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A wavelet-based MRA-EDCC-GARCH methodology for the detection of news and volatility spillover across sectoral indices : evidence from the Indian financial market

Chakrabarty, Anindya; De, Anupam; Bandyopadhyay, Gautam - In: Global business review 16 (2015) 1, pp. 35-49

Persistent link: https://www.econbiz.de/10011309952

Momentum Effect, Value Effect, Risk Premium and Predictability of Stock Returns – A Study on Indian Market

Banerjee, Arindam - 2020

The efficient market hypothesis (EMH), one of the central pillars of modern financial theories, often fails to explain the ‘financial anomalies'. One fatal challenge of EMH probably comes from the theoretical assumption of ‘rational man'. According to EMH, the fully rational investor may...

Persistent link: https://www.econbiz.de/10012843689

A perspective on industry classification and market reaction to corporate news : evidence from India

Bhattacharjee, Nayanjyoti; De, Anupam - In: Scientific Annals of Economics and Business 65 (2018) 1, pp. 31-50

Persistent link: https://www.econbiz.de/10012127647

A perspective on promoter ownership and market reaction to corporate news : evidence from India

Bhattacharjee, Nayanjyoti; De, Anupam - In: Iranian economic review : journal of University of Tehran 23 (2019) 4, pp. 839-859

Persistent link: https://www.econbiz.de/10012153332

Firm size effect and the price and volume reaction to corporate news : evidence from India

Bhattacharjee, Nayanjyoti; De, Anupam - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 3, pp. 393-411

Persistent link: https://www.econbiz.de/10014546118

The market reaction to corporate news in emerging markets : evidence from India

Bhattacharjee, Nayanjyoti; De, Anupam - In: Australasian accounting business and finance journal : AABF 16 (2022) 4, pp. 115-130

Persistent link: https://www.econbiz.de/10013503428