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Caught in the act : how hedge funds manipulate their equity positions

Cici, Gjergji; Kempf, Alexander; Pütz, Alexander - 2010

Using 13F position valuations, we show that hedge fund advisors intentionally mismark their stock positions. We document manipulation even after eliminating issues inherent in the pricing of illiquid securities. Hedge fund advisors mark their positions up (down) following poor (good) performance...

Persistent link: https://www.econbiz.de/10008666511

Behavioural patterns in German and Spanish equity funds : a comparative study

Ferruz Agudo, Luis; Sarto, José Luis; Andreu, Laura - In: The international journal of applied economics and finance 2 (2008) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10003891333

Behavioural patterns in German and Spanish equity funds : a comparative study

Ferruz Agudo, Luis; Sarto, José Luis; Andreu, Laura - In: The international journal of applied economics and finance 4 (2010) 4, pp. 242-253

Persistent link: https://www.econbiz.de/10009125885

Seasonal anomalies in pension plans

Andreu, Laura; Ortiz, Cristina; Sarto, José Luis - In: The journal of behavioral finance : a publication of … 14 (2013) 4, pp. 301-310

Persistent link: https://www.econbiz.de/10010256342

Can exchange traded funds be used to exploit industry and country momentum?

Andreu, Laura; Swinkels, Laurens; Tjong-A-Tjoe, Liam - In: Financial markets and portfolio management 27 (2013) 2, pp. 127-148

Persistent link: https://www.econbiz.de/10009754542

A nonparametric approach to market timing : evidence from Spanish mutual funds

Alvarez, José; Andreu, Laura; Ortiz, Cristina; Sarto, … - In: Journal of economics and finance 38 (2014) 1, pp. 119-132

Persistent link: https://www.econbiz.de/10010387958

Implications of manager replacement : evidence from the Spanish mutual fund industry

Andreu, Laura; Sarto, José Luis; Serrano, Miguel - In: Applied economics 47 (2015) 13/15, pp. 1366-1387

Persistent link: https://www.econbiz.de/10010512060

Performance persistence and its influence on money and investor flows into Spanish pension plans

Ferruz Agudo, Luis; Vicente, Luis; Andreu, Laura - In: Review of quantitative finance and accounting 32 (2009) 1, pp. 85-100

Persistent link: https://www.econbiz.de/10003803554

Performance persistence of Spanish pension funds : the best winners and losers usually repeat

Ferruz, Luis; Vicente, Luis; Andreu, Laura - In: The Geneva papers on risk and insurance - issues and … 32 (2007) 4, pp. 583-594

Persistent link: https://www.econbiz.de/10003553790

Financial consequences of mutual fund mergers

Andreu, Laura; Sarto, José Luis - In: The European journal of finance 22 (2016) 7/9, pp. 529-550

Persistent link: https://www.econbiz.de/10011619071