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Relationship between cross sectional volatility and stock returns: Evidence From India

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  • Sanjay Sehgal
  • Vidisha Garg
  • Florent Deisting

    (CATT - Centre d'Analyse Théorique et de Traitement des données économiques - UPPA - Université de Pau et des Pays de l'Adour)

Abstract

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  • Sanjay Sehgal & Vidisha Garg & Florent Deisting, 2012. "Relationship between cross sectional volatility and stock returns: Evidence From India," Post-Print hal-01881918, HAL.
    • Handle: RePEc:hal:journl:hal-01881918
    Note: View the original document on HAL open archive server: https://univ-pau.hal.science/hal-01881918
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    References listed on IDEAS

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    29. Sanjay Sehgal & N. Vijayakumar, 2008. "Determinants of Implied Volatility Function on the Nifty Index Options Market: Evidence from India," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 4(1), pages 45-69.
    30. Connolly, Robert & Stivers, Chris, 2006. "Information content and other characteristics of the daily cross-sectional dispersion in stock returns," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 79-112, January.
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    3. Tosin B. Fateye & Oluwaseun D. Ajay & Cyril A. Ajay, 2021. "Modelling of Daily Price Volatility of South Africa Property Stock Market Using GARCH Analysis," AfRES 2021-013, African Real Estate Society (AfRES).

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