Are Prominent Equity Market Anomalies in India Fading Away?
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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