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Conditional multifactor asset pricing model and market anomalies

Ranjan Dash, Saumya; Mahakud, Jitendra - In: Journal of Indian Business Research 5 (2013) 4, pp. 271-294

Purpose – The purpose of this paper is to investigate the firm-specific anomaly effect and to identify market anomalies that account for the cross-sectional regularity in the Indian stock market. The paper also examines the cross-sectional return predictability of market anomalies after making...

Persistent link: https://www.econbiz.de/10014875196

Conditional multifactor asset pricing model and market anomalies

Dash, Saumya Ranjan; Mahakud, Jitendra - In: Journal of Indian business research 5 (2013) 4, pp. 271-294

Persistent link: https://www.econbiz.de/10010364804

Do asset pricing models explain size, and liquidity effects? : the case of an emerging stock market

Dash, Saumya Ranjan; Mahakud, Jitendra - In: Journal of emerging market finance 13 (2014) 3, pp. 217-251

Persistent link: https://www.econbiz.de/10010492038

Interdependence between monetary policy and stock liquidity : a panel VAR approach

Debata, Byomakesh; Mahakud, Jitendra - In: Margin: the journal of applied economic research 12 (2018) 4, pp. 387-413

Persistent link: https://www.econbiz.de/10011956511

Determinants of idiosyncratic volatility : evidence from the Indian stock market

Kumari, Jyoti; Mahakud, Jitendra; Hiremath, Gourishankar S. - In: Research in international business and finance 41 (2017), pp. 172-184

Persistent link: https://www.econbiz.de/10011912999

Investor sentiment and emerging stock market liquidity

Debata, Byomakesh; Dash, Saumya Ranjan; Mahakud, Jitendra - In: Finance research letters 26 (2018), pp. 15-31

Persistent link: https://www.econbiz.de/10012005419

Monetary policy and liquidity : does investor sentiment matter?

Debata, Byomakesh; Dash, Saumya Ranjan; Mahakud, Jitendra - In: IIMB management review 33 (2021) 3, pp. 257-277

Persistent link: https://www.econbiz.de/10013413091