An Analysis of the Low-Volatility Anomaly on the Johannesburg Stock Exchange
The low-volatility anomaly can be described as the unexpected outperformance of low-volatility stocks compared to high-volatility stocks over the long-term. This dissertation investigates the low-volatility anomaly and its presence on the Johannesburg Stock Exchange (JSE). Possible reasons behind wh...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Dissertation |
| Language: | English |
| Published: |
Faculty of Commerce
2020
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/11427/31727 |