Limited attention, marital events and hedge funds

Limited attention, marital events and hedge funds

We explore the impact of limited attention by analyzing the performance of hedge fund managers who are distracted by marital events. We find that marriages and divorces are associated with significantly lower fund alpha, during the six-month period surrounding and the two-year period after the event...

Full description

Saved in:
Bibliographic Details
Main Authors: LU, Yan, RAY, Sugata, TEO, Melvyn
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
Subjects:
Hedge funds
Limited attention
Marriage
Divorce
Disposition effect
Finance and Financial Management
Human Resources Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/5073
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6072/viewcontent/LimitedAttentioMaritalEventsHedgeFunds_2016.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/5073
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6072/viewcontent/LimitedAttentioMaritalEventsHedgeFunds_2016.pdf

Similar Items