Matches in SemOpenAlex for { <https://semopenalex.org/work/W1583375905> ?p ?o ?g. }
- W1583375905 abstract "We use a novel database to study timeliness of hedge-fund monthly performance disclosures. Managers engage in strategic timing: poor monthly returns are reported with delay, sometimes clustered with stronger subsequent performance, suggestive of ‘performance smoothing’. We posit that propensity to delay could reveal operational-risk and/or poor-managerial quality. Consistent with this, a portfolio strategy that buys (sells) funds with historically timely (untimely) reporting delivers 3% annual-style-adjusted returns. Investor flows are lower following reporting delays, though there are potential benefits to managers from delaying when performance is sufficiently poor. We conclude timely disclosure is an important consideration for hedge-fund managers and investors." @default.
- W1583375905 created "2016-06-24" @default.
- W1583375905 creator A5035784663 @default.
- W1583375905 creator A5080827311 @default.
- W1583375905 date "2014-01-01" @default.
- W1583375905 modified "2023-09-27" @default.
- W1583375905 title "Strategic Delays and Clustering in Hedge Fund Reported Returns" @default.
- W1583375905 cites W1542183466 @default.
- W1583375905 cites W1567304789 @default.
- W1583375905 cites W1586998858 @default.
- W1583375905 cites W170638649 @default.
- W1583375905 cites W1763040375 @default.
- W1583375905 cites W1829805064 @default.
- W1583375905 cites W2032297215 @default.
- W1583375905 cites W2041677022 @default.
- W1583375905 cites W2055756199 @default.
- W1583375905 cites W2065250950 @default.
- W1583375905 cites W2071323569 @default.
- W1583375905 cites W2081714261 @default.
- W1583375905 cites W2083743865 @default.
- W1583375905 cites W2092289926 @default.
- W1583375905 cites W2094863662 @default.
- W1583375905 cites W2101579108 @default.
- W1583375905 cites W2104795328 @default.
- W1583375905 cites W2105177794 @default.
- W1583375905 cites W2110881563 @default.
- W1583375905 cites W2119636732 @default.
- W1583375905 cites W2121897749 @default.
- W1583375905 cites W2123519960 @default.
- W1583375905 cites W2124087300 @default.
- W1583375905 cites W2136750963 @default.
- W1583375905 cites W2140504025 @default.
- W1583375905 cites W2142361757 @default.
- W1583375905 cites W2143139512 @default.
- W1583375905 cites W2144795524 @default.
- W1583375905 cites W2145858663 @default.
- W1583375905 cites W2146756020 @default.
- W1583375905 cites W2148724785 @default.
- W1583375905 cites W2150730441 @default.
- W1583375905 cites W2154075035 @default.
- W1583375905 cites W2155242286 @default.
- W1583375905 cites W2158408083 @default.
- W1583375905 cites W2162301119 @default.
- W1583375905 cites W2163980978 @default.
- W1583375905 cites W2166700383 @default.
- W1583375905 cites W2167423526 @default.
- W1583375905 cites W2171678127 @default.
- W1583375905 cites W3023419152 @default.
- W1583375905 cites W3121579403 @default.
- W1583375905 cites W3122015730 @default.
- W1583375905 cites W3122267742 @default.
- W1583375905 cites W3122976953 @default.
- W1583375905 cites W3123343230 @default.
- W1583375905 cites W3123884320 @default.
- W1583375905 doi "https://doi.org/10.2139/ssrn.2517611" @default.
- W1583375905 hasPublicationYear "2014" @default.
- W1583375905 type Work @default.
- W1583375905 sameAs 1583375905 @default.
- W1583375905 citedByCount "20" @default.
- W1583375905 countsByYear W15833759052012 @default.
- W1583375905 countsByYear W15833759052013 @default.
- W1583375905 countsByYear W15833759052014 @default.
- W1583375905 countsByYear W15833759052015 @default.
- W1583375905 countsByYear W15833759052016 @default.
- W1583375905 countsByYear W15833759052017 @default.
- W1583375905 countsByYear W15833759052019 @default.
- W1583375905 countsByYear W15833759052020 @default.
- W1583375905 crossrefType "journal-article" @default.
- W1583375905 hasAuthorship W1583375905A5035784663 @default.
- W1583375905 hasAuthorship W1583375905A5080827311 @default.
- W1583375905 hasBestOaLocation W15833759052 @default.
- W1583375905 hasConcept C10138342 @default.
- W1583375905 hasConcept C106159729 @default.
- W1583375905 hasConcept C144133560 @default.
- W1583375905 hasConcept C154945302 @default.
- W1583375905 hasConcept C162118730 @default.
- W1583375905 hasConcept C162324750 @default.
- W1583375905 hasConcept C183582576 @default.
- W1583375905 hasConcept C204434749 @default.
- W1583375905 hasConcept C34375142 @default.
- W1583375905 hasConcept C40331085 @default.
- W1583375905 hasConcept C41008148 @default.
- W1583375905 hasConcept C55286048 @default.
- W1583375905 hasConcept C73283319 @default.
- W1583375905 hasConcept C73555534 @default.
- W1583375905 hasConceptScore W1583375905C10138342 @default.
- W1583375905 hasConceptScore W1583375905C106159729 @default.
- W1583375905 hasConceptScore W1583375905C144133560 @default.
- W1583375905 hasConceptScore W1583375905C154945302 @default.
- W1583375905 hasConceptScore W1583375905C162118730 @default.
- W1583375905 hasConceptScore W1583375905C162324750 @default.
- W1583375905 hasConceptScore W1583375905C183582576 @default.
- W1583375905 hasConceptScore W1583375905C204434749 @default.
- W1583375905 hasConceptScore W1583375905C34375142 @default.
- W1583375905 hasConceptScore W1583375905C40331085 @default.
- W1583375905 hasConceptScore W1583375905C41008148 @default.
- W1583375905 hasConceptScore W1583375905C55286048 @default.
- W1583375905 hasConceptScore W1583375905C73283319 @default.
- W1583375905 hasConceptScore W1583375905C73555534 @default.
- W1583375905 hasLocation W15833759051 @default.