Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak
T. Mohanasundaram and M. Rizwana, S. Sathyanarayana, Padmalini Singh
| Year of publication: |
2024
|
|---|---|
| Authors: | Mohanasundaram, T. ; Rizwana, M. ; Sathyanarayana, S. ; Singh, Padmalini |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 14.2024, 3, p. 412-431
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| Subject: | asymmetry | COVID-19 | EGARCH | investment | market returns | spillover | volatility | Volatilität | Volatility | Asymmetrische Information | Asymmetric information | Indien | India | Coronavirus | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Strukturwandel | Structural change | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2024.138390 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014546120