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Determinants of idiosyncratic volatility: Evidence from the Indian stock market · Study

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ArticleDeterminants of idiosyncratic volatility: Evidence from the Indian stock market

Jyoti Kumari2017

Article2017

Determinants of idiosyncratic volatility: Evidence from the Indian stock market

Jyoti Kumari · Jitendra Mahakud · Gourishankar S. Hiremath

33 citations·0/0 files stored·Research in International Business and Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1978Specification Tests in Econometrics 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1952PORTFOLIO SELECTION*1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2002Illiquidity and stock returns: cross-section and time-series effects

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Year2017

Typearticle

Published2017-04-15

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations33

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ribaf.2017.04.022

openalex_workW2606493530

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