Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10014475505
Persistent link: https://www.econbiz.de/10012607446
We use the Indian stock options market to study the evolution of uncertainty and asymmetric uncertainty around earnings announcements (EAs). We find that uncertainty (implied volatility) and asymmetric uncertainty (options skew) increase monotonically before the EA day and decrease after EA....
Persistent link: https://www.econbiz.de/10014238511
Persistent link: https://www.econbiz.de/10001450020
Persistent link: https://www.econbiz.de/10013530785
How many stocks are required to reduce unsystematic risk significantly is an important question for investors. While there is a large body of research on the subject in the United States, there is little formal work on this question in India. We show that a 15-20 stock portfolio, the traditional...
Persistent link: https://www.econbiz.de/10013244791
Persistent link: https://www.econbiz.de/10012793193
Persistent link: https://www.econbiz.de/10009699738