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- W2528408970 abstract "In this paper, we find that high price stocks show significantly higher Sharpe Ratios than low price stocks. Also, price as an investment style seems to be especially beneficial when applied in a multi investment style setting, reducing portfolio standard deviations of returns while potentially adding additional alpha. Conducting several robustness tests, the findings stay valid to a large extent, revealing interesting links to major investment strategies like size and momentum. Presenting and discussing several (unique) characteristics of high-priced stocks from an investor’s perspective, we offer diverse arguments why it makes perfectly sense that high-priced stocks outperform low-priced stocks, at the same time showing less sensitivity to market movements and lower volatility of returns." @default.
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- W2528408970 date "2017-01-01" @default.
- W2528408970 modified "2023-09-27" @default.
- W2528408970 title "Nominal Stock Price Investing" @default.
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- W2528408970 doi "https://doi.org/10.2139/ssrn.2845312" @default.
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