You are not logged in.

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.

Attached Files
Name Description MIMEType Size Downloads

Title Stock price comovement: Evidence from India
Author(s) 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
1558-0938
Keyword(s) business groups
earnings volatility
firm growth
leverage
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
Persistent URL http://hdl.handle.net/10536/DRO/DU:30078289

Document type: Journal Article
Collections: School of Accounting, Economics and Finance
Department of Finance
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 148 Abstract Views, 2 File Downloads  -  Detailed Statistics
Created: Thu, 10 Sep 2015, 15:24:18 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.