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The market liquidity timing skills of debt-oriented hedge funds
Li, Baibing; Luo, Ji; Tee, Kaihong - In: European financial management : the journal of the … 23 (2017) 1, pp. 32-54
Persistent link: https://www.econbiz.de/10011713414
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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
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The price of liquidity in the reinsurance of fund returns
Saunders, David M.; Seco, Luis; Senn, Markus - In: The journal of investment strategies 9 (2020) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10012598960
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Can liquidity risk explain diseconomies of scale in hedge funds?
Shawky, Hany A.; Wang, Ying - In: The quarterly journal of finance 7 (2017) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011724094
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Do hedge funds undertake activism in the bond market? : evidence from bondholders' responses to delay in financial reporting
Gao, Yu; Smith, Abbie Jean; Wang, Xue - In: Contemporary accounting research : the journal of the … 39 (2022) 3, pp. 1542-1582
Persistent link: https://www.econbiz.de/10013464846
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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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Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
Clauss, Pierre - 2011
Market liquidity is complex to measure empirically. This explains why there is no consensus about performance ratios … adjusted to its risk. We summarize market liquidity by two major characteristics: a costly one because of the loss of … indicators are proposed to integrate, to a certain extent, market liquidity risk, especially for hedge funds investment …
Persistent link: https://www.econbiz.de/10013130745
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Do European hedge fund managers time market liquidity?
Ben Khelifa, Soumaya; Hmaied, Dorra Mezzez - In: The journal of asset management 17 (2016) 6, pp. 393-407
Persistent link: https://www.econbiz.de/10011666249
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Cyclical dependence in market neutral hedge funds
Crego, Julio A.; Gálvez, Julio - 2021
Persistent link: https://www.econbiz.de/10012795658
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The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik; Stefanov, Denitsa - In: Journal of empirical finance 44 (2017), pp. 286-303
Persistent link: https://www.econbiz.de/10011818033