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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 DholeWe 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.
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Journal
Emerging markets finance and tradeVolume
51Issue
5Pagination
893 - 903Publisher
Taylor & FrancisLocation
London, Eng.Publisher DOI
ISSN
1540-496XeISSN
1558-0938Language
engPublication classification
C Journal article; C1 Refereed article in a scholarly journalCopyright notice
2015, Taylor & FrancisUsage metrics
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