Stock return volatility, operating performance and stock returns : international evidence on drivers of the "low volatility" anomaly
Tanuj Dutt; Mark Humphrey-Jenner
| Year of publication: |
2013
|
|---|---|
| Authors: | Dutt, Tanuj ; Humphrey-Jenner, Mark |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 3, p. 999-1017
|
| Subject: | Portfolio management | Volatility | Operating performance | Emerging markets | Volatilität | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Welt | World | Börsenkurs | Share price | Unternehmenserfolg | Firm performance | Kapitalmarktrendite | Capital market returns | Performance-Messung | Performance measurement |
| Extent: | graph. Darst. |
|---|---|
| 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/10009708722