Mayank Joshipura

School of Business Management, NMIMS University

Professor, Finance

Mumbai

Mumbai

India

SCHOLARLY PAPERS

5

DOWNLOADS

237

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Low-Risk Effect: Evidence, Explanations and Approaches to Enhancing the Performance of Low-Risk Investment Strategies

Mayank Joshipura and Nehal Joshipura (2020). Low-risk effect: evidence, explanations and approaches to enhancing the performance of low-risk investment strategies. Investment Management and Financial Innovations, 17(2), 128-145. doi:10.21511/imfi.17(2).2020.11
Number of pages: 19 Posted: 23 Jun 2020
Mayank Joshipura and Nehal Joshipura
School of Business Management, NMIMS University and Durgadevi Saraf Institute of Management Studies
Downloads 177 (238,513)

Abstract:

Loading...

asset pricing, emerging markets, lottery effect, market efficiency, momentum, stocks, volatility effect

2.

The Volatility Effect: Evidence From India

Joshipura M., & Joshipura N. (2016). The Volatility Effect: Evidence from India. Applied Finance Letters, 5(1), 12-27. Doi.org/10.24135/afl.v5i1.32
Number of pages: 16 Posted: 17 Jul 2020
Mayank Joshipura and Nehal Joshipura
School of Business Management, NMIMS University and Durgadevi Saraf Institute of Management Studies
Downloads 31 (622,704)

Abstract:

Loading...

Volatility effect; Betting against beta; Market efficiency; Low risk anomaly; Lottery effect; Limits of arbitrage

3.

Leverage constraints or preference for lottery: What explains the low-risk effect in India?

Shilpa Peswani and Mayank Joshipura (2021). Leverage constraints or preference for lottery: What explains the low-risk effect in India?. Investment Management and Financial Innovations, 18(2), 48-63. doi:10.21511/imfi.18(2).2021.05
Number of pages: 17 Posted: 22 Apr 2021
Mayank Joshipura
School of Business Management, NMIMS University
Downloads 29 (635,375)

Abstract:

Loading...

betting against beta (BAB), betting against correlation (BAC), MAX, asset pricing, low-risk anomaly, beta, idiosyncratic volatility, skewness of returns

4.

Low Risk Anomaly: A New Enemy of Market Efficiency

The IUP Journal of Financial Risk Management, Vol. X, No. 3, September 2013, pp. 7-17
Posted: 06 Feb 2014
Rohan Rambhia, Mayank Joshipura and Nehal Joshipura
Edelweiss Financial Services Limited, School of Business Management, NMIMS University and Durgadevi Saraf Institute of Management Studies

Abstract:

Loading...

5.

Price and Liquidity Effects of Bonus Announcements: Empirical Evidence from Indian Stock Market

The IUP Journal of Applied Finance, Vol. 15, No. 11, pp. 5-23, November 2009
Posted: 04 Nov 2009
Mayank Joshipura
School of Business Management, NMIMS University

Abstract:

Loading...