Volatility effect and the role of firm quality factor in returns : evidence from the Indian stock market
Asheesh Pandey, Sanjay Sehgal
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Pandey, Asheesh ; Sehgal, Sanjay |
| Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 29.2017, 1, p. 18-28
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| Subject: | Return volatility | CAPM | Fama French model | Volatility anomaly | Firm quality factor | Schätzung | Estimation | Volatilität | Volatility | Kapitaleinkommen | Capital income | Indien | India | Börsenkurs | Share price | Aktienmarkt | Stock market | Frankreich | France |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iimb.2017.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011756855