Similar Search Results

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

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

What constrains liquidity provision? : evidence from hedge fund trades

Franzoni, Francesco; Plazzi, Alberto; Cotelioglu, Efe - 2019

Persistent link: https://www.econbiz.de/10012131455

Liquidity shocks, size and the relative performance of hedge fund strategies/ Bill Ding; Hany A. Shawky; Jianbo Tian

Ding, Bill; Shawky, Hany A.; Tian, Jianbo - In: Journal of banking & finance 33 (2009) 5, pp. 883-891

Persistent link: https://www.econbiz.de/10003836443

Liquidity risk and limited arbitrage : are taxpayers helping hedge funds get rich?

Gatev, Evan G. - In: Journal of investment management : JOIM 7 (2009) 2, pp. 23-34

Persistent link: https://www.econbiz.de/10003862667

Forced portfolio liquidation

Ewerhart, Christian (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003591205

Hedge fund liquidity and peformance : evidence from the financial crisis

Schaub, Nic; Schmid, Markus M. - In: Journal of banking & finance 37 (2013) 3, pp. 671-692

Persistent link: https://www.econbiz.de/10009708758

Long-term capital management : regulators need to focus greater attention on systemic risk ; report to congressional requesters

1999

Persistent link: https://www.econbiz.de/10001595042

Risk management lessons from long-term capital management

Jorion, Philippe - In: European financial management : the journal of the … 6 (2000) 3, pp. 277-300

Persistent link: https://www.econbiz.de/10001518190

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