Dharani, M.; Hassan, M. Kabir; Abedin, Mohammad Zoynul; … - In: Borsa Istanbul Review 22 (2022) 2, pp. 226-239
, high volatility, and high sensitivity. Interestingly, the study documents that in the Indian market investor attention is … irrelevant for stocks with extremely high risk. This study finds that the SAI in India explains the variation in the excess …