The market liquidity timing skills of debt-oriented hedge funds

We investigate the liquidity timing skills of debt-oriented hedge funds following the 2008 credit crisis, which demonstrated the importance of understanding liquidity conditions to manage the market exposure of investments. We base the analysis on the estimated co-movements of fixed income and equit...

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Bibliographic Details
Main Authors: Baibing Li, Ji Luo, Kai-Hong Tee
Format: Default Article
Published: 2016
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Fixed income market
Hedge funds
Liquidity timing skill
Market exposure
Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/21220
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https://hdl.handle.net/2134/21220

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