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Beck, Noah; Goto, Shingo; Hsu, Jason C.; Kalesnik, Vitali - In: Portfolio construction, measurement, and efficiency : …, (pp. 229-238). 2017

Persistent link: https://www.econbiz.de/10011602959

When sell-side analysts meet high-volatility stocks : an alternative explanation for the low-volatility puzzle

Hsu, Jason C.; Kudoh, Hideaki; Yamada, Toru - In: Journal of investment management : JOIM 11 (2013) 2, pp. 28-46

Persistent link: https://www.econbiz.de/10009763924

When Sell-Side Analysts Meet High-Volatility Stocks : An Alternative Explanation for the Low-Volatility Puzzle

Hsu, Jason C. - 2016

Using a global equity dataset that includes emerging markets, we confirm that high-volatility stocks tend to deliver low average returns; this effect is robust to adjustments for country and style factors. We also show that sell-side analysts earnings growth forecasts for high-volatility stocks...

Persistent link: https://www.econbiz.de/10013008114

When Sell-Side Analysts Meet High-Volatility Stocks : An Alternative Explanation for the Low-Volatility Puzzle

Hsu, Jason C. - 2013

Using a global equity dataset that includes emerging markets, we confirm that high-volatility stocks tend to deliver low average returns; this effect is robust to adjustments for for country and style factors. We also show that sell-side analysts earnings growth forecasts for high-volatility...

Persistent link: https://www.econbiz.de/10013080563