Does time-varying residual conditional heteroscedasticity in index returns affect trading behaviour of institutional investors in Indian Stock Market?
Amarjeet Kaur Malhotra, Ajay Kumar Chauhan
| Year of publication: |
2017
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|---|---|
| Authors: | Malhotra, Amarjeet Kaur ; Chauhan, Ajay Kumar |
| Published in: |
International journal of accounting and finance. - Genève : Inderscience Enterprises, ISSN 1752-8224, ZDB-ID 2484196-1. - Vol. 7.2017, 2, p. 127-140
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| Subject: | residual conditional index volatility | institutional investors | vector auto regression | VAR | momentum trading behaviour | India | Indien | Institutioneller Investor | Institutional investor | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Kapitaleinkommen | Capital income | Aktienindex | Stock index | VAR-Modell | VAR model | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803634