Concepedia

Benchmark Selection Effect

Benchmark Selection Effect is a methodological phenomenon in performance attribution analysis wherein the choice of benchmark systematically influences the measured performance differential, thereby distorting the interpretation of skill or strategy effectiveness due to non-random or suboptimal benchmark specification.

12

Publications

2.3K

Citations

27

Authors

33

Institutions

Publications per year

2017–2026

5

Parents

Publications

12

Detecting abnormal operating performance: The empirical power and specification of test statistics

Brad M. Barber, John D. Lyon · Journal of Financial Economics · 1996 · 1.7K citations

, , +9

Detecting Abnormal Operating Performance: The Empirical Power and Specification of Test Statistics

Brad M. Barber, John D. Lyon · SSRN Electronic Journal · 1994 · 149 citations · Full text

, , +9

International asset allocations and capital flows: The benchmark effect

Claudio Raddatz, Sergio L. Schmukler, Tomás Williams · Journal of International Economics · 2017 · 109 citations · Full text

, , +15

MicroLib: A Case for the Quantitative Comparison of Micro-Architecture Mechanisms

Daniel Gracia Pérez, Gilles Mouchard, Olivier Temam · 2005 · 101 citations · Full text

, , +17

Where the Heart Is: Information Production and the Home Bias

Jess Cornaggia, Kimberly Cornaggia, Ryan D. Israelsen · Management Science · 2020 · 81 citations

, , +17

1–5 of 12

Authors

27

  1. BM
    Brad M. Barber

    University of California, Davis, United States

    2 publications · 1.8K citations

    2

    h-index

  2. VK
    Vitali Kalesnik

    Healthcentric Advisors, United States

    2 publications · 48 citations

    2

    h-index

  3. JD
    John D. Lyon

    University of California, Davis, United States

    2 publications · 1.8K citations

    2

    h-index

  4. BW
    Brett W. Myers

    Texas Tech University, United States

    2 publications · 48 citations

    2

    h-index

  5. JF
    Jamal Faraji

    University of Kashan, Iran

    1 publications · 27 citations

    1

    h-index

1–5 of 27

Institutions

33

  1. University of California, Los Angeles

    Los Angeles, United States

    3 h-index

    3 publications

    64 citations

  2. University of California, Davis

    Davis, United States

    2 h-index

    3 publications

    3.5K citations

  3. Texas Tech University

    Lubbock, United States

    2 h-index

    2 publications

    48 citations

  4. Reliant Technologies (United States)

    Norfolk, United States

    1 h-index

    1 publications

    13 citations

  5. École Pour l'Informatique et les Techniques Avancées

    Le Kremlin-Bicêtre, France

    1 h-index

    2 publications

    60 citations

  6. The University of Melbourne

    Melbourne, Australia

    1 h-index

    1 publications

    149 citations

  7. Janus University

    Newport Beach, United States

    1 h-index

    1 publications

    13 citations

  8. Saarland University

    Saarbrücken, Germany

    1 h-index

    5 publications

    150 citations

1–8 of 33

Venues

  1. SSRN Electronic Journal

    Repository · 2 publications · 162 citations

    2

    h-index

  2. Journal of International Economics

    1 publications · 109 citations

    1

    h-index

  3. The Journal of Politics

    JP · 1 publications · 16 citations

    1

    h-index

  4. 1

    h-index

  5. Journal of Financial Economics

    1 publications · 1.7K citations

    1

    h-index

1–5