Paper Revision | Jan Wrampelmeyer

Revised version “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility”

I have just uploaded a revised version of the paper “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility” on SSRN.

Revised version “Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much”

I have just uploaded a revised version of the paper “Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much” on SSRN.

Significant revision of “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums”

A significantly revised version of the paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” is available on SSRN. We have vastly extended the analysis and the dataset now covers the period from January 2007-December 2009.