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Sponsoring an event & Stock returns : Vivo IPL to Tata IPL

Saini, Mohit; Batra, Shallu; Yadav, Mahender - 2022

Title sponsorship of Indian Premier League 2022-2023 has been given to Indian giant Tata group. This study aims to examine the most impacted company of the Tata group in terms of stock return. The closing price of 17 stocks and the market index were collected from the Prowess database. The event...

Persistent link: https://www.econbiz.de/10013492054

Volatility spillover from institutional equity investments to Indian volatility index

Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: International journal of management concepts and … 13 (2020) 3, pp. 173-183

Persistent link: https://www.econbiz.de/10012514596

Do lower foreign flows and higher domestic flows reduce indian equity market volatility?

Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: Vision : the journal of business perspective 26 (2022) 4, pp. 461-470

Persistent link: https://www.econbiz.de/10014229671

Idiosyncratic risk and the cross-section of stock returns : Merton (1987) meets Miller (1977)

Boehme, Rodney D.; Danielsen, Bartley R.; Kumar, Praveen; … - In: Journal of financial markets 12 (2009) 3, pp. 438-468

Persistent link: https://www.econbiz.de/10003873559

Estimation risk, information, and the conditional CAPM : theory and evidence

Kumar, Praveen; Sorescu, Sorin M.; Boehme, Rodney D.; … - In: The review of financial studies 21 (2008) 3, pp. 1037-1075

Persistent link: https://www.econbiz.de/10003742220

Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis

Kumar, P.; Behera, Jyotirmayee; Bhurjee, A. K. - In: Opsearch : journal of the Operational Research Society … 59 (2022) 1, pp. 41-77

Persistent link: https://www.econbiz.de/10013172045

Asset pricing models : evidence from the Indian equity market

Choudhary, Kapil; Kumar, Parveen; Mehta, Sakshi - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 5, pp. 607-625

Persistent link: https://www.econbiz.de/10014230065