Crowding and Liquidity Provision in Factor Investing-Reference-Cited by-同舟云学术

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Crowding and Liquidity Provision in Factor Investing

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

DeMiguel Victor,Martin Utrera Alberto,Uppal Raman

Publisher

Elsevier BV

Reference51 articles.

1. Direct estimation of equity market impact;Robert Almgren;Risk,2005

2. Growth of ETFs reflects passive shift; three largest firms hold 79% of assets;Rick Baert;Pensions & Investments,2018

3. Crowding and tail risk in momentum returns;Pedro Barroso;forthcoming in Journal of Financial and Quantitative Analysis,2021

4. Beyond the carry trade: Optimal currency portfolios;Pedro Barroso;Journal of Financial and Quantitative Analysis,2015

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Crowded Spaces and Anomalies;2024

2. Shift in Factor Investing: An Empirical Study in India;MUDRA: Journal of Finance and Accounting;2023-12-10

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