City Research Online

Items where City Author is "Hayley, Simon"

Up a level
Group by: Type | No Grouping
Number of items: 11.


Cuthbertson, K., Hayley, S., Motson, N. & Nitzsche, D. (2016). What Does Rebalancing Really Achieve?. International Journal of Finance & Economics, 21(3), pp. 224-240. doi: 10.1002/ijfe.1545

Hayley, S. & Marsh, I. W. (2016). What do retail FX traders learn?. Journal of International Money and Finance, 64, pp. 16-38. doi: 10.1016/j.jimonfin.2016.02.001

Hayley, S., Nitzsche, D. & Cuthbertson, K. (2016). Market and Style Timing: German Equity and Bond Funds. European Financial Management, 22(4), pp. 667-696. doi: 10.1111/eufm.12080

Hayley, S. (2014). Hindsight Effects in Dollar-Weighted Returns. Journal of Financial and Quantitative Analysis, 49(1), pp. 249-269. doi: 10.1017/s0022109014000155


Hayley, S. (2015). Diversification returns, rebalancing returns and volatility pumping. .

Hayley, S. (2010). Dollar Cost Averaging - The Role of Cognitive Error. .

Hayley, S. (2010). Value Averaging and the Automated Bias of Performance Measures. .


Hayley, S. (2015). Cognitive error in the measurement of investment returns. (Unpublished Doctoral thesis, City University London)

Working Paper

Hayley, S. & Sefiloglu, O. (2022). Biases in Private Equity Returns. .

Hayley, S. (2018). Further Biases in Using Dollar-Weighted Returns to Infer Investment Timing Effects. SSRN.

Hayley, S. (2016). Reforming UK Venture Capital Trusts. SSRN.

This list was generated on Tue Jun 25 03:10:22 2024 UTC.