Common Ownership of Stocks & the Low Volatility Anomaly
The study shows that the low volatility anomaly in stock prices is connected to mutual funds performance evaluation against benchmark indexes, as mutual fund managers' heavy investment in certain stocks leads to higher trade volumes and lower volatility.
Featured in No. 25 on 8 Nov 2023 ·
- Released
- 11 Apr 2023
- First featured
- No. 25 · 8 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4626091
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