I'm looking at data from an investment manager, he had a number of funds. I suspect that he transferred assets between his funds to boost the performance of star funds (obviously causing a loss for the other funds). Does anyone know of any previous academic studies that have looked at this type of activity?

No, but if the manager is SEC-regulated this guide may be of interest. 
(This guide is apparently the product of a law firm probably looking to earn whistleblower fees, so keep that in mind).

What is your evidence besides the disparate performance of various funds? 

No, but if the manager is SEC-regulated this guide may be of interest. 
(This guide is apparently the product of a law firm probably looking to earn whistleblower fees, so keep that in mind).

What is your evidence besides the disparate performance of various funds? 

Thanks for that guide

I have access to a database of all fund group transactions, I've linked trades together so I see internal fund transfers, I note that a very large percentage occur at day high or day low prices

Sounds rather intriguing. I cannot offer much advice about how to conduct a suitable event study. But I can offer some opinions about what happens after you conclude there really is a problem. None of it is fun and the worst is front-loaded. At that point, one’s professional obligation is to first approach the fund principals and ask them to turn themselves in. Why? Because it is always better for a perp to self-report such things as it holds out the hope of redemption. Executive management might be inclined to think that silence is an even better option. And that’s when unexpected and unpleasant things start happening at work. Expecting a larger bonus, were you?
 
I can also tell you that if top management refuses to do the right thing, the whistleblower process can be slow and, more importantly, not rewarding in the sense that your career prospects can change radically and usually not for the better. Whistleblower protections are not even a second prize compared to what you can earn in the business. It thus depends on your personal circumstances. If you are already wealthy and/or about to retire, or just hate the business, heck you could even turn them in for sport. Seeing the look in the perps eyes when they realize they’re done like toast is life-affirming.

Is the OP the only person who knows this? (The word "suspect" suggests he is.)

Is this current? (The word "had" suggests perhaps not. Ditto "academic.")

If it is currently relevant and you are the only one who knows then you might have to tell someone. (Telling the "perps" might not be wise though!!) It might depend on which country you are in and whether or not you ever want to visit the US if you aren't a US citizen!

@Sleepy Ted
Are you supposed to access these data?
Are you supposed to analyse them?

I can advise on hidden cameras that are in a pen, glasses or, my favourite, a tie pin.

Adding on to what DavidJN wrote, in every instance I know of where a complaint is made about some supervisor's allegedly illegal behavior, if you can't present the body, the weapon, video recording of the crime, audio recording of a confession, clear demonstration of motive and opportunity, and several confirming statements from other witnesses, there will be little interest in the complaint. Most of what I have seen are discrimination complaints, but also a few corruption matters: in the one corruption matter I was personally involved with, after I told the perpetrator what was wrong with what she was doing along with, "DO NOT FUCKING DO THIS!" and she did it anyway, she swore to the investigators sent her way, that, gosh, she was unaware of all the conflicts of interest and the deviation from normal procedures ... and the investigators decided they didn't really have enough to make a solid case on. (Part of the problem was that I found another way to stop the crime, so it was easy to say that in the end there was no harm done.)

What I would suggest you look into, Sleepy Ted, is whether there is a deep-pocketed entity that lost money for being invested in one of the disfavored funds. That entity could bring a civil suit, where the standard of proof is "preponderance of evidence" rather than "beyond a reasonable doubt," which is ultimately the criminal standard if a complaint through agencies is made (this assumes American law, although probably English law is very similar). With your direction, that entity could request information -- first just as a matter of due diligence and then as a matter of discovery -- that would probably, based on what you have written, rise to a level of a winnable civil suit.

And of course the two downsides to this are (a) you don't get any whistleblower reward and (b) the investment manager will probably realize that someone inside is feeding information to the complainant, and will brutally clean house.

Dupe

If the entities in question are funds operating in the US under the ‘40 Act, then SEC rule 17a-7 spells out the requirements for internal crossing trades to be legal. And avoiding “unfair prices” is pretty much the first item on the list.

With your direction, that entity could request information -- first just as a matter of due diligence and then as a matter of discovery -- that would probably, based on what you have written, rise to a level of a winnable civil suit.

Via the scenic detour of a defamation suit against Sleepy. Sleepy is not the police, nor a vigilante (I hope). He has to obey the law not be it. 

I suspect he's going to come back and say his data is from the Napoleonic Wars and that no one living cares. And we've got all excited about nothing. But I hope not!

Via the scenic detour of a defamation suit against Sleepy. Sleepy is not the police, nor a vigilante (I hope). He has to obey the law not be it. 
I suspect he's going to come back and say his data is from the Napoleonic Wars and that no one living cares. And we've got all excited about nothing. But I hope not!

It wouldn't be defamation unless Sleepy Tea relayed something false ... at least under US law as I understand it. Don't know about UK or other law. Breach of contract is another matter, although I suspect most contracts would be deemed invalid to the extent that they required participating or at least concealing criminal actions.

It's very true that it isn't Sleepy Ted's responsibility to help enforce the law ... but sometimes you just can't abide wickedness.

In any case, Sleepy should plan on running as fast as he can from the situation.

Something like Sam Bankman-Fried at FTX and Alameda?
Did he get "Fried" to his name after they caught him?

Via the scenic detour of a defamation suit against Sleepy. 

It wouldn't be defamation unless Sleepy Tea relayed something false ... at least under US law as I understand it. Don't know about UK or other law. 

One of the great things about the US is that you can sue who you like for anything you want. Sure Sleepy might win. But that's after a few million dollars to lawyers, a broken marriage, alcoholism...I wouldn't want to sleep on the streets in temperatures like these!. 

It's very true that it isn't Sleepy Ted's responsibility to help enforce the law ... but sometimes you just can't abide wickedness.

I won't disagree with that!

Marsden:
In any case, Sleepy should plan on running as fast as he can from the situation.

I recommend walking backwards slowly while avoiding eye contact. 

@Sleepy Ted
They are playing with you to see how you would react?
You are playing with us and all this is fictitious?