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Causality between equity mutual fund flows, stock market return and volatility : Indian evidence

Kaur, Inderjit; Vagrecha, Kamal - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 88-106

Persistent link: https://www.econbiz.de/10014388713

Effect of public stockholding on wheat price dynamics in India : a quantile autoregression approach

Tripathi, Ashutosh Kumar; Mishra, Ashok K. - In: The Australian journal of agricultural and resource … 68 (2024) 1, pp. 168-185

Persistent link: https://www.econbiz.de/10014466558

Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak

Mohanasundaram, T.; Rizwana, M.; Sathyanarayana, S.; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 3, pp. 412-431

Persistent link: https://www.econbiz.de/10014546120

Domestic institutional investments in India : an empirical analysis of dynamic interactions with stock market returns and volatility

Saxena, Shivam; Sikdar, Chandrima - In: Global business & economics review 31 (2024) 2, pp. 230-258

Persistent link: https://www.econbiz.de/10015060902

Friday the 13th effect on Indian stock market

Sikarwar, Tarika Singh; Shrivastava, Karuna; Jadon, Pratibha - In: International journal of financial engineering 7 (2020) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10012602945

Unique calendar effects in the Indian stock market : evidence and explanations

Harshita; Shveta Singh; Yadav, Surendra Singh - In: Journal of emerging market finance 18 (2019) 1, pp. 35-58

Persistent link: https://www.econbiz.de/10012013155

The adaptive market hypothesis and the day-of-the-week effect in African stock markets : the Markov Switching Model

Obalade, Adefemi Alamu; Muzindutsi, Paul-Francois - In: Comparative economic research : Central and Eastern Europe 22 (2019) 3, pp. 145-162

In line with the Adaptive Market Hypothesis (AMH), the objective of this study is to investigate how the day-of-the-week (DOW) effect behaves under different bull and bear market conditions in African stock markets, and to examine the likelihood of being in a bull or bear regime for each market....

Persistent link: https://www.econbiz.de/10012120266

Day-of-the-week anomaly : an illusion or a reality? ; evidence from Naira/Dollar exchange rates

Osabuohien-Irabor, Osarumwense - In: CBN journal of applied statistics 7 (2016) 1, pp. 311-332

), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical …-of-theweek effect is influenced by the choice of the volatility model applied. Similarly, the highest or lowest volatility market day …

Persistent link: https://www.econbiz.de/10011535278

More on calendar effects on Islamic stock markets

Weber, Christoph S.; Nickol, Philipp - In: Review of Middle East economics and finance 12 (2016) 1, pp. 65-113

Persistent link: https://www.econbiz.de/10011480015

An econometric analysis of African stock market : annual returns analysis, day-of-the-week effect and volatility of returns

Chukwuogor-Ndu, Chiaku - In: African journal of accounting, economics, finance and … 1 (2007), pp. 22-37

Persistent link: https://www.econbiz.de/10003853524