Mutual Funds & Low-Risk Anomaly
Mutual funds' demand pressure on high-beta assets following market changes leads to overpricing and lower expected returns, causing the low-risk anomaly in stock returns.
Featured in No. 71 on 23 Oct 2024 · 8 days after release
- Released
- 15 Oct 2024
- First featured
- No. 71 · 23 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4993876
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