This study uses network theory to investigate the change in the dynamics of the financial markets of G20 countries, in the aftermath of COVID-19. The sheer scale, scope, and nature of the disruptions brought by the pandemic makes it an unprecedented global event. We find a major change in the...

We investigate the impact of the Demonetization of 85% currency in circulation in India on the eve of 8 November 2016 on all the listed stocks spanning over 20 broad industry clusters (sectors) and their affiliation type from the Indian economy over the period of November to Mid-January 2016....

This study explores the role of perceived customer value and loyalty relationships in mobile wallet (M-wallet). The study further investigates trust and satisfaction as drivers of loyalty and examines the role of trust in the traditional value-satisfaction-loyalty relationship. A total of 214...

We empirically examine whether investors demand a systemic component of Volatility Risk (VRP-beta) using the stock options traded on National Stock Exchange, India. We document robust evidence on the presence of VRP-beta, which survives even after accounting for the traditional Fama-French...

Using 719 Indian listed firms for 11 years from 2012 to 2022, this study provides evidence that the speed of adjustment (SOA) is higher (lower) for the sample firms with below (above) median net trade cycle (NTC). Our findings are robust to the alternative measure of WCM efficiency in the Indian...