A tale of two anomalies : higher returns of low-risk stocks and return seasonality
Year of publication: |
2015
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Authors: | Fiore, Christopher ; Saha, Atanu |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 50.2015, 2, p. 257-273
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Subject: | low-risk anomaly | beta | idiosyncratic volatility | Halloween effect | sell in May | return seasonality | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Volatilität | Volatility | Zeit | Time | Aktienmarkt | Stock market | CAPM | Betafaktor | Beta risk |
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