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

African companies were evaluated in terms of apossible price, volume, and volatility effect due to the initial trading of …. The volatility effect was the main focus of thisstudy with a GARCH(1,1) model establishing a volatility structure (pattern …

volatility effect within the US, European and Japanese markets in isolation. Furthermore, we find that the volatility effect …-step investment processes, and (iii) behavioral biases of private investors. In order to exploit the volatility effect in practice we … The Volatility Effect: Lower Risk without Lower Return David C. Blitz and Pim van Vliet …

volatility effect within the US, European and Japanese markets in isolation. Furthermore, we find that the volatility effect …-step investment processes, and (iii) behavioral biases of private investors. In order to exploit the volatility effect in practice we …

found evidence of a mean returns effect and a volatility effect (day-of-the-week effect) in South Africa's All-share index …