Daniel Kim

Sweetwater Digital Asset Consulting, LLC

165 High St

Brookline, MA 02445

United States

Yale School of Management

165 Whitney Avenue

New Haven, CT 06511

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
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