The low volatility anomaly in Chinese equity market

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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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Bibliographic Details
Main Author:	Hong, Zhuoling
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2023
Subjects:	CAPM; low volatility anomaly; low beta anomaly; MAX effect; lottery effect; China
Online Access:	https://eprints.nottingham.ac.uk/71118/

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