Local Bias Among U.S.-based Hedge Funds
I examine local bias in hedge fund portfolio selection, using Section 13-F original and confidential holding filings. Using Coval and Moskowitz (1999) measure, I find that local bias is present among U.S.-based hedge funds. The holdings of funds are on average 20-67 km closer to hedge funds than the...
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| Format: | Others |
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ScholarWorks @ Georgia State University
2017
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| Online Access: | http://scholarworks.gsu.edu/bus_admin_diss/88 http://scholarworks.gsu.edu/cgi/viewcontent.cgi?article=1094&context=bus_admin_diss |