Stock market volatility and anomalies in India : a behavioural approach
Taufeeque Ahmad Siddiqui, Isha Narula
| Year of publication: |
September/December 2016
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| Authors: | Siddiqui, Taufeeque Ahmad ; Narula, Isha |
| Published in: |
Asia-Pacific journal of management research and innovation : APJMRI. - Los Angeles [u.a.] : Sage, ISSN 2319-510X, ZDB-ID 2838029-0. - Vol. 12.2016, 3/4, p. 194-202
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| Subject: | GARCH | EGARCH | CGARCH | leverage effect | low volatility anomaly | spillover effect | Volatilität | Volatility | Indien | India | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/2319510X17708368 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011785023