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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

Tests of equity market anomalies for select emerging markets

Sehgal, Sanjay; Subramaniam, Srividya; Deisting, Florent - In: The international journal of business and finance … 8 (2014) 3, pp. 27-46

Persistent link: https://www.econbiz.de/10010241917

The impact of M&A announcement and financing strategy on stock returns : evidence from BRICKS markets

Sehgal, Sanjay; Banerjee, Siddhartha; Deisting, Florent - In: International journal of economics and finance 4 (2012) 11, pp. 76-90

Persistent link: https://www.econbiz.de/10009672266

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

Lottery factor and stock returns : evidence from India

Sehgal, Sanjay; Vasishth, Vibhuti; Deisting, Florent - In: Borsa Istanbul Review 24 (2024) 3, pp. 449-459

This study examines important aspects of lottery behavior in India using data from December 2001 to March 2021. We experiment with a new measure of lottery along with well-established measures. Our lottery measure focusing on more recent information is found to be appropriate for India. MAX has...

Persistent link: https://www.econbiz.de/10014634906

Does betting against beta strategy work in major Asian Markets?

Sehgal, Sanjay; Rakhyani, Sarika; Deisting, Florent - In: Pacific-Basin finance journal 75 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013552467

Regime dependent dynamics and European stock markets : is asset allocation really possible?

Ahmad, Wasim; Bhanumurthy, N. R.; Sehgal, Sanjay - In: Empirica : journal of european economics 42 (2015) 1, pp. 77-107

Persistent link: https://www.econbiz.de/10011318430

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

Regime Shifts and Volatility in BRIICKS Stock Markets : An Asset Allocation Perspective

Ahmad, Wasim - 2014

This paper examines the regime shifts and stock market volatility in the stock market returns of seven emerging economies popularly called as ‘BRIICKS' which stands for Brazil, Russia, India, Indonesia, China, South Korea and South Africa, over the period from February, 1996 to January, 2012...

Persistent link: https://www.econbiz.de/10013056408

Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets

Ahmad, Wasim; Kutan, Ali Mustafa; Gupta, Smarth - In: International review of economics & finance : IREF 75 (2021), pp. 546-557

Persistent link: https://www.econbiz.de/10012692797