Figure 5.
Financing cost of the tradable factors. The figure shows the shorting fees of the short legs of our tradable risk factors over time. The short leg only includes ETFs, hence it is the same for retail and institutional investors. Monthly data, sample period from January 2007 to December 2019.

Financing cost of the tradable factors. The figure shows the shorting fees of the short legs of our tradable risk factors over time. The short leg only includes ETFs, hence it is the same for retail and institutional investors. Monthly data, sample period from January 2007 to December 2019.

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