Malhotra, Madhuri; Thenmozhi, M.; Arun Kumar, G. - In: International Journal of Emerging Markets 8 (2013) 2, pp. 129-143
bonus and rights issue announcements, using historical volatility estimation and time varying volatility approach. Design … results indicate that the historical volatility has increased after bonus and rights issue announcement. The volatility … persistence and unconditional variance have increased after the bonus and rights issue announcements. This evidence, extendable to …