Are hedge funds active market liquidity timers?

Author:

Li Chenlu,Li Baibing,Tee Kai-Hong

Funder

Loughborough University

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. On timing and selectivity;Admati;The Journal of Finance,1986

2. The performance of emerging hedge funds and managers;Aggarwal;Journal of Financial Economics,2010

3. Foreign Exchange Turnover in April 2016. Triennial Central Bank Survey;Bank for International Settlements,2016

4. Hedge fund stock trading in the financial crisis of 2007–2009;Ben-David;Review of Financial Studies,2012

5. Hedge fund contagion and liquidity shocks;Boyson;The Journal of Finance,2010

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