Ranjan Dash, Saumya; Mahakud, Jitendra - In: Journal of Indian Business Research 5 (2013) 4, pp. 271-294
Purpose – The purpose of this paper is to investigate the firm-specific anomaly effect and to identify market anomalies that account for the cross-sectional regularity in the Indian stock market. The paper also examines the cross-sectional return predictability of market anomalies after making...