Over the past few years the concept of green investing has received considerable attention and has led to the formation of different forms of green investment avenues/portfolios, mutual funds, index, etc. This paper examines whether green stocks portfolio outperforms non-green stocks portfolios...

This paper examines whether the companies that are socially responsible are performing better than general companies in Indian stock market in terms of price discovery, return, risk and various risk-adjusted measures during different structural break periods (i.e. pre-crisis, crisis and...

The primary purpose of this paper is to examine whether socially responsible companies are performing better than general companies in terms of price discovery and returns in the stock markets. Paradigm shift has taken place over time which has led to the emergence of conceptual framework of...

Financial integration is one of the buzz words in financial world. The co movement of share prices across the stock markets in the world is a frequently experienced phenomenon. Especially during the times of crisis it is observed that the stock markets crash together. The oil crisis of 1973, the...

In this paper we examine if there is any overreaction effect present in Indian Stock market. We have used monthly closing adjusted prices of 500 stocks comprising S&P CNX 500 Equity Index over the period March, 1996 to March, 2007 and methodology as proposed by De Bondt and Thaler (1985) and...

This paper examines the short run and long run inter linkages of the Indian stock market with those of Advanced emerging markets viz. Brazil, Hungary, Taiwan, Mexico, Poland and South Africa over the period ranging from 1 January 1992 to 31 December 2009 using Johansen co-integration test and...

This study empirically compares the pricing efficiency of Exchange Traded Funds (ETFs) across countries in terms of the deviations of trading price from Net Asset Value (NAV) as well as the persistence of such deviations. A sample of 17 ETFs tracking popular equity indices of five dominant...