Unique calendar effects in the Indian stock market : evidence and explanations
Year of publication: |
2019
|
---|---|
Authors: | Harshita ; Shveta Singh ; Yadav, Surendra Singh |
Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 18.2019, 1, Suppl, p. 35-58
|
Subject: | Market efficiency | anomalies | calendar effect | ARCH models | Indian stock market | Indien | India | Börsenkurs | Share price | Kalendereffekt | Calendar effect | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
-
Day-of-the-week effect and volatility in stock returns : evidence from the Indian stock market
Aggarwal, Khushboo, (2023)
-
An empirical analysis on seasonal anomalies in BSE sectoral indices
Nageswari, P., (2018)
-
The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries
Abbas, Sumra, (2015)
- More ...
-
Changing nature of the value premium in the Indian stock market
Harshita, (2018)
-
Post-earnings-announcement drift anomaly in India : a test of market efficiency
Harshita, (2018)
-
Financial management practices : an empirical study of Indian corporates
Jain, Pramod Kumar, (2013)
- More ...