Stock price comovement: Evidence from India

Mishra, Sagarika and Dhole, Sandip 2015, Stock price comovement: Evidence from India, Emerging markets finance and trade, vol. 51, no. 5, pp. 893-903, doi: 10.1080/1540496X.2015.1061381.

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Title Stock price comovement: Evidence from India
Author(s) Mishra, SagarikaORCID iD for Mishra, Sagarika
Dhole, Sandip
Journal name Emerging markets finance and trade
Volume number 51
Issue number 5
Start page 893
End page 903
Total pages 11
Publisher Taylor & Francis
Place of publication London, Eng.
Publication date 2015
ISSN 1540-496X
Keyword(s) business groups
earnings volatility
firm growth
stock price synchronicity
Summary 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.
Language eng
DOI 10.1080/1540496X.2015.1061381
Field of Research 150201 Finance
Socio Economic Objective 900101 Finance Services
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2015, Taylor & Francis
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