Hedge fund alphas: do they reflect managerial skills or mere compensation for liquidity risk bearing?
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KeywordsHedge Funds; Liquidity Risk; Managerial Skills; Predictability.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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