We investigate the impact of financial crises on two fundamental features of stock returns, namely, the risk-return tradeoff and the leverage effect. We apply the fractionally integrated exponential GARCH-in-mean (FIEGARCH-M) model for daily stock return data, which includes both features and...

The objective of the present study is to find out the relation between bank stock returns and dividend per share, debt equity ratio and fixed assets turnover ratio of the select seven bank stocks included in the Nifty index for a period of 10 years from 2008 to 2017. Statistical techniques like...