Keywords: Downside risk
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Journal Articles
Review of Accounting and Finance (2019) 18 (1): 53–70.
Published: 30 January 2019
...Fangzhou Huang Purpose This paper aims to investigate patterns in UK stock returns related to downside risk, with particular focus on stock returns during financial crises. Design/methodology/approach First, stocks are sorted into five quintile portfolios based on the relevant beta values...

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