Are idiosyncratic risk and extreme positive return priced in the Indian equity market?
Syed Riaz Mahmood Ali, Mohammad Nurul Hasan, Ralf Östermark
| Year of publication: |
2020
|
|---|---|
| Authors: | Syed Riaz Mahmood Ali ; Hasan, Mohammad Nurul ; Östermark, Ralf |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 70.2020, p. 530-545
|
| Subject: | Extreme return | India | IVOL effect | Indien | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486833