The low volatility anomaly in Chinese equity market
The most well-known anomaly in finance suggests that there is no trade- off between risk and return. The portfolio of the low volatility stocks provides better returns than the portfolio of the high volatility stocks. The existing literature offers numerous possible explanations for this anomaly. On...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2023
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| Online Access: | https://eprints.nottingham.ac.uk/71118/ |