Idiosyncratic volatility and stock returns: Indian evidence
Year of publication: |
2017
|
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Authors: | Aziz, Tariq ; Ansari, Valeed Ahmad |
Published in: |
Cogent Economics & Finance. - Abingdon : Taylor & Francis, ISSN 2332-2039. - Vol. 5.2017, 1, p. 1-20
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | idiosyncratic volatility | asset pricing | emerging markets | quantile regression |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2017.1420998 [DOI] 1028981112 [GVK] hdl:10419/194744 [Handle] |
Classification: | G12 - Asset Pricing ; C21 - Cross-Sectional Models; Spatial Models |
Source: |
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Idiosyncratic volatility and stock returns : Indian evidence
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