New Haven, CT 06520-8200
612 Wheelers Farms Road
Milford, CT 06461
Yale University - International Center for Finance
Zebra Capital Management, LLC
in Total Papers Downloads
in Total Papers Citations
Stock Valuation, Book/Market, Earnings/Price, Firm Size, Price Momentum, Stock Returns, Investment Management
Liquidity, Stocks, Investment Style
liquidity, investment style, size, value, momentum, turnover, stock returns, factors, Sharpe
Stock market anomaly, Price-impact function, Arbitrage, Fund size limit
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