The Impact of Hedge Funds on Asset Markets
Year of publication: |
2013
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Authors: | Kruttli, Matthias ; Patton, Andrew J. ; Ramadorai, Tarun |
Institutions: | Duke University, Department of Economics |
Subject: | hedge funds | return predictability | liquidity | equities | bonds | currencies |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Number 13-27 5 pages long |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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The Impact of Hedge Funds on Asset Markets
Kruttli, Mathias, (2014)
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The Impact of Hedge Funds on Asset Markets
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The Liquidity Risk of Liquid Hedge Funds
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Asymptotic Inference about Predictive Accuracy Using High Frequency Data
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