Nicolas Bollen is with the Owen Graduate School of Management at Vanderbilt University and Veronika K. Pool is with Indiana University. The authors thank Cliff Ball, Jim Byrne, Mila Getmansky, Craig Lewis, Bing Liang, Neil Ramsey, Jacob Sagi, Paul Schultz, Fei Xie, and seminar participants at Georgetown University, Indiana University, the University of Massachusetts, Vanderbilt University, and the 2008 WFA annual meeting for helpful discussions. Research support was provided by the Financial Markets Research Center.
Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution
Version of Record online: 28 SEP 2009
© 2009 the American Finance Association
The Journal of Finance
Volume 64, Issue 5, pages 2257–2288, October 2009
How to Cite
BOLLEN, N. P.B. and POOL, V. K. (2009), Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution. The Journal of Finance, 64: 2257–2288. doi: 10.1111/j.1540-6261.2009.01500.x
- Issue online: 28 SEP 2009
- Version of Record online: 28 SEP 2009
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