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Measuring the market impact of hedge funds

, and . Journal of Empirical Finance, 7 (1): 1--36 (May 2000)

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Other publications of authors with the same name

Is mean-variance analysis applicable to hedge funds?, and . Economics Letters, 62 (1): 53--58 (Jan 1, 1999)A primer on hedge funds, and . Journal of Empirical Finance, 6 (3): 309--331 (September 1999)Measuring the market impact of hedge funds, and . Journal of Empirical Finance, 7 (1): 1--36 (May 2000)Adjusting for the intervalling effect bias in beta : A Test using Paris Bourse Data, , and . Journal of Banking & Finance, 9 (3): 443--460 (September 1985)