Title of article
An econometric model of serial correlation and illiquidity in hedge fund returns
Author/Authors
Mila Getmansky، نويسنده , , Andrew W. Lo، نويسنده , , Igor Makarov، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
81
From page
529
To page
609
Keywords
Hedge funds , Serial correlation , Liquidity , Market efficiency , Performance smoothing
Journal title
Journal of Financial Economics
Serial Year
2004
Journal title
Journal of Financial Economics
Record number
257717
Link To Document