Combining low-volatility and momentum : recent evidence from the Nordic equities
Klaus Grobys, Veda Fatmy and Topias Rajalin
| Year of publication: |
2025
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|---|---|
| Authors: | Grobys, Klaus ; Fatmy, Veda ; Rajalin, Topias |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 57.2025, 26, p. 3543-3559
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| Subject: | asset pricing | Efficient markets | momentum | stock markets | volatility effect | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Nordeuropa | Northern Europe | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2337806 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015442989