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Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies

Joshipura, Mayank; Joshipura, Nehal - In: Investment management and financial innovations 17 (2020) 2, pp. 128-145

Persistent link: https://www.econbiz.de/10012303103

Stock markets fragmentation, volatility and final investors

Bastidon, Cécile - In: Annals of finance 13 (2017) 4, pp. 435-451

Persistent link: https://www.econbiz.de/10011945582

Dividend taxes, investor horizon, and idiosyncratic volatility

Li, Oliver Zhen; Liu, Hang; Ni, Chenkai - In: The accounting review : a publication of the American … 96 (2021) 3, pp. 403-430

Persistent link: https://www.econbiz.de/10012596300

On the benefits of active stock selection strategies for diversified investors

Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 342-354

Persistent link: https://www.econbiz.de/10013336298

Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors

Papathanasiou, Spyros; Dokas, Ioannis; Koutsokostas, Drosos - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013538949

An ETF-Based Measure of Stock Price Fragility

Lazo-Paz, Renato - 2023

stock return volatility. Moreover, we find that our measure captures the influence of increased ETF activeness while … partially capturing the effect of institutional investors’ demand on price return volatility. Additionally, our analysis reveals …

Persistent link: https://www.econbiz.de/10014349522