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Record W1968188491 · doi:10.3905/jwm.2014.16.4.065

Do “Hot Hands” Exist in Funds of Hedge Funds?

2014· article· en· W1968188491 on OpenAlexaff
Olfa Hamza, Maher Kooli

Bibliographic record

Venue˜The œjournal of wealth management · 2014
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsUniversité du Québec à Montréal
Fundersnot available
KeywordsHedge fundEquity (law)Valuation (finance)Stock (firearms)Stock marketMonetary economicsEconomicsInstitutional investorBusinessFinancePolitical scienceLaw

Abstract

fetched live from OpenAlex

One of the most important news events for the U.S. stock markets is certainly the election of the President. This study seeks to determine whether market reactions to elections are a valuable source of information for investors. Using data for the years 1896–2001, a momentum effect appears during the remainder of the election year, a slight reversal effect appears across the president’s term, and a strong reversal effect appears during the President’s second year in office. The difference in campaign information during the election and actual subsequent economic policy implementations may explain why the market’s vote does count. TOPICS:Real assets/alternative investments/private equity, security analysis and valuation, analysis of individual factors/risk premia

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.015
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.010
Threshold uncertainty score0.035

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.015
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0020.001
Science and technology studies0.0010.002
Scholarly communication0.0040.004
Open science0.0010.002
Research integrity0.0020.001
Insufficient payload (model declined to judge)0.0100.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.036
GPT teacher head0.241
Teacher spread0.206 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations7
Published2014
Admission routes1
Has abstractyes

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