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Investor sentiment, momentum, and stock returns : an examination for direct and indirect effects

Rashid, Abdul; Fayyaz, Madiha; Karim, Maria - In: Economic research 32 (2019) 1,3, pp. 2638-2656

Persistent link: https://www.econbiz.de/10012585541

Aggregate expected investment growth and stock market returns

Li, Jun; Wang, Huijun; Yu, Jianfeng - In: Journal of monetary economics 117 (2021), pp. 618-638

Persistent link: https://www.econbiz.de/10012603192

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

Momentum and Illiquidity Premium in Indian Stock Market

Aziz, Tariq - 2015

This study links the role of momentum and illiquidity (as proxied by Amihud's Illiq) in the cross section of stock returns in India for the period 2000-2012. Illiquidity premium is more pronounced among winners. Illiquid winners outperform liquid winners by an average 2.7% per month. We report...

Persistent link: https://www.econbiz.de/10013033906