The present study seeks to assess the acquiring company announcement gains, and determinants thereof, in domestic and cross border acquisitions in India. For this purpose, 268 acquisitions comprising of 202 cross border ...

Volatility forecasting is an important area of research to financial markets and lot of effort has been expended in improving volatility models since better forecasts translates into better pricing of options and better ...

In this paper, we use multivariate GARCH models to analyze dynamic linkages between gold and equity price returns. We model dynamic conditional correlations and volatility spillovers between these assets. Our results ...

This article first examines the existence of a change in the structure of conditional volatility of stock returns around the time when trading in individual stock derivatives is introduced. Thereafter,it analyses the extent ...

The derivatives trading in India targets at two factors: better price risk management and greater information. Two derivative instruments that server the above purpose and are available in India are futures and options. A ...

Our empirical evidence based on transactions data of a sample of Nasdaq stocks indicates that trade of large firms are related to the proxies of marketwide and firm-specific information. For large firms, an increase in the ...

An important feature of the development of stock market in India in the last 15 years has been the growing participation of Institutional Investors, both foreign institutional investors and the Indian mutual funds combined ...

One of the important reforms Indian markets witnessed in the recent past is the introduction of issuing sharesthrough the book building process which aims at efficient price discovery. The paper attempts to see how theIPOs ...