Risk-Returns Trade Off and Determinants of Volatility: Evidence from Malaysia

Over the last few decades, there are increasing interest on risk-returns trade off. From the traditional view of risk-returns trade-off, higher risk should be compensated by higher returns. However, in recent years, it is getting more empirical studies showing the low volatility anomaly phenomenon e...

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Bibliographic Details
Main Author: Chen, Soo Hua
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2016
Online Access:https://eprints.nottingham.ac.uk/36068/