Malhotra, Madhuri; Thenmozhi, M.; Arun Kumar, G. - In: International Journal of Emerging Markets 8 (2013) 2, pp. 129-143
Purpose – The purpose of this paper is to examine the short‐term and long‐term stock price volatility changes around bonus and rights issue announcements, using historical volatility estimation and time varying volatility approach. Design/methodology/approach – Changes in volatility...