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The Volatility Effect: Lower Risk Without Lower Return

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2012When Sell-Side Analysts Meet High-Volatility Stocks: An Alternative Explanation for the Low-Volatility Puzzle44 cited
2017Evaluating the Shariah-compliance of equity portfolios: The weighting method matters

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2017The profitability of low-volatility36 cited

2009Risk and Return in General: Theory and Evidence36 cited

2015The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing33 cited

2012Speculative Betas31 cited