Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Mohammad Nurul Hasan"'
Publikováno v:
International Review of Economics & Finance. 70:530-545
In this paper, we examine whether the IVOL (Idiosyncratic Volatility) and MAX (Extreme Positive Return) can predict future returns in the Indian stock market where a short sale is restricted with no naked short sale allowed. We find that both IVOL an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48b782e96bd20190c6ac3e148b433c95
https://doi.org/10.1016/j.iref.2020.08.008
https://doi.org/10.1016/j.iref.2020.08.008
Publikováno v:
Emerging Markets Finance and Trade. 57:482-494
In this paper, we show that extreme returns can predict future returns in the Turkish stock market. We find that extreme return (high MAX) generating stocks show a lower performance in the next mon...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::372d7fef1e2f9529a20a74f666d420c2
https://doi.org/10.1080/1540496x.2019.1591949
https://doi.org/10.1080/1540496x.2019.1591949
