Risk factors explaining returns anomaly in emerging market banks : study on Indian banking system
Year of publication: |
2020
|
---|---|
Authors: | Mohapatra, Sabyasachi ; Misra, Arun Kumar ; Kannan, Marimuthu Murali |
Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 44.2020, 3, p. 417-433
|
Subject: | Asset pricing | Banking stock returns | Conditioning information | Investment strategies | Kapitaleinkommen | Capital income | Bank | Indien | India | Börsenkurs | Share price | CAPM | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies |
-
Cross-sectional returns predictability for emerging market banks : a study on Indian banking system
Mohapatra, Sabyasachi, (2019)
-
Sehgal, Sanjay, (2015)
-
Exploring optimal portfolio opportunities in Indian stock markets
Mohnot, Rajesh, (2016)
- More ...
-
Cross-sectional returns predictability for emerging market banks: A study on Indian banking system
Mohapatra, Sabyasachi, (2019)
-
Impact of ownership structure and dividend on firm performance and firm risk
Rajverma, Abhinav Kumar, (2019)
-
Indexing CNX NIFTY 50 momentum effects
Misra, Arun Kumar, (2015)
- More ...