Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds
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DOI: 10.17016/FEDS.2017.121
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- Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017. "Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds," Working Papers 17-07, Office of Financial Research, US Department of the Treasury.
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Cited by:
- Park, Yang-Ho, 2022. "Informed trading in foreign exchange futures: Payroll news timing," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Mathias S. Kruttli & Phillip J. Monin & Lubomir Petrasek & Sumudu W. Watugala, 2021. "Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis," Finance and Economics Discussion Series 2021-038, Board of Governors of the Federal Reserve System (U.S.).
- Arpit Gupta & Kunal Sachdeva, 2019. "Skin or Skim? Inside Investment and Hedge Fund Performance," NBER Working Papers 26113, National Bureau of Economic Research, Inc.
- Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022.
"The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks,"
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- Mathias Kruttli & Phillip Monin & Sumudu Watugala, 2019. "The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks," Working Papers 19-03, Office of Financial Research, US Department of the Treasury.
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More about this item
Keywords
Investor concentration; Hedge funds; Flows; Portfolio liquidity; Precautionary cash;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2018-01-22 (Corporate Finance)
- NEP-RMG-2018-01-22 (Risk Management)
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