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Liquidity Services and Capital Market Equilibrium: The Case for Money Market Mutual Funds

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  • Hany Shawky
  • Ronald Forbes
  • Alan Frankle

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  • Hany Shawky & Ronald Forbes & Alan Frankle, 1983. "Liquidity Services and Capital Market Equilibrium: The Case for Money Market Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(2), pages 141-152, June.
  • Handle: RePEc:bla:jfnres:v:6:y:1983:i:2:p:141-152
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1983.tb00321.x
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    References listed on IDEAS

    as
    1. Michael C. Jensen, 1968. "The Performance Of Mutual Funds In The Period 1945–1964," Journal of Finance, American Finance Association, vol. 23(2), pages 389-416, May.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. McDonald, John G., 1974. "Objectives and Performance of Mutual Funds, 1960–1969," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(3), pages 311-333, June.
    4. Jensen, Michael C, 1969. "Risk, The Pricing of Capital Assets, and the Evaluation of Investment Portfolios," The Journal of Business, University of Chicago Press, vol. 42(2), pages 167-247, April.
    5. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    6. J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," Review of Economic Studies, Oxford University Press, vol. 25(2), pages 65-86.
    7. Fisher, Franklin M, 1970. "Tests of Equality Between Sets of Coefficients in Two Linear Regressions: An Expository Note," Econometrica, Econometric Society, vol. 38(2), pages 361-366, March.
    8. Chen, Andrew H., 1977. "Portfolio Selection with Stochastic Cash Demand," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(2), pages 197-213, June.
    9. Vasilev, Aleksandar & Maksumov, Rashid, 2010. "Critical analysis of Chapter 23 of Keynes’s Notes on Mercantilism in The General Theory of Employment, Interest and Money (1936)," EconStor Research Reports 155318, ZBW - Leibniz Information Centre for Economics.
    10. Chen, Andrew H. & Kim, E. Han & Kon, Stanley J., 1975. "Cash demand, liquidation costs and capital market equilibrium under uncertainty," Journal of Financial Economics, Elsevier, vol. 2(3), pages 293-308, September.
    11. Gary D. Eppen & Eugene F. Fama, 1971. "Three Asset Cash Balance and Dynamic Portfolio Problems," Management Science, INFORMS, vol. 17(5), pages 311-319, January.
    12. Chen, Andrew H Y & Jen, Frank C & Zionts, Stanley, 1974. "The Joint Determination of Portfolio and Transaction Demands for Money," Journal of Finance, American Finance Association, vol. 29(1), pages 175-186, March.
    13. Black, Fischer, 1972. "Capital Market Equilibrium with Restricted Borrowing," The Journal of Business, University of Chicago Press, vol. 45(3), pages 444-455, July.
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