Simon Hayley

City University London - Sir John Cass Business School

Lecturer in Finance

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

8

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3,293

CITATIONS

8

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 - Sir John Cass Business School
Downloads 1,322 (14,096)
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
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 951 (23,111)
Citation 2

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Diversification, rebalancing, volatility pumping

3.

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 - Sir John Cass Business School
Downloads 425 (67,245)

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investment, equity risk premium, dollar-weighted return

4.

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 - Sir John Cass Business School
Downloads 354 (83,348)
Citation 1

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Dollar cost averaging, investment, behavioral finance

5.

Do Retail FX Traders Learn?

Number of pages: 41 Posted: 11 Sep 2015
Simon Hayley and Ian W. Marsh
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 161 (183,093)
Citation 2

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Market microstructure, foreign exchange, retail trading, learning

6.

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 - Sir John Cass Business School
Downloads 43 (410,811)

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

7.

Reforming UK Venture Capital Trusts

Number of pages: 29 Posted: 12 Nov 2016 Last Revised: 11 Jun 2019
Simon Hayley
City University London - Sir John Cass Business School
Downloads 37 (434,294)

Abstract:

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venture capital, VCT, tax, UK

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
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 0 (666,530)
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Abstract:

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mutual funds performance, market timing