Simon Hayley

Bayes Business School (formerly Cass), City, University of London

Senior Lecturer in Finance

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 17,742

SSRN RANKINGS

Top 17,742

in Total Papers Downloads

5,277

SSRN CITATIONS

7

CROSSREF CITATIONS

3

Ideas:
“  I am currently working on biases in private equity returns  ”

Scholarly Papers (9)

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
Bayes Business School (formerly Cass), City, University of London
Downloads 2,128 (13,737)
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, Bayes Business School (formerly Cass), City, University of London, City University London - Bayes Business School and City University London - The Business School
Downloads 1,316 (28,645)
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
Bayes Business School (formerly Cass), City, University of London
Downloads 588 (86,010)
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
Bayes Business School (formerly Cass), City, University of London
Downloads 519 (100,584)
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
Bayes Business School (formerly Cass), City, University of London and City University London - The Business School
Downloads 249 (225,978)
Citation 3

Abstract:

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Market microstructure, foreign exchange, retail trading, learning

6.

Biases in Private Equity Returns

Number of pages: 48 Posted: 19 Oct 2022 Last Revised: 09 Feb 2023
Simon Hayley and Onur Sefiloglu
Bayes Business School (formerly Cass), City, University of London and Bayes Business School (formerly Cass), City, University of London
Downloads 219 (255,710)

Abstract:

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private equity, internal rate of return, bias

7.

Reforming UK Venture Capital Trusts

Number of pages: 29 Posted: 12 Nov 2016 Last Revised: 11 Jun 2019
Simon Hayley
Bayes Business School (formerly Cass), City, University of London
Downloads 144 (369,027)

Abstract:

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venture capital, VCT, tax, UK

8.

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
Bayes Business School (formerly Cass), City, University of London
Downloads 96 (497,965)

Abstract:

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

9.

The Rest of the World’s Dollar-Weighted Return on US Treasurys - A Reinterpretation

Number of pages: 7 Posted: 13 Feb 2024
Simon Hayley
Bayes Business School (formerly Cass), City, University of London
Downloads 18 (964,530)

Abstract:

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internal rate of return, dollar-weighted return, debt management, U.S. Treasury, Exorbitant Privilege