Elucidating investors rationality and behavioural biases in Indian stock market

VNC Mushinada, VSS Veluri - Review of Behavioral Finance, 2019 - emerald.com
Purpose The purpose of this paper is to empirically test the relationship between investors'
rationality and behavioural biases like self-attribution, overconfidence. Design/methodology …

Investors overconfidence behaviour at Bombay stock exchange

VNC Mushinada, VSS Veluri - International Journal of Managerial …, 2018 - emerald.com
Purpose The purpose of the paper is to empirically test the overconfidence hypothesis at
Bombay Stock Exchange (BSE). Design/methodology/approach The study applies bivariate …

The turn of the month effect in Asia-Pacific markets: New evidence

T Aziz, VA Ansari - Global Business Review, 2018 - journals.sagepub.com
A predictable pattern in equity returns based on the calendar time is dubbed as calendar
anomaly. The prevalence of calendar anomalies is considered evidence against the efficient …

Self-attribution, overconfidence and dynamic market volatility in Indian stock market

VNC Mushinada, VSS Veluri - Global Business Review, 2020 - journals.sagepub.com
The article provides an empirical evaluation of self-attribution, overconfidence bias and
dynamic market volatility at Bombay Stock Exchange (BSE) across various market …

Capital market performance and Bangladesh's economy: An empirical study

MS Hossin, MK Hamid - Global Business Review, 2024 - journals.sagepub.com
This article aims to analyse the effect of capital market performance on Bangladesh's
economy using the data of market capitalization, stock turnover and gross domestic product …

Comparative study of momentum and contrarian behavior of different investors: Evidence from the Indian Market

B Chhimwal, V Bapat - Asia-Pacific Financial Markets, 2021 - Springer
We examine the investment behavior of Foreign Portfolio Investors (FPIs), Domestic
Institutional Investors (DIIs), and retail investors based on past returns in the Indian context …

Is the profitability of Indian stocks compensation for risks?

PK Narayan, DHB Phan, D Bannigidadmath - Emerging Markets Review, 2017 - Elsevier
This paper examines the profitability of the Indian stock market using an extensive new data
set that includes 1,515 stocks and covers a time-period spanning 1992 to 2014. Using both …

Taming momentum crashes through triple momentum investing

S Singh, N Walia, J Jain, A Garg - Journal of Public Affairs, 2022 - Wiley Online Library
Absolute, relative, and dual momentum strategies generate significant payoffs in the Indian
stock market. However, these payoffs are subjected to severe periodic losses. The present …

Profitability of volume-based momentum and contrarian strategies in the Indian stock market

S Maheshwari, RS Dhankar - Global Business Review, 2017 - journals.sagepub.com
This article investigates the relationship of trading volume with the profitability of momentum
and long-run contrarian strategies for the Indian stock market. The result of the study …

Decoding Investor Sentiments in the Indian Stock Market: A Structural Equation Modelling Approach

DF Ali, A Sayal, P Suri, MSS Chauhan… - …, 2024 - f1000research.com
Background of the study This research examines how psychological and social biases affect
individual investors' investing decisions. Investor sentiment significantly influences financial …