This study investigates the reaction of stock returns to the inflation announcement using time series data from 2012 to … 2018. To check the market efficiency or semi-strong efficiency of the Indian Stock Market for inflation announcement, we … have used an event study methodology. We selected nine events based on consensus estimate and actual inflation number; we …

, the intention of this study is to investigate the impact of the inflation rate on stock market in India during the period … the rate of inflation and stock prices in India. The result of vector error correction model indicates that in short …In any economy, changes in inflation rate influence almost all economic activities directly or indirectly. In the …