Limited Attention, Marital Events, and Hedge Funds

We explore the impact of limited attention on investment performance by analyzing the returns of hedge fund managers who are distracted by personal events such as marriage and divorce. We find that marriages and divorces are associated with significantly lower fund alpha, during the six-month period...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: LU, Yan, RAY, Sugata, TEO, Melvyn
التنسيق: text
اللغة:English
منشور في: Institutional Knowledge at Singapore Management University 2015
الموضوعات:
الوصول للمادة أونلاين:https://ink.library.smu.edu.sg/lkcsb_research/4723
https://ink.library.smu.edu.sg/context/lkcsb_research/article/5722/viewcontent/hedgefund_marriageXI.pdf
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المؤسسة: Singapore Management University
اللغة: English