How much does volatility influence stock market returns? Empirical evidence from India
The purpose of this paper is to establish and estimate the extent of the volatility anomaly (VA). We examine the impact of the beta, variance, relative-beta, and relative-variance measures on the stock returns for NIFTY500 companies, for the 10-year period 2010-2020. Our empirical findings suggest t...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-06-01
|
| Series: | IIMB Management Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389623000538 |