Sureshkumar, Varsha; Balasubramanian, P. - In: Cogent economics & finance 9 (2021) 1, pp. 1-30
This paper aims to understand the impact of demonetisation on the returns of listed firms in the NSE, as well as … due to demonetisation across industries with listed firms was measured. The study uses event study methodology over a …,054 listed firms. A regression analysis of 57 industry level returns is performed to test for changes in systematic risk …