A tale of two anomalies : higher returns of low-risk stocks and return seasonality
Christopher Fiore and Atanu Saha
| Year of publication: |
2015
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|---|---|
| Authors: | Fiore, Christopher ; Saha, Atanu |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 50.2015, 2, p. 257-273
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| Subject: | low-risk anomaly | beta | idiosyncratic volatility | Halloween effect | sell in May | return seasonality | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Aktienmarkt | Stock market | CAPM | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Kalendereffekt | Calendar effect | Risiko | Risk | Betafaktor | Beta risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011282741