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The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds

✍ Scribed by William Fung; David A. Hsieh

Book ID: 116641795
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 315 KB
Volume: 18
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2011.04.001

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## ABSTRACT Banks have a unique ability to hedge against market‐wide liquidity shocks. Deposit inflows provide funding for loan demand shocks that follow declines in market liquidity. Consequently, banks can insure firms against systematic declines in liquidity at lower cost than other institutions