Timing the liquidity in the Foreign Exchange Market: Did the Hedge Funds do it?

Risks associated with international investments such as the foreign exchange (FX) exposure have recently gained increasing attention, especially those originating from the liquidity conditions of the FX market after the financial crisis of 2007-2008. This paper investigates whether hedge funds time...

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Bibliographic Details

Main Authors:	Ji Luo, Kai-Hong Tee, Baibing Li
Format:	Default Article
Published:	2017
Subjects:	Other commerce, management, tourism and services not elsewhere classified Foreign exchange market Hedge funds Liquidity timing ability Business and Management not elsewhere classified
Online Access:	https://hdl.handle.net/2134/24743
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