Search Results - subject:"low-volatility effect"

The low-risk effect in equities : evidence from industry data in an earlier time

Conover, C. Mitchell; Farizo, Joseph D.; Szakmary, … - In: Financial analysts journal : FAJ 79 (2023) 2, pp. 98-119

Persistent link: https://www.econbiz.de/10014291964

Analysis of option returns in perfect and imperfect markets

Salazar Volkmann, David - 2020

The thesis studies index and equity option returns in perfect and imperfect markets to explain parts of the option mispricing puzzle. Perfect markets exist under informational efficiency, market completeness and frictionless trading. The thesis shows that an option-implied risk-adjusted approach...

Persistent link: https://www.econbiz.de/10012255437

Long-term Verification of Low Volatility Stock Investment

Toru, Toru Yamada - In: Public Policy Review 9 (2013) 3, pp. 553-574

-mentioned two are broken into two parts; the low-volatility effect, which means that low-volatility stocks produce higher risk …

Persistent link: https://www.econbiz.de/10010903463

The volatility effect across size buckets : evidence from the Indian stock market

Peswani, Shilpa; Joshipura, Mayank - In: Investment management and financial innovations 16 (2019) 3, pp. 62-75

Persistent link: https://www.econbiz.de/10012159347

Long-term verification of low volatility stock investment

Yamada, Toru - In: Public policy review 9 (2013) 3, pp. 553-574

Persistent link: https://www.econbiz.de/10010190441