A review paper on behavioral finance: study of emerging trends
A Sharma, A Kumar - Qualitative Research in Financial Markets, 2019 - emerald.com
Purpose This paper participates in the debate on market efficiency and correct approach for
asset pricing through a comprehensive review of literature in favor, as well as against the …
asset pricing through a comprehensive review of literature in favor, as well as against the …
Asymmetrical relationship between oil prices, gold prices, exchange rate, and stock prices during global financial crisis 2008: Evidence from Pakistan
The study investigated that whether the relationship between macroeconomic fluctuations
and stock indexes is symmetrical or asymmetrical in nature. This study employed nonlinear …
and stock indexes is symmetrical or asymmetrical in nature. This study employed nonlinear …
Investor sentiment, stock market returns and volatility: Evidence from National Stock Exchange of India
This study explores the relationship between investor sentiment and stock return volatility
using monthly data from National Stock Exchange (NSE) of India over July 2001 to …
using monthly data from National Stock Exchange (NSE) of India over July 2001 to …
Gold-oil-exchange rate volatility, Bombay stock exchange and global financial contagion 2008: Application of NARDL model with dynamic multipliers for evidences …
The primary objective of this research article is to investigate the asymmetrical linkages
between gold-oil-exchange rates and Bombay stock indexes by utilizing a nonlinear ARDL …
between gold-oil-exchange rates and Bombay stock indexes by utilizing a nonlinear ARDL …
Asymmetric relationship of investor sentiment with stock return and volatility: evidence from India
Purpose The study examines the cross-sectional and asymmetric relationship of investor
sentiment with the stock returns and volatility in India. Design/methodology/approach The …
sentiment with the stock returns and volatility in India. Design/methodology/approach The …
[HTML][HTML] Investor sentiment and its role in asset pricing: An empirical study for India
P Pandey, S Sehgal - IIMB Management Review, 2019 - Elsevier
In this paper, we experiment with the construction of alternative investor sentiment indices.
Further, we evaluate the role of the sentiment-based factor in asset pricing to explain …
Further, we evaluate the role of the sentiment-based factor in asset pricing to explain …
Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange: Does global …
The study is intended to investigate the symmetrical relationship between macroeconomic
variability and KSE-100 indexes by employing the ARDL model with bound testing …
variability and KSE-100 indexes by employing the ARDL model with bound testing …
Asset Pricing Models, Cross Section of Expected Stock Returns and Financial Market Anomalies: A Review of Theories and Evidences.
This paper tries to review the theories and empirical evidences on various issues related to
alternative capital asset pricing models. First it presents a brief review on various theories of …
alternative capital asset pricing models. First it presents a brief review on various theories of …
On the relationship between implied volatility index and equity index returns
Purpose–The purpose of this paper is to analyze the asymmetric contemporaneous
relationship between implied volatility index (India VIX) and Equity Index (S & P CNX Nifty …
relationship between implied volatility index (India VIX) and Equity Index (S & P CNX Nifty …
Investor sentiment and stock return: Do industries matter?
The basic objective of this article is to evaluate the pricing implications of market-wide
investor sentiment risk for cross-sectional return variations of Indian listed companies across …
investor sentiment risk for cross-sectional return variations of Indian listed companies across …