Asymmetric Effect of Advertising on Low-volatility Strategy
碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === Baker et al. (2011) show the stocks with high volatility have lower return than the stocks with low volatility, and the negative correlation between risk and return is called “low-volatility anomaly”. Behavioral finance scholars point out that one of the reaso...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98ezj7 |