Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41260-022-00290-0.pdf
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3. Akbas, F., and E. Genc. 2020. Do mutual fund investors overweight the probability of extreme payoffs in the return distribution?. Journal of Financial and Quantitative Analysis 55 (1): 223–261.
4. Albuquerque, R. 2012. Skewness in stock returns: Reconciling the evidence on firm versus aggregate returns. The Review of Financial Studies 25 (5): 1630–1673.
5. Ali, H. 2019. Does downside risk matter more in asset pricing? Evidence from China. Emerging Markets Review 39: 154–174.
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1. Lottery factor and stock returns: Evidence from India;Borsa Istanbul Review;2024-05
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