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Does behavioural risk explain the value premium? : a study of Indian equity market
George, Saji; Suresh, P. Srinivasa - In: International Journal of Financial Markets and … 8 (2022) 3, pp. 205-222
Persistent link: https://www.econbiz.de/10013255826
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Return and risk-return ratio based momentum strategies : a fresh perspective
Chia Rui Ming Daryl; Lim Kai Jie Shawn; Chan Ho Yan Sabrina - In: Journal of finance and investment analysis 2 (2013) 1, pp. 1-13
In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk-return ratio based security selection criterion in an untested market – the KOSPI 200 over June 2006 to June 2012. Besides conventional risk-return ratios such as the Sharpe...
Persistent link: https://www.econbiz.de/10009746069
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How do investors price accrual risk during crises?
Alhenawi, Yasser; Hassan, M. Kabir - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
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Overreaction to fearsome risks
Sunstein, Cass R. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003809204
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Overreaction to fearsome risks
Sunstein, Cass R.; Zeckhauser, Richard - In: Environmental & resource economics : the official … 48 (2011) 3, pp. 435-449
Persistent link: https://www.econbiz.de/10009262000
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Risk bearing ability of investors in Indian stock market
Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
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Idiosyncratic risk, investor base, and returns
Chichernea, Doina C.; Ferguson, Michael F.; Kassa, Haimanot - In: Financial management 44 (2015) 2, pp. 267-293
Persistent link: https://www.econbiz.de/10011372620
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Investor sentiment and stock return : do industries matter?
Dash, Saumya Ranjan; Mahakud, Jitendra - In: Margin: the journal of applied economic research 7 (2013) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10010353768
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Arbitrage risk and the turnover anomaly
Chou, Pin-huang; Huang, Tsung-yu; Yang, Hung-jeh - In: Journal of banking & finance 37 (2013) 11, pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
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When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2014
Persistent link: https://www.econbiz.de/10010376537