Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly
| Year of publication: |
2013
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|---|---|
| Authors: | Dutt, Tanuj ; Humphery-Jenner, Mark |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 3, p. 999-1017
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