1. The Impact of Covid-19 on the Performance of Hedge Funds Compared to Mutual Funds in South Africa. (2022). Muridili, Thonifho Pollen ; Ferreira-Schenk, Sune ; Sgammini, Ruschelle ; Jansen, John George ; Mokatsanyane, Daniel.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2022-06-15.

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2. Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data. (2021). Lunghi, Sandro ; Schmidt, Daniel ; von Beschwitz, Bastian.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2021-22.

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3. Are hedge fund managers skilled?. (2021). Kooli, Maher ; Stetsyuk, Ivan.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:49:y:2021:i:c:s104402832030274x.

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4. Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence. (2018). Moura, Guilherme ; Caldeira, Joo Frois ; de Paula, Fernando Henrique.
   In: Brazilian Review of Econometrics.
   RePEc:sbe:breart:v:38:y:2018:i:1:a:56135.

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5. Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan.
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   RePEc:arx:papers:1807.09423.

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6. Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Tee, Kai-Hong ; Luo, JI ; Li, Baibing.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

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7. The Market Liquidity Timing Skills of Debt€ oriented Hedge Funds. (2017). Tee, Kaia Hong ; Luo, JI ; Li, Baibing.
   In: European Financial Management.
   RePEc:bla:eufman:v:23:y:2017:i:1:p:32-54.

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8. Synthetic hedge funds. (2016). Heigermoser, Robert ; Hanauer, Matthias X ; Fischer, Mario.
   In: Review of Financial Economics.
   RePEc:wly:revfec:v:29:y:2016:i:1:p:12-22.

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9. Synthetic hedge funds. (2016). Heigermoser, Robert ; Hanauer, Matthias X ; Fischer, Mario.
   In: Review of Financial Economics.
   RePEc:eee:revfin:v:29:y:2016:i:c:p:12-22.

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10. Reviewing the hedge funds literature II: Hedge funds returns and risk management characteristics. (2016). Hudson, Robert ; el Kalak, Izidin ; Azevedo, Alcino.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:55-66.

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11. The securitization of gold and its potential impact on gold stocks. (2015). Zhang, Yue.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:309-326.

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12. Predicting and Capitalizing on Stock Market Bears in the U.S.. (2014). Candelon, Bertrand ; Ahmed, Jameel ; Straetmans, Stefan.
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    RePEc:ipg:wpaper:2014-409.

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13. Measuring the performance of hedge funds using two-stage peer group benchmarks. (2013). Oehler, Patrick ; Jeyasreedharan, Nagaratnam ; Wilkens, Marco ; Yao, Juan.
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    RePEc:tas:wpaper:17315.

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14. Carry Trades and the Performance of Currency Hedge Funds. (2013). Valente, Giorgio ; Nucera, Federico Calogero.
    In: Working Papers.
    RePEc:hkm:wpaper:032013.

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15. Carry trades and the performance of currency hedge funds. (2013). Valente, Giorgio ; Nucera, Federico Calogero.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:407-425.

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16. Hedge Funds. (2013). Funga, William ; Hsiehb, David A.
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17. Predicting and capitalizing on stock market bears in the U.S.. (2012). Straetmans, Stefan ; Candelon, Bertrand ; Ahmed, Jameel ; Stefan, Straetmans .
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    RePEc:unm:umamet:2012019.

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18. Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis. (2011). Moura, Marcelo ; Giroud, Gustavo Passarelli .
    In: Brazilian Review of Finance.
    RePEc:brf:journl:v:9:y:2011:i:4:p:525-548.

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1. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
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2. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:36:y:2015:i:c:p:119-127.

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3. Measuring the liquidity part of volume. (2015). darolles, serge ; Mero, Gulten ; le Fol, Gaelle.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:50:y:2015:i:c:p:92-105.

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4. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

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5. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene.
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6. Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets. (2015). Vilkov, Grigory ; Uppal, Raman ; Buss, Adrian.
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7. The General Structure of Optimal Investment and Consumption with Small Transaction Costs. (2015). Muhle-Karbe, Johannes ; Kallsen, Jan.
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8. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
   In: CEPR Discussion Papers.
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9. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Ding, Mingfa ; Nilsson, Birger.
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10. Finance: Function Matters, Not Size. (2013). Cochrane, John.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:27:y:2013:i:2:p:29-50.

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11. Flight to liquidity due to heterogeneity in investment horizon. (2012). Wang, Xuewu ; Lei, Qin.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:316-350.

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12. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
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    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

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13. Liquidity problems in the FX liquid market: Ask for the BIL.. (2010). Le Fol, Gaelle ; Idier, Julien ; Borgy, Vladimir.
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14. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Predescu, Mirela ; Capponi, Agostino.
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15. Illiquidity and Stock Returns. (2010). Mooradian, Robert M..
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16. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). .
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17. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
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18. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Pieirochousa, Juan ; Melikyan, Davit N. ; Tamazian, Artur.
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19. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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20. The Risk Components of Liquidity. (2008). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
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21. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
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22. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Boyson, Nicole ; Stahel, Christof.
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23. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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24. Commodity Price Exposure and Ownerhsip Clienteles. (2008). Davies, Phil ; Schrand, Catherine ; Minton, Bernadette.
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25. Expected returns and liquidity risk: Does entrepreneurial income matter?. (2008). Saffi, Pedro.
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26. Portfolio choice and the effects of liquidity. (2007). Rubio, Gonzalo ; Gonzalez, Ana.
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27. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
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28. Three Liquidity Crises in Retrospective: Implications for Central Banking Today. (2007). Sauer, Stephan.
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29. Managing international portfolios with small capitalization stocks. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
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30. Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World. (2007). van Dijk, Mathijs ; Karolyi, G. ; LEE, KUANHUI .
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31. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
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32. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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33. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
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34. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market. (2006). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A..
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35. A Skeptical Appraisal of Asset-Pricing Tests. (2006). Shanken, Jay ; Nagel, Stefan ; Lewellen, Jonathan.
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36. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
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37. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert.
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38. The Nontradable Share Reform in the Chinese Stock Market. (2006). Bortolotti, Bernardo ; Beltratti, Andrea.
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39. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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40. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae B..
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41. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Bekaert, Geert.
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42. Idiosyncratic volatility, stock market volatility, and expected stock returns. (2005). Guo, Hui.
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43. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui.
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44. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
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45. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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46. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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47. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
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48. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Miguel Angel A. Martinez, ; Rubio, Gonzalo ; Nieto, Belen.
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49. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Martinez Sedano, Miguel ; Tapia, Mikel ; Rubio, Gonzalo ; Nieto, Belen.
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50. Liquidity Risk and Expected Stock Returns. (2002). Stambaugh, Robert ; Pastor, Lubos.
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