Air pollution and behavioral biases: Evidence from stock market anomalies
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Behavioral and Experimental Finance"
DOI: 10.1016/j.jbef.2020.100441
Abstract: Abstract Air pollution is one of the most serious environmental risks and imposes multi-dimensional externalities. This paper examines the impact of air pollution on the efficiency of financial markets. Using a comprehensive set of market… read more here.
Keywords: air; stock market; air pollution; market anomalies ... See more keywords
Are Prominent Equity Market Anomalies in India Fading Away?
Sign Up to like & getrecommendations! Published in 2019 at "Global Business Review"
DOI: 10.1177/0972150918811248
Abstract: In this study, we revisit prominent equity market anomalies documented for India, namely size, value, volume and momentum. Using data for NSE 500 companies, we test for the persistence of these anomalies for a recent… read more here.
Keywords: equity market; market anomalies; market; prominent equity ... See more keywords