Ghent University - Department of Financial Economics
Informed Trading, Intraday, Liquidity Demand, Momentum
Liquidity, Liquidity Beta, Investor Sentiment, Asset Pricing, China
volatility forecasting, intra-day range, Realized GARCH, electricity
interest rates, convergence, changing persistence, EMS, EMU
real exchange rates, unit root test, ESTAR, Markov Switching, PPP
currency intervention, international reserves, emerging markets, Turkey, mixed data sampling
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Hedge fund, CTA, Incentive fee, Fee structure, Gross returns, Crystallization
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