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Aggarwal, Reena - 2012

This study examines the daily, weekly, and monthly behavior of volatility in emerging stock markets in local currency … variance are identified. The high volatility in emerging markets is not simply continuous, but is marked by shocks. The large … changes in volatility seem to be related to important country-specific political, social and economic events. These events …

Persistent link: https://www.econbiz.de/10013115618

Volatility in emerging stock markets

Aggarwal, Reena; Inclan, Carla; Leal, Ricardo Pereira … - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 33-55

Persistent link: https://www.econbiz.de/10001436335

Security return distributions and market structure : evidence from the NYSE/AMEX and the NASDAQ markets

Aggarwal, Raj - In: The journal of financial research 16 (1993) 3, pp. 209-220

Persistent link: https://www.econbiz.de/10001149613

Seasonal and day-of-the-week effects in four emerging stock markets

Aggarwal, Reena - In: The financial review : the official publication of the … 24 (1989) 4, pp. 541-550

Persistent link: https://www.econbiz.de/10001103528

Institutional allocation in initial public offerings : empirical evidence

Aggarwal, Reena; Prabhala, Nagpurnanand R.; Puri, Manju - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1421-1442

Persistent link: https://www.econbiz.de/10001685006

Institutional allocation in initial public offerings : empirical evidence

Aggarwal, Reena; Prabhala, Nagpurnanand R.; Puri, Manju - 2002

Persistent link: https://www.econbiz.de/10001686019

The equity performance of firms emerging from bankruptcy

Eberhart, Allan C.; Altman, Edward I.; Aggarwal, Reena - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1855-1868

Persistent link: https://www.econbiz.de/10001430955

Price discovery in initial public offerings and the role of the lead underwriter

Aggarwal, Reena; Conroy, Pat - In: The journal of finance : the journal of the American … 55 (2000) 6, pp. 2903-2922

Persistent link: https://www.econbiz.de/10001537361

Institutional Allocation in Initial Public Offerings : Empirical Evidence

Aggarwal, Reena - 2012

We analyze institutional allocation in initial public offerings (IPOs) using a new dataset of US offerings between 1997 and 1998. We document a positive relationship between institutional allocation and day one IPO returns. This is partly explained by the practice of giving institutions more...

Persistent link: https://www.econbiz.de/10012755911

Institutional Allocation In Initial Public Offerings : Empirical Evidence

Aggarwal, Reena - 2002

Persistent link: https://www.econbiz.de/10012469643