The high returns to low volatility stocks are actually a premium on high quality firms
Year of publication: |
2013
|
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Authors: | Walkshäusl, Christian |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 22.2013, 4, p. 180-186
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Subject: | Volatility effect | Quality investing | Asset pricing | International markets | Schätzung | Estimation | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
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