Showing 1 - 10 of 13
This article examines the impact of various sources of systematic liquidity risk and idiosyncratic liquidity risk on expected returns in the Indian stock market. The study tested the liquidity-adjusted capital asset pricing model (LCAPM) which is previously tested on developed markets....
Persistent link: https://www.econbiz.de/10012023356
Using Indian bank-level data, we examine the cross-sectional returns predictability for banking stocks in view of the distinct industry parameters prevalent in the financial services space. We find the existence of abnormal returns in banking stocks. We also observe that the celebrated...
Persistent link: https://www.econbiz.de/10012023368
In this paper, we examine whether foreign institutional investors (FII) and mutual funds (MF) show a higher preference for fundamentally stronger firms. We employ Pitroski's F score and its constituents (profitability, efficiency, and leverage) to measure the fundamental strength of firms....
Persistent link: https://www.econbiz.de/10012024009
This study examines the relationship between the access to homebuyer credits and housing satisfaction among those buying affordable apartments, using a sample of 1,000 respondents from our own survey in 2016 in Hanoi, Da Nang and Ho Chi Minh Cities. Our regression analysis reveals the education...
Persistent link: https://www.econbiz.de/10012029688
This paper examines the idiosyncratic volatility (IV) puzzle in the Indian stock market for the period 1999–2014. Univariate and bivariate sorting, as well as cross-section regressions, suggest a positive relation between idiosyncratic volatility and future stock returns. However, this...
Persistent link: https://www.econbiz.de/10011887525
different country contexts such as the US, Australia, and Europe. The aim of this paper is to examine the impact of spin …
Persistent link: https://www.econbiz.de/10013391112
Using unit-level data on the entire population of registered manufacturing SMEs in 2007 for India, we explore the …
Persistent link: https://www.econbiz.de/10014500456
The literature is unsettled on the simultaneous existence of Competition-Stability and Competition-Fragility phenomena in the banking system. Our study has extended the debate where we have incorporated accounting-based information along with 2-SLS system equation modeling to further explore...
Persistent link: https://www.econbiz.de/10014500859
This study conducts a comprehensive systematic review to gain insights into the challenges of technology adoption and innovation for Malaysian Micro, Small and Medium-sized Enterprises (MSMEs), which play a crucial role in the country's economy. These MSMEs face obstacles, including challenges...
Persistent link: https://www.econbiz.de/10014501164
corporate Malaysia and how they affect the firm value. It is argued that the principal͐-principal (PP) conflict is more severe … Bursa Malaysia is chosen for the analysis. The results of the current study provide support to the hypothesized results that … study also provide support that the PP conflict is prevalent in Malaysia, supporting the earlier evidence regarding the …
Persistent link: https://www.econbiz.de/10013183959