Hedge Fund Contagion and Liquidity
NBER Working Paper No. 14068
---- Acknowledgements -----
Boyson is at Northeastern University, Stahel is at George Mason University, and Stulz is at The Ohio State University, NBER, and ECGI. Corresponding author is Boyson: firstname.lastname@example.org, (617) 373-4775. We wish to thank Stephen Brown, William Greene, David Hsieh, Andrew Karolyi, Marno Verbeek and participants at seminars and conferences at Maastricht University,the FDIC, RSM Erasmus University, and Wharton for useful discussions. We are also grateful to Rose Liao and Jérôme Taillard for research assistance. We also wish to thank Lisa Martin at Hedge Fund Research for assistance regarding her firm’s products. All remaining errors are our own. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.