| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089617 | Journal of Banking & Finance | 2012 | 8 Pages |
Abstract
⺠We examine if stochastic dominance carries a premium for UK stocks. ⺠Buying dominant and selling dominated stocks generates a sizable premium. ⺠The stochastic dominance premium is not explained by standard risk factors.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Ephraim Clark, Konstantinos Kassimatis,