20th Street and Constitution Avenue NW
Washington, DC 20551
Federal Reserve Board
in Total Papers Downloads
in Total Papers Citations
Intertemporal capital asset pricing model, Fama-French three factor model, stochastic investment opportunity set, time-varying Sharpe ratio, time-varying risk premia
Strategy Distinctiveness, Hedge Fund
Jensen's Inequality, Asset Pricing Test
Hedge funds, Conditional performance, Performance persistence
Conditional performance, Hedge funds, Performance Persistence
Hedge Fund Flow, Hedge Fund Performance
Institutional ownership, credit spreads, information asymmetry, corporate governance
Credit Spread, Institutional Equity Ownership, Information Asymmetry
Cost of Debt, Institutional Equity Ownership, Information Asymmetry
Liquidity, Mutual funds, Asset Managers, Corporate Bond Funds, Run risks
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