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Financial market and growth : evidence from postreforms India

Sinha, Prity; Viswanathan, Brinda; Narayanan, Badri - In: Cogent economics & finance 3 (2015) 1, pp. 1-9

-run mutual effects on economic growth than credit market development in India. …

Persistent link: https://www.econbiz.de/10011449851

Role of size and risk effects in value anomaly : evidence from the Indian stock market

Sharma, Mehak; Jain, Anshul - In: Cogent economics & finance 8 (2020) 1, pp. 1-12

Value Anomaly exists in India, but with growth portfolios outperforming value. A critical analysis reveals possible linkages …

Persistent link: https://www.econbiz.de/10013179656

Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange : does global financial crisi...

Sheikh, Umaid A.; Asad, Muzaffar; Israr, Aqeel; Tabash, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-24

The study is intended to investigate the symmetrical relationship between macroeconomic variability and KSE-100 indexes by employing the ARDL model with bound testing procedure and error correction model. Authors have also examined whether the linkages between macroeconomic variability and...

Persistent link: https://www.econbiz.de/10013179670

Macroeconomic surprises and stock market responses in view of global linkage : a study of Indian stock market

Pal, Santanu; Garg, Ajay K. - In: Cogent economics & finance 8 (2020) 1, pp. 1-28

In prior literature it was conjectured that the Indian stock market responses on domestic macroeconomic surprises are expected to be significantly influenced by global surprises. In this paper we empirically established that hypothesis. We used both the Event Analysis and VAR model. We found...

Persistent link: https://www.econbiz.de/10013179684

A comprehensive study on bid-ask spread and its determinants in India

Pan, Aritra; Misra, Arun Kumar - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market-capitalization, return volatility, and number of trades as the prime spread drivers. However, the validity of these...

Persistent link: https://www.econbiz.de/10013183849

Predictability of earnings and its impact on stock returns : evidence from India

Kundu, Sayantan; Banerjee, Aditya - In: Cogent economics & finance 9 (2021) 1, pp. 1-24

The purpose of this paper is to analyse the predictability of earnings information before the quarterly disclosure date. Two categories of firms are contrasted: the firms that announce better quarterly earnings than the prior period and the firms that do not. The paper uses a sample of 67...

Persistent link: https://www.econbiz.de/10013183853

Does trade openness affect economic growth in India? Evidence from threshold cointegration with asymmetric adjustment

Mallick, Lingaraj; Ranjan Behera, Smruti - In: Cogent economics & finance 8 (2020) 1, pp. 1-26

This paper investigates the long-run equilibrium relationship between economic growth and trade openness in India … evidence of asymmetric cointegration between economic growth and trade openness in India during the period under evaluation and … speed of adjustment in comparison to deviations caused by a corresponding decrease in economic growth in India. …

Persistent link: https://www.econbiz.de/10012482965

Testing capital structure theories using error correction models : evidence from China, India, and South Africa

Kannadhasan, M.; Thakur, Bhanu Pratap Singh; Gupta, … - In: Cogent economics & finance 6 (2018) 1, pp. 1-19

structure choice made by the firms that are operating in China, India, and South Africa. The study tests the capital structure … using a large data-set of firms in China, India, and South Africa that has not been done so far. …

Persistent link: https://www.econbiz.de/10011901881

Effect of mutual funds characteristics on their performance and trading strategy : a dynamic panel approach

Kaur, Inderjit - In: Cogent economics & finance 6 (2018) 1, pp. 1-17

Investors search for criteria that are systematically related to performance of mutual funds so as to maximize their personal return. The present study is on effect of selected fund characteristics on performance of the mutual funds. The data on Indian equity mutual funds for the period...

Persistent link: https://www.econbiz.de/10012023053

Commercial bank capital and risk in India : does financial crisis matter?

Mohanty, Seba; Mahakud, Jitendra - In: Cogent economics & finance 6 (2018) 1, pp. 1-23

This study investigates the relationship between bank capital and risk in the Indian banking sector. The sample consists of 68 commercial banks including public-sector banks, private-sector banks and foreign banks. We employ panel granger causality test to find out the relationship between risk...

Persistent link: https://www.econbiz.de/10012023171