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Stock price comovement: Evidence from India

journal contribution
posted on 2015-01-01, 00:00 authored by Sagarika MishraSagarika Mishra, S Dhole
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.

History

Journal

Emerging markets finance and trade

Volume

51

Pagination

893-903

Location

London, Eng.

Publisher DOI

ISSN

1540-496X

eISSN

1558-0938

Language

eng

Publication classification

C Journal article, C1 Refereed article in a scholarly journal

Copyright notice

2015, Taylor & Francis

Issue

5

Publisher

Taylor & Francis

Usage metrics

    Research Publications

    Categories

    Keywords

    business groupsearnings volatilityfirm growthleveragestock price synchronicity150201 Finance900101 Finance ServicesDepartment of FinanceCentre for Economics and Financial Econometrics Research

    Licence

    All Rights Reserved

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