Idiosyncratic volatility and stock returns: Indian evidence
Author:
Affiliation:
1. Faculty of Management Studies & Research, Department of Business Administration, Aligarh Muslim University, Aligarh 202002, India
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2017.1420998
Reference59 articles.
1. Betting Against Beta in the Indian Market
2. Illiquidity and stock returns: cross-section and time-series effects
3. Asset pricing and the bid-ask spread
4. The Cross-Section of Volatility and Expected Returns
5. High idiosyncratic volatility and low returns: International and further U.S. evidence
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