11-150/2 - Market Liquidity and Exposure of Hedge Funds

  • Authors
    Arjen Siegmann, VU University Amsterdam; Denitsa Stefanova, VU University Amsterdam
  • Publication date
    October 19, 2011
  • Keywords
    hedge funds, market liquidity, limits to arbitrage, liquidity timing
  • JEL
    G12, G23
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