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Hedge fund return predictability under the magnifying glass
Avramov, Doron; Barras, Laurent; Kosowski, Robert L. - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1057-1083
Persistent link: https://www.econbiz.de/10010255216
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Time-varying liquidity and momentum profits
Avramov, Doron; Cheng, Si; Hameed, Allaudeen - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1897-1923
Persistent link: https://www.econbiz.de/10011654706