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When sell-side analysts meet high-volatility stocks : an alternative explanation for the low-volatility puzzle

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What drives the value premium? : risk versus mispricing ; evidence from international markets

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Can noise create the size and value effects?

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Skewness preferences and gambling cultures

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The duality of value and mean reversion

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Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering

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When Sell-Side Analysts Meet High-Volatility Stocks : An Alternative Explanation for the Low-Volatility Puzzle

Hsu, Jason C. - 2016

Using a global equity dataset that includes emerging markets, we confirm that high-volatility stocks tend to deliver low average returns; this effect is robust to adjustments for country and style factors. We also show that sell-side analysts earnings growth forecasts for high-volatility stocks...

Persistent link: https://www.econbiz.de/10013008114

When Sell-Side Analysts Meet High-Volatility Stocks : An Alternative Explanation for the Low-Volatility Puzzle

Hsu, Jason C. - 2013

Using a global equity dataset that includes emerging markets, we confirm that high-volatility stocks tend to deliver low average returns; this effect is robust to adjustments for for country and style factors. We also show that sell-side analysts earnings growth forecasts for high-volatility...

Persistent link: https://www.econbiz.de/10013080563