To what extent do events of major stock market downturns affect the validity and reliability of the Volatility Effect?

Additional Metadata
Keywords	Asset Pricing, Low-Volatility Effect
Thesis Advisor	Ma, Yifan, He, Li
Persistent URL	hdl.handle.net/2105/58539
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA 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	Henry, Lukas. (2021, August 20). To what extent do events of major stock market downturns affect the validity and reliability of the Volatility Effect?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/58539

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