Ali, Asgar; Badhani, K.N. - In: Managerial Finance 47 (2021) 12, pp. 1693-1713
Purpose: The study investigates the impact of higher moments on cross-sectional returns in the Indian equity market. Design/methodology/approach: Using the daily data of 3,085 Bombay Stock Exchange-listed stocks spanning over 20 years from January 2000 to December 2019, the study evaluates the...