Wendy Yunchun Hu

Zebra Capital Management, LLC

612 Wheelers Farms Road

Milford, CT 06461

United States

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Citation 7

Liquidity as an Investment Style

Financial Analysts Journal, Vol. 69, No. 3, 2013
Number of pages: 34 Posted: 24 Apr 2011 Last Revised: 24 May 2013
Roger G. Ibbotson, Zhiwu Chen, Daniel Kim and Wendy Yunchun Hu
Yale School of Management, University of Hong Kong, Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC
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Citation 6

Abstract:

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liquidity, investment style, size, value, momentum, turnover, stock returns, factors, Sharpe