Stock price comovement: Evidence from India
| Data(s) |
01/01/2015
|
|---|---|
| Resumo |
We examine the extent to which stock prices comove in an emerging economy, India. We first document that stocks listed on the National Stock Exchange (NSE) comove. Further, we find that synchronicity is positively associated with growth and earnings volatility and negatively associated with business group affiliation and leverage. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Taylor & Francis |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30078289/mishra-stoc-price-2015.pdf http://www.dx.doi.org/10.1080/1540496X.2015.1061381 |
| Direitos |
2015, Taylor & Francis |
| Palavras-Chave | #business groups #earnings volatility #firm growth #leverage #stock price synchronicity |
| Tipo |
Journal Article |
