Volatility effect and the role of firm quality factor in returns: Evidence from the Indian stock market
In the study, we examine if there are any volatility patterns in stock returns for India. Data are employed for 493 companies that form part of BSE 500 index from March 2000 to November 2013. Unlike previous international evidence, no volatility anomaly is observed. Consistent with theory, high vola...
| Main Authors: | , |
|---|---|
| פורמט: | Article |
| שפה: | English |
| יצא לאור: |
Elsevier
2017-03-01
|
| סדרה: | IIMB Management Review |
| נושאים: | |
| גישה מקוונת: | http://www.sciencedirect.com/science/article/pii/S097038961730023X |