An Empirical Investigation of Asymmetric Volatility, Trading Volume and Risk-Return Relationship in the Indian Stock Market
Year of publication: |
2013
|
---|---|
Authors: | Naik, Pramod Kumar |
Other Persons: | Padhi, Puja (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Indien | India | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation | ARCH-Modell | ARCH model | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 4, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2305758 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Ramadan effect on stock market return and trade volume : evidence from Dhaka Stock Exchange (DSE)
Hassan, Md. Hashibul, (2019)
-
Krishnamurti, Chandrasekhar, (2014)
-
Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns
Qian, Ya, (2021)
- More ...
-
Interaction of institutional investment activity and stock market volatility : evidence from India
Naik, Pramod Kumar, (2015)
-
Naik, Pramod Kumar, (2015)
-
Interaction of Macroeconomic Factors and Stock Market Index : Empirical Evidence from Indian Data
Naik, Pramod Kumar, (2012)
- More ...