The Total Volatility Anomaly in S&P 500 Stocks: Liquidity, High-Frequency Trading, and Return Attenuation

Additional Metadata
Keywords	Anomaly, Low risk anomaly, High frequency trading, Liquidity
Thesis Advisor	Urquhart, Andrew, Metzger, Daniel
Persistent URL	hdl.handle.net/2105/77459
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	Hu, Billy. (2025). The Total Volatility Anomaly in S&P 500 Stocks: Liquidity, High-Frequency Trading, and Return Attenuation. In Finance & Investments.http://hdl.handle.net/2105/77459

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