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Do stock price reactions to public information reflect its long-run effect on the firms’ fundamental value? : the case of an emerging market

Ahn, Hyeonmi; Kim, Doyeon - In: Global economic review 47 (2018) 2, pp. 182-223

Persistent link: https://www.econbiz.de/10011890068

Investigation of fractal market hypothesis in emerging markets : evidence from the MINT stock markets

Karaömer, Yunus - In: Organizations and markets in emerging economies 13 (2022) 2/26, pp. 467-489

predictable behavior that is consistent with the Fractal Market Hypothesis. The long memory in the volatility implies that the …

Persistent link: https://www.econbiz.de/10014532178

Dynamic connectedness and spillovers across sectors : evidence from the Indian stock market

Chatziantoniou, Ioannis; Gabauer, David; Marfatia, Hardik A. - In: Scottish journal of political economy : the journal of … 69 (2022) 3, pp. 283-300

Persistent link: https://www.econbiz.de/10013384702

Return predictability in emerging equity market sectors

Shynkevich, Andrei - In: Applied economics 49 (2017) 5, pp. 433-445

Persistent link: https://www.econbiz.de/10011810671

The Impact of Stock Market Structure on Volatility : Evidence from a Call Auction Suspension

Camilleri, Silvio John - 2017

The purpose of this paper is to investigate the volatility impacts of the suspension of a call auction system by the … National Stock Exchange of India (NSE) in June 1999, thus extending prior empirical work relating to this area. The realised … volatility on NSE is compared with that of the Bombay Stock Exchange using two volatility proxies: modulus of log returns and …

Persistent link: https://www.econbiz.de/10012960853

Foreign portfolio flows and emerging stock market : is the midnight bell ringing in India?

Hiremath, Gourishankar S.; Kattuman, Paul A. - In: Research in international business and finance 42 (2017), pp. 544-558

Persistent link: https://www.econbiz.de/10011750502

Idiosyncratic volatility and stock returns : Indian evidence

Aziz, Tariq; Ansari, Valeed Ahmad - In: Cogent economics & finance 5 (2017) 1, pp. 1-20

This paper examines the idiosyncratic volatility (IV) puzzle in the Indian stock market for the period 1999 … volatility and future stock returns. However, this relation is sensitive to the choices of portfolio weighting schemes, types of …

Persistent link: https://www.econbiz.de/10011887525

Information content of stocks in call auction of shorter duration in emerging market

Bag, Dinabandhu - In: Copernican Journal of Finance & Accounting : CJF&A 8 (2019) 4, pp. 113-132

Persistent link: https://www.econbiz.de/10012242098

Technical analysis, trading volume and market efficiency : evidence from an emerging market

Antoniou, Antonios (contributor) - In: Applied financial economics 7 (1997) 4, pp. 361-365

Persistent link: https://www.econbiz.de/10001226982

A tripartite inquiry into volatility-efficiency-integration nexus : case of emerging markets

Rizvi, Syed Aun Raza; Arshad, Shaista; Nafis Alam - In: Emerging markets review 34 (2018), pp. 143-161

Persistent link: https://www.econbiz.de/10012114691