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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
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What drives the stock market return in India? : an exploration with dynamic factor model
Mukherjee, Paramita; Roy, Malabika - In: Journal of emerging market finance 15 (2016) 1, pp. 119-145
Persistent link: https://www.econbiz.de/10011489360
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The Dynamics of Institutional Investments and Stock Market Volatility : Evidence from FIIs and Domestic Mutual Funds Equity Investment in India
Naik, Pramod Kumar - 2014
This study examines the dynamic interaction among institutional investment (FII and Mutual Funds) and the stock market returns for India in a three factor vector autoregression (VAR) framework. The data set used in this study are in daily frequency spanning from 1st Jan 2002 to 31st July 2012...
Persistent link: https://www.econbiz.de/10013059793
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Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
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Global market volatility and portfolio fund flows in emerging market
Kang, Tae Soo; Lim, Tae-Hoon - In: Korea and the world economy 18 (2017) 1, pp. 93-110
Persistent link: https://www.econbiz.de/10011657692
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Institutional investment activities and stock market volatility amid COVID-19 in India
Naik, Pramod Kumar; Shaikh, Imlak; Toan Luu Duc Huynh - In: Economic research 35 (2022) 1,2, pp. 1542-1560
Persistent link: https://www.econbiz.de/10014380903
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Dividend taxes, investor horizon, and idiosyncratic volatility
Li, Oliver Zhen; Liu, Hang; Ni, Chenkai - In: The accounting review : a publication of the American … 96 (2021) 3, pp. 403-430
Persistent link: https://www.econbiz.de/10012596300
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What moves international stock and bond markets?
Cenedese, Gino; Mallucci, Enrico - 2015
Persistent link: https://www.econbiz.de/10011327162
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What moves international stock and bond markets?
Cenedese, Gino; Mallucci, Enrico - In: Journal of international money and finance 60 (2016), pp. 94-113
Persistent link: https://www.econbiz.de/10011660846
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What moves international stock and bond markets?
Cenedese, Gino; Mallucci, Enrico - 2015 - This draft: June 2015
Persistent link: https://www.econbiz.de/10012171607