An econometric model of serial correlation and illiquidity in hedge fund returns
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- 10 July 2004
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 74 (3) , 529-609
- https://doi.org/10.1016/j.jfineco.2004.04.001
Abstract
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This publication has 87 references indexed in Scilit:
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