Volatility spillover informs whether the information in one market impacts the information in another. This paper examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from February 2013 to September 2019 to obtain updated...

Purpose: The purpose of this paper is to investigate the stock market performance of companies featured in the survey “Best Companies to Work For” as a proxy for corporate culture. Design/methodology/approach: The authors employed the portfolio formation and event study methods from finance...

Purpose: Disaster management information systems (DMISs) have been proposed in different parts of the world for effective response to a disaster. The purpose of this paper is to: compare design approaches of these DMISs; examine similarities in the design of databases and communication...

In this paper, we investigate the presence of herd behaviour among lottery stocks using Max, skewness and idiosyncratic volatility in the Indian stock market during the period January 2000 to December 2018. We demonstrate that the herd behaviour is non-existent across proxies of lottery-stocks...

Using Google Trends data as a proxy for investor attention, we examine the relation between investor attention and future stock returns in the Indian stock market during the period 2012-2017 (254 weeks) in a sample of 93 stocks. The results show that a higher GSV leads to a positive excess...