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Purpose: The purpose of this paper is to analyze the existence of volatility spillover effect in frontier markets. This study also examines whether any linkages exist among these markets or not. Design/methodology/approach: Monthly data of regional frontier markets, from 2009 to 2016, are...
Persistent link: https://www.econbiz.de/10012072987
Purpose – Asian markets have shown immediate response to the financial crisis in the past and stock returns were affected critically. An attempt is made to study the volatility of stock returns in this paper. The authors studied the impact of global crisis on volatility of stock returns; that...
Persistent link: https://www.econbiz.de/10014839940
Purpose – The purpose of this paper is to construct the social and environmental disclosure index for Indian companies in order to examine the relationship between social and environmental disclosure and select corporate attributes. Design/methodology/approach – The sample covers annual...
Persistent link: https://www.econbiz.de/10014840228