The main purpose of this research article is to provide a comparative framework on various implications of risk anomalies on Indian stock market based on an empirical study for the following sectors: Pharmaceutical, FastMoving Consumer Goods (FMCG) and IT. Risk anomaly is a notable anomaly...

The paper attempts to examine the causal association between the crude oil price anomalies and stock market returns in the Indian stock market. The study covers 9 years starting from 2009 to 2018, and the study includes ten companies in the oil drilling and exploration sectors listed in the BSE...

One of the prominent types of calendar anomalies includes holiday effects, where stocks show abnormally higher mean returns on the days prior to holidays in comparison to other trading days. The current study investigates the existence of holiday effects in the stock exchanges of the Gulf...

Semi-monthly effect is a kind of calendar anomalies which is less explored in the financial literature. The main objective of this paper to investigate the presence of semimonthly effect in selected sectoral indices of Bombay Stock Exchange (BSE). The study uses the daily stock returns of five...