The high returns to low volatility stocks are actually a premium on high quality firms
Year of publication: |
2013
|
---|---|
Authors: | Walkshäusl, Christian |
Published in: |
Review of Financial Economics. - Elsevier, ISSN 1058-3300. - Vol. 22.2013, 4, p. 180-186
|
Publisher: |
Elsevier |
Subject: | Volatility effect | Quality investing | Asset pricing | International markets |
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