Gender differences in a market with relative performance feedback: Professional tennis players

► Using professional tennis player data, I examine tournament entry and performance. ► Men exhibit a “hot hand” effect that affects performance for multiple tournaments. ► Women's “hot hand” effect only affects performance in their next tournament. ► For entry, the “hot-hand” effect is similar for both genders, but lasts longer for men. ► Unlike males, well-ranked females are more likely to compete after performing well.