London, London NW1 4SA
London Business School
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Hedge Funds, Serial Correlation, Market Efficiency, Performance Smoothing, Liquidity
Factor analysis, identification, heteroscedasticity
credit default swaps, auctions, settlement, open interest
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP8456.
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auctions, credit default swaps, mispricing, open interest, settlement
limits of arbitrage
File name: Dp2686.
Barter, debt overhang, demonetization, renegotiation
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