Joshua Bay

University of New South Wales (UNSW), School of Banking and Finance, Students

Student

Sydney

Australia

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Scholarly Papers (1)

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The Low Volatility Anomaly in Australian Stock Returns

30th Australasian Finance and Banking Conference 2017
Posted: 09 Oct 2017 Last Revised: 21 Sep 2018
University of New South Wales (UNSW), School of Banking and Finance, Students, University of Hawaii at Manoa - Shidler College of Business, UNSW Business School, University of New South Wales, University of Hawaii - Shidler College of Business and UNSW Australia Business School, School of Banking and Finance

Abstract:

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Returns anomaly, realized volatility, CAPM, factor models