Determinants of idiosyncratic volatility : evidence from the Indian stock market
Year of publication: |
October 2017
|
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Authors: | Kumari, Jyoti ; Mahakud, Jitendra ; Hiremath, Gourishankar S. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 41.2017, p. 172-184
|
Subject: | Idiosyncratic volatility | Conditional exponential generalized heteroscedasticity model | Firm characteristics | Liquidity | Size and momentum | Volatilität | Volatility | Indien | India | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | CAPM | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Heteroskedastizität | Heteroscedasticity |
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