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Journal Articles

A parsimonious five-factor model for the Indian stock market: revisiting the idiosyncratic volatility anomaly

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Sartaj Hussain, Khalid Ul Islam
Journal: Journal of Indian Business Research
Journal of Indian Business Research (2026) 18 (1): 1–32.
https://doi.org/10.1108/JIBR-05-2025-0146
Published: 23 March 2026
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Journal Articles

Chasing the black swan and the grey rhino: volatility asymmetries in the Indian stock market

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Sartaj Hussain, Khalid Ul Islam
Journal: Journal of Indian Business Research
Journal of Indian Business Research (2025) 17 (2): 87–110.
https://doi.org/10.1108/JIBR-09-2023-0292
Published: 21 May 2025
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