1 resultado para Mean-variance.
em Academic Research Repository at Institute of Developing Economies
Filtro por publicador
- Aberystwyth University Repository - Reino Unido (4)
- Academic Research Repository at Institute of Developing Economies (1)
- Aquatic Commons (29)
- Archive of European Integration (1)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (4)
- Aston University Research Archive (2)
- Avian Conservation and Ecology - Eletronic Cientific Hournal - Écologie et conservation des oiseaux: (2)
- Biblioteca de Teses e Dissertações da USP (1)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (1)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (26)
- Biblioteca Digital de Teses e Dissertações Eletrônicas da UERJ (6)
- Bioline International (1)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (1)
- Boston University Digital Common (3)
- Brock University, Canada (15)
- CaltechTHESIS (4)
- Cambridge University Engineering Department Publications Database (88)
- CentAUR: Central Archive University of Reading - UK (185)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (55)
- Cochin University of Science & Technology (CUSAT), India (11)
- Collection Of Biostatistics Research Archive (2)
- CORA - Cork Open Research Archive - University College Cork - Ireland (4)
- Dalarna University College Electronic Archive (16)
- Deakin Research Online - Australia (34)
- DI-fusion - The institutional repository of Université Libre de Bruxelles (1)
- Digital Commons at Florida International University (1)
- DigitalCommons@The Texas Medical Center (1)
- Diposit Digital de la UB - Universidade de Barcelona (7)
- Duke University (7)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (10)
- Helda - Digital Repository of University of Helsinki (18)
- Indian Institute of Science - Bangalore - Índia (95)
- Instituto Politécnico do Porto, Portugal (3)
- Massachusetts Institute of Technology (2)
- Plymouth Marine Science Electronic Archive (PlyMSEA) (1)
- Publishing Network for Geoscientific & Environmental Data (4)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (71)
- Queensland University of Technology - ePrints Archive (158)
- Repositório digital da Fundação Getúlio Vargas - FGV (7)
- Repositório Institucional da Universidade de Brasília (1)
- Repositório Institucional da Universidade Estadual de São Paulo - UNESP (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (9)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (3)
- SAPIENTIA - Universidade do Algarve - Portugal (3)
- School of Medicine, Washington University, United States (1)
- Universidad de Alicante (1)
- Universidad del Rosario, Colombia (3)
- Universidad Politécnica de Madrid (1)
- Universidade Federal do Rio Grande do Norte (UFRN) (2)
- Universidade Técnica de Lisboa (1)
- Universitat de Girona, Spain (5)
- Université de Lausanne, Switzerland (6)
- Université de Montréal, Canada (43)
- Université Laval Mémoires et thèses électroniques (1)
- University of Connecticut - USA (1)
- University of Queensland eSpace - Australia (1)
- University of Southampton, United Kingdom (12)
- University of Washington (2)
- WestminsterResearch - UK (2)
- Worcester Research and Publications - Worcester Research and Publications - UK (2)
Resumo:
This paper examines the causalities in mean and variance between stock returns and Foreign Institutional Investment (FII) in India. The analysis in this paper applies the Cross Correlation Function approach from Cheung and Ng (1996), and uses daily data for the timeframe of January 1999 to March 2008 divided into two periods before and after May 2003. Empirical results showed that there are uni-directional causalities in mean and variance from stock returns to FII flows irrelevant of the sample periods, while the reverse causalities in mean and variance are only found in the period beginning with 2003. These results point to FII flows having exerted an impact on the movement of Indian stock prices during the more recent period.