The high returns to low volatility stocks are actually a premium on high quality firms
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DOI: 10.1016/j.rfe.2013.06.001
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Cited by:
- Kaya, Orçun & Mostowfi, Mehdi, 2022. "Low-volatility strategies for highly liquid cryptocurrencies," Finance Research Letters, Elsevier, vol. 46(PB).
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