Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution

By Nicolas P. B. Bollen, Veronika K. Pool. 2009

217 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/f5d0be4d4248c383f042e048c7216e0d7d827f7e

Citations in the corpus

• Predicting Fraud by Investment Managers (2012, unknown): “Bollen and Pool (2010) build on earlier studies of hedge funds’ manipulation of reported returns [Bollen and Pool (2008); Bollen and Pool (2009); and Straumann (2009)] and find that suspicious return patterns can predict fraud charges.”
• Trafficking Networks and the Mexican Drug War (2015, unknown): “These studies examine topics ranging from earnings manipulation (Bollen and Pool, 2009; Bhojraj et al., 2009) to the production of defective products (Krueger and Mas, 2004) to fixing the outcomes of sporting events (Wolfers, 2006; Duggan and Levitt, 2002) to sex-selective abortions in Taiwan (Lin…”