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Is idiosyncratic volatility priced? : Evidence from the Shanghai stock exchange

Drew, Michael E.; Naughton, Tony; Veeraraghavan, Madhu - In: International review of financial analysis 13 (2004) 3, pp. 349-366

Persistent link: https://www.econbiz.de/10002115148

Is idiosyncratic volatility priced? : Evidence from the Shanghai Stock Exchange

Drew, Michael E.; Naughton, Tony; Veeraraghavan, Madhu - 2003

Persistent link: https://www.econbiz.de/10001742520

Idiosyncratic volatility : evidence from Asia

Drew, Michael E.; Veeraraghavan, Madhu - 2002

Persistent link: https://www.econbiz.de/10001674061

Does fundamental indexation lead to better risk-adjusted returns? : new evidence from Australian securities exchange

Basu, Anup K.; Forbes, Brigette - In: Accounting and finance : journal of the Accounting … 54 (2014) 3, pp. 699-728

Persistent link: https://www.econbiz.de/10011348097

Does Fundamental Indexation Lead to Better Risk Adjusted Returns? New Evidence from Australian Securities Exchange

Forbes, Brigette M. - 2011

Fundamental indexing based on accounting valuation has drawn significant interest from academics and practitioners in recent times as an alternative to capitalisation weighted indexing based on market valuation. This paper investigates the claims of superiority of fundamental indexation strategy...

Persistent link: https://www.econbiz.de/10013121125

Impact of persistent bad returns and volatility on retirement outcomes

Basu, Anup K.; Wiafe, Osei K. - In: Finance research letters 21 (2017), pp. 201-205

Persistent link: https://www.econbiz.de/10011807779