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Are hedge funds active market liquidity timers?

Li, Chenlu; Li, Baibing; Tee, Kaihong - In: International review of financial analysis 67 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012299122

Strategy diversification : combining momentum and carry strategies within a foreign exchange portfolio

Olszweski, Francis; Zhou, Guofu - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 311-320

Persistent link: https://www.econbiz.de/10010259395

Tracking speculative trading

Boos, Dominik; Grob, Linus - In: Journal of financial markets 64 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014466083

The market timing skills of long/short equity hedge fund managers

Li, Xin; Shawky, Hany A. - In: Research in finance 30 (2014), pp. 23-51

Persistent link: https://www.econbiz.de/10010406339

Investor concentration, flows, and cash holdings : evidence from hedge funds

Kruttli, Mathias S.; Monin, Phillip J.; Watugala, Sumudu W. - 2017

increases because investors' exogenous, idiosyncratic liquidity shocks are not diversified away. Using confidential regulatory … cash and liquid assets, which help absorb large, unexpected outflows. Such funds have to pay a liquidity premium and …

Persistent link: https://www.econbiz.de/10011803704

Myopic or Dynamic Liquidity Management? A Study of Hedge Funds around the 2008 Financial Crisis

Driessen, Joost - 2017

"liquidity cushion" (e.g. Scholes 2000; Duffie and Ziegler 2003; Brown, Carlin, and Lobo 2010). Consistently, hedge funds …' portfolio composition shows a delayed "flight to liquidity'': the proportion of hedge funds' liquid stock holdings decreased …

Persistent link: https://www.econbiz.de/10012970667