Author:
Barik Nirakar,Balakrishnan A.
Subject
Economics and Econometrics,General Business, Management and Accounting
Reference29 articles.
1. The cross-section of volatility and expected returns;Ang;The Journal of Finance,2006
2. High idiosyncratic volatility and low returns: International and further US evidence;Ang;Journal of Financial Economics,2009
3. Price momentum and idiosyncratic volatility;Arena;Financial Review,2008
4. Short term momentum profits and risk factors: An evidence for Indian Stock Market;Balakrishnan;Journal of Contemporary Research in Management,2015
5. Size, value, and momentum effects in stock returns: Evidence from India;Balakrishnan;Vision,2016