Liquidity Risk and Mutual Fund Performance
Author:
Affiliation:
1. Baruch College, City University of New York, New York, New York 10010
2. Clark University, Worcester, Massachusetts 16010
3. Boston College, Chestnut Hill, Massachusetts 02467
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Strategy and Management
Reference56 articles.
1. Asset pricing with liquidity risk
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3. Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
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5. Illiquidity and stock returns: cross-section and time-series effects
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