4 Rue Albert Borschette
Luxembourg School of Finance
in Total Papers Downloads
in Total Papers Citations
asset pricing, limits of arbitrage, mutual funds, short-term reversals, turn-of-the-month effect
pair trading, short-term return reversals, liquidity provision
mutual funds, liquidity, immediacy, fund flow, investment strategy
Hedge Funds, Speculative Capital, Liquidity, Immediacy, Volatility
Price impact, value uncertainty, equity issuing method, long-run returns
Short-term reversals, liquidity, transitory volatility, illiquidity premium, costs of immediacy
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