Liquidity timing skills for hedge funds

In the thesis, we investigate whether hedge fund managers have liquidity timing skills in the fixed income market, foreign exchange market and commodity market, respectively. Managers with the liquidity timing skills can strategically adjust hedge funds exposure to the target financial market based...

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Bibliographic Details
Main Author: Ji Luo
Format: Default Thesis
Published: 2015
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Hedge funds
Liquidity timing
Fixed income
Foreign exchange
Commodity
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Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/18999
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