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Leveraged Funds and the Shadow Cost of Leverage Constraints
16 references·0 citing·21 second hop
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
  • n.d.Editor's Choice Digesting Anomalies: An Investment Approach2,508 cited
  • 2013Value and Momentum Everywhere2,225 cited
  • 2013Betting against beta2,027 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 2011Time Series Momentum1,470 cited
  • 2013Intermediary Asset Pricing1,401 cited

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