Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10000696923
Persistent link: https://www.econbiz.de/10001594469
Persistent link: https://www.econbiz.de/10013474979
Persistent link: https://www.econbiz.de/10013474997
Persistent link: https://www.econbiz.de/10000687836
Persistent link: https://www.econbiz.de/10001999356
Persistent link: https://www.econbiz.de/10001009724
Persistent link: https://www.econbiz.de/10001043905
This article provides global evidence supporting the Low Volatility Anomaly: that low risk stocks consistently provide higher returns than high risk stocks. This study covers 33 different markets during the time period from 1990-2011. (Two previous studies by Haugen & Heins (1972) and Haugen &...
Persistent link: https://www.econbiz.de/10013106755