Evidence on changes in time varying volatility around bonus and rights issue announcements
Year of publication: |
2013
|
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Authors: | Malhotra, Madhuri ; Thenmozhi, M. ; Kumar, G. Arun |
Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 8.2013, 2, p. 129-143
|
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Leistungsentgelt | Performance pay | Aktionärsrechte | Shareholder rights | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model | Indien | India | 2000-2008 |
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