Out of the Dark: Hedge Fund Reporting Biases and Commercial Databases

By Adam L. Aiken, C. P. Clifford, Jesse A. Ellis. 2013

141 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/85d4c0a3488c4ce7859f9b3394b106e931a538b2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Stefan Ruenzi
2. F. Weigert
3. Vikas Agarwal

In Economics and Econometrics

1. Stefan Ruenzi
2. F. Weigert
3. Vikas Agarwal
4. Melvyn Teo
5. Claudia Czado
6. Martin Eling
7. Narayan Naik
8. William Fung

In Finance

1. Stefan Ruenzi
2. F. Weigert
3. Vikas Agarwal
4. Melvyn Teo
5. Claudia Czado
6. Andrew J. Patton
7. Martin Eling
8. Narayan Naik

Citations in the corpus

• Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings (2017, background): “More recently, using long equity positions of hedge funds in the 13F data and hedge fund holdings of funds of hedge funds respectively, Agarwal, Fos, and Jiang (2013) and Aiken, Clifford, and Ellis (2013) find that fund performance declines after delisting.”