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...

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Bibliographic Details
Main Authors: LU, Yan, RAY, Sugata, TEO, Melvyn
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
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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
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Institution: Singapore Management University
Language: English

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