Showing 1 - 10 of 3,114
Persistent link: https://www.econbiz.de/10011411941
Persistent link: https://www.econbiz.de/10009666668
Persistent link: https://www.econbiz.de/10009535195
Persistent link: https://www.econbiz.de/10009159831
Persistent link: https://www.econbiz.de/10009309753
Persistent link: https://www.econbiz.de/10009689758
Persistent link: https://www.econbiz.de/10014472621
Persistent link: https://www.econbiz.de/10011635183
We establish a link between illiquidity and positive autocorrelation in asset returns among a sample of hedge funds, mutual funds, and various equity portfolios. For hedge funds, this link can be confirmed by comparing the return autocorrelations of funds with shorter vs. longer...
Persistent link: https://www.econbiz.de/10013158586
We establish a link between illiquidity and positive autocorrelation in asset returns among a sample of hedge funds, mutual funds, and various equity portfolios. For hedge funds, this link can be confirmed by comparing the return autocorrelations of funds with shorter vs. longer...
Persistent link: https://www.econbiz.de/10013146731