Size, value and momentum in stock returns : evidence from India
Sudipta Das, Parama Barai
| Year of publication: |
March-November 2016
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| Authors: | Das, Sudipta ; Barai, Parama |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, ISSN 1752-0843, ZDB-ID 2425758-8. - Vol. 9.2016, 1/3, p. 284-302
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| Subject: | conditional asset pricing | Kalman filter | momentum effect | Fama-MacBeth regression | Indien | India | Kapitaleinkommen | Capital income | CAPM | Zustandsraummodell | State space model | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Momentenmethode | Method of moments | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17520843.2016.1148754 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011583841