id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-8898	Sharma, Prashant; Kumar, Brajesh	Idiosyncratic Volatility and Cross-section of Stock Returns: Evidences from India	2016	12	.pdf	application/pdf	4520	247	53	In line with second branch of literature, the predictability of stock returns with different risk measures was tested by Goyal and Clara (2003) for period of July 1962 to December 1999 and showed that there is significant positive relationship between average stock variance (largely idiosyncratic risk ) and market returns. Data and Methodology for Estimation of Volatility The study employs monthly data on stocks returns, market returns, 91 dayst-bills rates, SMB and HML of BSE 500 companies (except banking and financial institutions) from 2001(FY) to 2012 (FY).	cache/ajfa-8898.pdf	txt/ajfa-8898.txt