This paper studies the price interdependence and transmission pattern between a group of level III American Depository Receipts (ADRs) and their respective underlying stock prices in India. We investigate the transmission dynamics of pricing information between the ADRs and their underlying...

This book presents a unique collection of case studies from across the globe to create a comprehensive understanding of how family firms can respond to future disruptions. Each case contains learning notes with objectives, discussion questions and suggested readings to facilitate learner...

Purpose: The purpose if this paper is to examine the turn-of-the-month effect in the equity market of three major emerging countries – Brazil, India and China – from January 2000 to December 2017. Design/methodology/approach: Ordinary least square regression analysis is used to examine the...

When homogeneous or closely linked securities trade in multiple markets, the market where the price discovery takes place becomes vital. We investigate the information content in equity index options trading using S&P CNX Nifty Index options traded on the National Stock Exchange (NSE), India. We...