Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly
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DOI: 10.1016/j.jbankfin.2012.11.001
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More about this item
Keywords
Portfolio management; Volatility; Operating performance; Emerging markets;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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