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The impact of hedge funds on asset markets
Kruttli, Mathias; Patton, Andrew J.; Ramadorai, Tarun - 2013
Persistent link: https://www.econbiz.de/10010231955
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The impact of hedge funds on asset markets
Kruttli, Mathias; Patton, Andrew J.; Ramadorai, Tarun - 2014
Persistent link: https://www.econbiz.de/10010416816
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What constrains liquidity provision? : evidence from hedge fund trades
Franzoni, Francesco; Plazzi, Alberto; Cotelioglu, Efe - 2019
Persistent link: https://www.econbiz.de/10012131455
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Forced portfolio liquidation
Ewerhart, Christian (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003591205
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Identifying speculative demand shocks in commodity futures markets through changes in volatility
Hachula, Michael; Rieth, Malte - 2017
This paper studies the effects of financial speculation on commodity futures returns, using publicly available data from the US Commodity Futures Trading Commission, aggregated by trader groups. We exploit the heteroskedasticity in the weekly data to identify exogenous variation in speculators'...
Persistent link: https://www.econbiz.de/10011619592
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Essays in institutional investors and financial markets
Cötelioglu, Efe - 2021
Persistent link: https://www.econbiz.de/10013445685
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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
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Funding liquidity risk of funds of hedge funds : evidence from their holdings
Agarwal, Vikas; Aragon, George O.; Shi, Zhen - 2015
We examine the funding liquidity risk of funds of hedge funds (FoFs) by proposing a new measure, illiquidity gap, which … captures the mismatch between the liquidity of a FoF's portfolio and the liquidity offered to its own investors. We find that …
Persistent link: https://www.econbiz.de/10011334150
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Hedge fund treasury trading and funding fragility : evidencefrom the COVID-19 crisis
Kruttli, Mathias S.; Monin, Phillip J.; Petrasek, Lubomir; … - 2021
Persistent link: https://www.econbiz.de/10012609327