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Cogent Economics & Finance Volume 5, 2017 - Issue 1

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Research Article

Does behavioural theory explain return-implied volatility relationship? Evidence from India

Prasenjit ChakrabartiFinance and Accounting Area, Indian Institute of Management, Indore453556, IndiaCorrespondence[email protected]
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K. Kiran KumarFinance and Accounting Area, Indian Institute of Management, Indore453556, IndiaView further author information

David McMillanUniversity of Stirling, UKView further author information

(Reviewing Editor)

Article: 1355521 | Received 02 May 2017, Accepted 11 Jul 2017, Published online: 28 Jul 2017

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https://doi.org/10.1080/23322039.2017.1355521
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Citations (3)

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Articles from other publishers (3)

Muhammad Mahmudul Karim, Md Hakim Ali, Larisa Yarovaya, Md Hamid Uddin & Shawkat Hammoudeh. (2023) Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach. International Review of Financial Analysis 90, pages 102894.
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Muhammad Mahmudul Karim, Najmul Haque Kawsar, Mohamed Ariff & Mansur Masih. (2022) Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. Journal of International Financial Markets, Institutions and Money 77, pages 101532.
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Saif Siddiqui & Preeti Roy. (2019) Asymmetric relationship between implied volatility, index returns and trading volume: an application of quantile regression model. DECISION 46:3, pages 239-252.
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