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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...
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| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2020
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