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Do mutual fund managers' possess style liquidity timing abilities?

Alam, Mahfooz; Ansari, Valeed Ahmad - In: International journal of emerging markets 17 (2022) 3, pp. 747-765

Persistent link: https://www.econbiz.de/10012886425

Idiosyncratic volatility and stock returns : Indian evidence

Aziz, Tariq; Ansari, Valeed Ahmad - In: Cogent economics & finance 5 (2017) 1, pp. 1-20

This paper examines the idiosyncratic volatility (IV) puzzle in the Indian stock market for the period 1999–2014. Univariate and bivariate sorting, as well as cross-section regressions, suggest a positive relation between idiosyncratic volatility and future stock returns. However, this...

Persistent link: https://www.econbiz.de/10011887525

Fama-french model and the time variation in systematic risk

Akhartar, Samreen; Ansari, Valeed Ahmad; Ansari, Saghir … - In: The IUP journal of financial risk management : IJFRM 14 (2017) 3, pp. 32-39

Persistent link: https://www.econbiz.de/10011749546

Value-at-risk and stock returns : evidence from India

Aziz, Tariq; Ansari, Valeed Ahmad - In: International journal of emerging markets 12 (2017) 2, pp. 384-399

Persistent link: https://www.econbiz.de/10011760777

Day-of-the-week effect in fear gauge : evidence from India

Akhtar, Samreen; Ansari, Valeed Ahmad; Ansari, Saghir Ahmad - In: The IUP journal of applied finance : IJAF 23 (2017) 1, pp. 44-55

Persistent link: https://www.econbiz.de/10011635762

The day of the week effect : evidence from India

Aziz, Tariq; Ansari, Valeed Ahmad - In: Afro-Asian Journal of Finance and Accounting : AAJFA 5 (2015) 2, pp. 99-112

Persistent link: https://www.econbiz.de/10011529599

The turn of the month effect in Asia-Pacific markets : new evidence

Aziz, Tariq; Ansari, Valeed Ahmad - In: Global business review 19 (2018) 1, pp. 214-226

Persistent link: https://www.econbiz.de/10011800280

How does Google search affect the stock market? : evidence from Indian companies

Aziz, Tariq; Ansari, Valeed Ahmad - In: Vision : the journal of business perspective 25 (2021) 2, pp. 224-232

Persistent link: https://www.econbiz.de/10012520171

Mutual fund managers' market timing abilities : Indian evidence

Alam, Mahfooz; Ansari, Valeed Ahmad - In: The journal of asset management 21 (2020) 4, pp. 342-354

Persistent link: https://www.econbiz.de/10012292804

Size and value premiums in the Indian stock market

Aziz, Tariq; Ansari, Valeed Ahmad - 2014

The poor empirical record of the CAPM paved the way towards the development of multi-factor asset pricing models. The three-factor model of Fama and French (1993) is regarded as a ground-breaking multi-factor asset pricing model. This paper examines the performance of the three-factor model of...

Persistent link: https://www.econbiz.de/10015245309