At the root of the low-volatility anomaly: Testing explanations in UK

Tapio, Markus

At the root of the low-volatility anomaly: Testing explanations in UK



Title:	At the root of the low-volatility anomaly: Testing explanations in UK
Author(s):	Tapio, Markus
Date:	2018
Language:	en
Pages:	19
Department:	Rahoituksen laitos
Degree programme:	Rahoitus
Thesis advisor(s):	Ungeheuer, Michael
Keywords:	idiosyncratic volatility, cross-section of stock returns, low-volatility anomaly, idiosyncratic volatility puzzle
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