Simon Hayley

City University London - Bayes Business School (formerly Cass)

Lecturer in Finance

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 16,640

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Top 16,640

in Total Papers Downloads

4,328

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

Value Averaging and How Dynamic Strategies Bias the IRR and Modified IRR

Number of pages: 41 Posted: 15 May 2010 Last Revised: 03 Sep 2013
Simon Hayley
City University London - Bayes Business School (formerly Cass)
Downloads 1,792 (13,443)
Citation 1

Abstract:

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value averaging, dollar cost, formula strategy

2.

Diversification Returns, Rebalancing Returns and Volatility Pumping

Number of pages: 45 Posted: 19 Aug 2013 Last Revised: 08 Feb 2016
affiliation not provided to SSRN, City University London - Bayes Business School (formerly Cass), City University London - Bayes Business School and City University London - The Business School
Downloads 1,204 (24,615)
Citation 2

Abstract:

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Diversification, rebalancing, volatility pumping

3.

Dollar Cost Averaging - The Role of Cognitive Error

Number of pages: 27 Posted: 15 Sep 2009 Last Revised: 21 Jan 2012
Simon Hayley
City University London - Bayes Business School (formerly Cass)
Downloads 498 (80,887)
Citation 3

Abstract:

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Dollar cost averaging, investment, behavioral finance

4.

Measuring Investors' Historical Returns: Hindsight Bias in Dollar-Weighted Returns

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 28 Oct 2010 Last Revised: 19 Sep 2017
Simon Hayley
City University London - Bayes Business School (formerly Cass)
Downloads 480 (84,074)
Citation 1

Abstract:

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investment, equity risk premium, dollar-weighted return

5.

Do Retail FX Traders Learn?

Number of pages: 41 Posted: 11 Sep 2015
Simon Hayley and Ian W. Marsh
City University London - Bayes Business School (formerly Cass) and City University London - The Business School
Downloads 188 (223,182)
Citation 2

Abstract:

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Market microstructure, foreign exchange, retail trading, learning

6.

Reforming UK Venture Capital Trusts

Number of pages: 29 Posted: 12 Nov 2016 Last Revised: 11 Jun 2019
Simon Hayley
City University London - Bayes Business School (formerly Cass)
Downloads 100 (362,092)

Abstract:

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venture capital, VCT, tax, UK

7.

Further Biases in Using Dollar-Weighted Returns to Infer Investment Timing Effects

Number of pages: 22 Posted: 25 Feb 2018 Last Revised: 27 Mar 2019
Simon Hayley
City University London - Bayes Business School (formerly Cass)
Downloads 66 (460,399)

Abstract:

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Internal Rate of Return, Dollar-Weighted Return, Hindsight Effect, Portfolio Performance

8.

Market and Style Timing: German Equity and Bond Funds

European Financial Management, Vol. 22, Issue 4, pp. 667-696, 2016
Number of pages: 30 Posted: 02 Sep 2016
Keith Cuthbertson, Simon Hayley and Dirk Nitzsche
affiliation not provided to SSRN, City University London - Bayes Business School (formerly Cass) and City University London - The Business School
Downloads 0 (905,910)

Abstract:

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mutual funds performance, market timing