Keywords: Indian stock market
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Journal Articles
International Journal of Emerging Markets (2017) 12 (2): 384–399.
Published: 18 April 2017
...Tariq Aziz; Valeed Ahmad Ansari Purpose The purpose of this paper is to examine the role of value-at-risk (VaR) in the cross-section of stock returns in the Indian stock market during the period 1999-2014. Design/methodology/approach The paper follows the methodology of Bali and Cakici (2004...
Journal Articles

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