Are momentum profits influenced by idiosyncratic volatility? Evidence from India
In this paper, we examine the presence of a possible relationship between momentum returns and idiosyncratic volatility. We also verify if price momentum is influenced by idiosyncratic volatility. The results show that idiosyncratic volatility (IV) and momentum returns on stocks are positively relat...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Elsevier
2022-03-01
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| Serie: | IIMB Management Review |
| Soggetti: | |
| Accesso online: | http://www.sciencedirect.com/science/article/pii/S0970389622000209 |
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