Essays on hedge fund illiquidity, return predictability, and time-varying risk exposure
<p>This thesis consists of three papers that make independent contributions to the field of financial economics. As such, the papers, Chapter 2, Chapter 3, and Chapter 4, can be read independently of each other.</p> <p>In Chapter 2, we construct a simple measure of the aggregate il...
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| Format: | Thesis |
| Language: | English |
| Published: |
2015
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