Is the low-volatility anomaly a matter of liquidity?

Additional Metadata
Keywords	the low-volatility anomaly, the low-volatility effect, liquidity, liquidity and volatility
Thesis Advisor	Yuferova, D., Achter, M. van
Persistent URL	hdl.handle.net/2105/43048
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Wegen, F. van. (2018). Is the low-volatility anomaly a matter of liquidity?. In Finance & Investments.http://hdl.handle.net/2105/43048

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