The examination of the day-of-the-week effect has been a subject of financial research for over five decades. However, findings regarding different returns on specific weekdays have remained inconclusive. We aim to address this inconsistency by extending existing theories through the...

Investors' investment activity usually revolves around high-growth industries in order to take advantage of growth in respective industry. Expected Return, Expected Risk, Co-efficient of Variation (CV) and Beta of stock have been calculated and sector-wise comparative analysis of all the above...

In this study, I develop a novel methodology to extract crash risk premia from options and stock markets. I document a dramatic increase in crash risk premia after the 2008/2009 nancial crisis, indicating that investors are willing to pay high insurance to hedge against crashes in individual...