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~person:"Sehgal, Sanjay"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Capital income
33
Kapitaleinkommen
33
CAPM
19
Aktienmarkt
18
Stock market
18
Börsenkurs
16
Share price
16
Estimation
15
India
15
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12
Portfolio-Management
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Behavioural finance
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Volatility
7
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Fama-French model
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Finanzkrise
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Spillover effect
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Announcement effect
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Asset allocation
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Betriebsgröße
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Higher order moments
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Article in journal
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English
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Sehgal, Sanjay
Gupta, Rangan
60
Bouri, Elie
28
Ma, Feng
27
Bollerslev, Tim
24
Kumar, Dilip
20
Wang, Yudong
20
Chiang, Thomas C.
19
McMillan, David G.
18
Todorov, Viktor
17
Wohar, Mark E.
17
Demirer, Rıza
16
McAleer, Michael
16
Pierdzioch, Christian
15
Andersen, Torben
14
Caporale, Guglielmo Maria
14
Tiwari, Aviral Kumar
14
Zhang, Wei
14
Balcilar, Mehmet
13
Gil-Alaña, Luis A.
13
Zhang, Yaojie
13
Bali, Turan G.
12
Brooks, Robert
11
Floros, Christos
11
Li, Yan
11
Shen, Dehua
11
Tauchen, George Eugene
11
Todorova, Neda
11
Wei, Yu
11
Wu, Chunchi
11
Xuan Vinh Vo
11
Zhu, Huiming
11
Asai, Manabu
10
Hammoudeh, Shawkat
10
Lau, Chi Keung
10
Liang, Chao
10
Molnár, Peter
10
Nartea, Gilbert V.
10
Nonejad, Nima
10
Ryu, Doojin
10
Yin, Libo
10
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IIMB management review
2
International journal of emerging markets
1
Investment management and financial innovations
1
Journal of economics and finance
1
Journal of quantitative economics
1
Theoretical economics letters
1
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ECONIS (ZBW)
7
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1
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay
;
Bijoy, Kumar
;
Saini, Sakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1447-1472
Persistent link: https://www.econbiz.de/10012104479
Saved in:
2
An examination of return and volatility spillovers between mature equity markets
Jain, Payal
;
Sehgal, Sanjay
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 180-210
Persistent link: https://www.econbiz.de/10012171021
Saved in:
3
Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination
Sehgal, Sanjay
;
Jain, Payal
;
Deisting, Florent
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 185-225
Persistent link: https://www.econbiz.de/10012418335
Saved in:
4
Volatility effect and the role of firm quality factor in returns : evidence from the Indian stock market
Pandey, Asheesh
;
Sehgal, Sanjay
- In:
IIMB management review
29
(
2017
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011756855
Saved in:
5
Cross sectional moments and portfolio returns : evidence for select emerging markets
Sehgal, Sanjay
;
Garg, Vidisha
- In:
IIMB management review
28
(
2016
)
3
,
pp. 147-159
Persistent link: https://www.econbiz.de/10011645673
Saved in:
6
Regime shifts and volatility in BRIICKS stock markets : an asset allocation perspective
Ahmad, Wasim
;
Sehgal, Sanjay
- In:
International journal of emerging markets
10
(
2015
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10011489265
Saved in:
7
Relationship between cross sectional volatility and stock returns : evidence from India
Sehgal, Sanjay
;
Garg, Vidisha
;
Deisting, Florent
- In:
Investment management and financial innovations
9
(
2012
)
2
,
pp. 91-100
Persistent link: https://www.econbiz.de/10009579422
Saved in:
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