vayanos, Dimitri, 2007. "The gambler's and hot-hand fallacies: theory and applications," LSE Research Online Documents on Economics 24476, London School of Economics and Political Science, LSE Library.
- Rabin, Matthew & Vayanos, Dimitri, 2007. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," CEPR Discussion Papers 6081, C.E.P.R. Discussion Papers.
- Matthew Rabin & Dimitri Vayanos, 2007. "The Gambler's and Hot-Hand Fallacies:Theory and Applications," FMG Discussion Papers dp578, Financial Markets Group.
More about this item
KeywordsHedge Fund Investors; Hot-Hand Bias; Law of Small Numbers; Overreaction; Performance Persistence;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G3 - Financial Economics - - Corporate Finance and Governance
- M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics
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