Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?

Publisher: Cambridge University Press

E-ISSN: 1756-6916|52|5|2157-2181

ISSN: 0022-1090

Source: Journal of Financial and Quantitative Analysis, Vol.52, Iss.5, 2017-10, pp. : 2157-2181

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Abstract