The Low-Risk Anomaly: Evidence From The Thai
Stock Market

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The Low-Risk Anomaly: Evidence From The Thai Stock Market

In many developed countries, low-risk stocks tend to earn superior risk-adjusted returns compared to high-risk stock. Using data on the Stock Exchange of Thailand between 2004 and 2015, this paper shows that the abnormal returns associated with investing in low-beta stocks are signifcant and robu...

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Bibliographic Details
Main Author:	Saengchote, Kanis
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2017
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/37209/ http://eprints.usm.my/37209/1/aamjaf13012017_6.pdf

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