Can hedge funds time market liquidity?
Year of publication: |
2013
|
---|---|
Authors: | Cao, Charles ; Chen, Yong ; Liang, Bing ; Lo, Andrew W. |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 109.2013, 2, p. 493-516
|
Publisher: |
Elsevier |
Subject: | Hedge funds | Liquidity timing | Investment value | Liquidity reaction | Performance persistence |
-
Can hedge funds time market liquidity?
Cao, Charles Q., (2013)
-
Portfolio Optimization for Hedge Funds through Time-Varying Coefficients
Dewaele, Benoît, (2013)
-
A Reality Check on Hedge Funds Returns
Posthuma, Nolke, (2003)
- More ...
-
Can hedge funds time market liquidity?
Cao, Charles Q., (2013)
-
Can hedge funds time market liquidity?
Cao, Charles, (2013)
-
Can Hedge Funds Time Market Liquidity?
Cao, Charles, (2015)
- More ...