Keywords: C1
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Journal Articles
Critical Finance Review (2025) 14 (3): 357–386.
Published: 30 June 2025
... Information Conference 2022, and the Financial Management Association (FMA) Conference 2022. © 2025 Mathias Hasler 2025 Mathias Hasler Licensed re-use rights only Value premium HML portfolio Research decisions Chance result Statistical biases G10 G11 G12 G14 C1 C2...
Journal Articles
Critical Finance Review (2019) 8 (1-2): 257–276.
Published: 17 December 2019
... rights only Liquidity Risk Factor model Replication G00 G14 L3 C1 “Liquidity” describes the extent to which an asset can be quickly traded without too much of a price concession. Although the topic of liquidity is ubiquitous in the finance and economics literature, there is much...
Includes: Supplementary data

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