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Pricing of Idiosyncratic Volatility
The objectives are to identity the level of asset level idiosyncratic volatility in the Indian market and study the pricing of idiosyncratic volatility.
Study on Mutual Fund Performance, Fund Styles, Fund Flows, Market Impact, and Disclosure Quality
The objectives are: • style analysis of the mutual funds • relationship between mutual fund performance and fund flows • volatility timing behaviour of mutual funds • mutual fund flows, market returns, and market volatility .