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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257717
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