Efe Cotelioglu

USI Lugano

Lugano

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

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Scholarly Papers (1)

What Constrains Liquidity Provision? Evidence From Hedge Fund Trades

Systemic Risk: Liquidity Risk, Governance and Financial Stability, 2013, Swiss Finance Institute Research Paper No. 13-10
Number of pages: 43 Posted: 26 Mar 2013 Last Revised: 31 Mar 2019
USI Lugano, USI Lugano and Swiss Finance Institute
Downloads 508 (54,194)
Citation 7

Abstract:

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hedge funds, limits of arbitrage, liquidity provision, trading costs, funding liquidity

What Constrains Liquidity Provision? Evidence from Hedge Fund Trades

CEPR Discussion Paper No. DP13645
Number of pages: 46 Posted: 09 Apr 2019
USI Lugano, Swiss Finance Institute and USI Lugano
Downloads 1 (690,384)
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Abstract:

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funding liquidity, Hedge Funds, Limits of arbitrage, Liquidity Provision, Trading Costs