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Can Hedge Funds Time Market Liquidity? · Study

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PreprintCan Hedge Funds Time Market Liquidity?

Charles Cao2011

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Preprintgreen2011

Can Hedge Funds Time Market Liquidity?

Charles Cao · Yong Jun Chen · Bing Liang · Andrew W. Lo

42 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1998Costly Search and Mutual Fund Flows 1979Risk measurement when shares are subject to infrequent trading 1977Estimating betas from nonsynchronous data 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns 1996Measuring Fund Strategy and Performance in Changing Economic Conditions 2009Do liquidity measures measure liquidity?☆2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills 1999The Performance of Hedge Funds: Risk, Return, and Incentives

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2010Crises, Liquidity Shocks, and Fire Sales at Financial Institutions 2010On the Dynamics of Hedge Fund Risk Exposures 2011International Capital Flows and Liquidity 2014The dynamics of hedge fund share restrictions

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2013Can hedge funds time market liquidity?article · 20 shared references 2015The Economics and Finance of Hedge Funds: A Review of the Academic Literaturearticle · 13 shared references 2017Hedge Funds: The Good, the Bad, and the Luckyarticle · 12 shared references 2015Hedge Funds: A Dynamic Industry in Transitionreview · 11 shared references 2014Tail Risk in Hedge Funds: A Unique View from Portfolio Holdingspreprint · 11 shared references 2017Sentiment hedging: How hedge funds adjust their exposure to market sentimentarticle · 11 shared references

Details

Year2011

Typepreprint

Published2011-12-28

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations42

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1537925

openalex_workW2144520580

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