Via G. Buffi 13
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ETFs, volatility, arbitrage, fund flows
Private equity, Liquidity risk, Cost of capital
private equity, liquidity risk, cost of capital
Asset Pricing, Bayesian Learning, CAPM Anomalies
Asset Pricing, Bayesian Learning, CAPM Anomalies, Value Premium
Hedge funds, Liquidity, Aggregate Liquidity, Arbitrage, Funding Liquidity, Illiquidity, Liquidity Crisis, Crisis Stock Market Crash, Limits to Arbitrage, Liquidity Spirals, Short Selling, Short Sellers, 13-F, TASS, Uncertainty, Equity Market, Investment Strategy, Mutual Funds, Retail Investors
Hedge fund, Manipulation, Stock, Reporting, Manager, Monthly returns, Competition, Inflation, Fraud, Performance reporting, Investors, Returns
ETFs, Mutual Funds, Investment Managers, Volatility, Arbitrage, Fund Flows
This is a National Bureau of Economic Research Paper. NBER charges a fee of
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Asset Pricing, Market Efficiency, Alpha, Anomalies, Mispricing, Pension Plans, Pension Accounting, Pension Shortfall
Asset Pricing, Anomalies, Mispricing, Pension Plans, Pension Accounting, Pension Shortfall
Market Efficiency, Anomaly, Defined Benefit Plans, Portable Alpha, Enhanced Indexing, Pension Contributions
broker networks, institutional investors, asset prices, information
Financial institutions, institutional investors, granularity
beta, systematic risk, value stocks, small stocks, CAPM
hedge funds, limits of arbitrage, liquidity provision, trading costs, funding liquidity
Bayesian learning, parameter uncertainty, mutual funds, flow-performance, Kalman filter, beta
CAPM, beta, systematic risk, valuation, value stocks, value premium, growth options, volatility
underinvestment, overinvestment, financial constraints, corporate governance, pension
financial constraints, corporate governance, underinvestment, overinvestment, market efficiency, pension
Hedge Funds, Financial Conglomerates, Volker Rule, Liquidity Provision
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP12040.
Financial Conglomerates, Hedge Funds, Liquidity Provision, Volker Rule
Predatory Trading, Back Running, Fire Sales, Brokers
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