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Volatility effect and the role of firm quality factor in returns: Evidence from the Indian stock market
In the study, we examine if there are any volatility patterns in stock returns for India. Data are employed for 493 companies that form part of BSE 500 index from March 2000 to November 2013. Unlike previous international evidence, no volatility anomaly is observed. Consistent with theory, high vola...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier
2017-03-01
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| Colecção: | IIMB Management Review |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S097038961730023X |
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