Are idiosyncratic risk and extreme positive return priced in the Indian equity market?
Year of publication: |
2020
|
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Authors: | Syed Riaz Mahmood Ali ; Hasan, Mohammad Nurul ; Östermark, Ralf |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 70.2020, p. 530-545
|
Subject: | Extreme return | India | IVOL effect | Indien | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation |
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