This study examines the effect of rights issue announcement on firms' abnormal returns with respect to Indian firms in chemical, textile, IT and finance sectors respectively. Event study methodology has been used for the purpose of studying the rights issue announcement reaction. Liquidity...

In this study an attempt has been made to create a link between corporate governance, intellectual capital efficiency and firm performance. The sample is BSE SENSEX firms from the year 2013 to 2015. Data has been collected from PROWESS database of Centre for Monitoring Indian Economy (CMIE)....

This paper investigates the empirical determinants of corporate cash holdings for Indian firms. A sample of 1540 unique non finance and non utility Indian firms, with positive assets and positive sales, listed on the National Stock Exchange for a period of 11 years, (from 2001-2011) is selected....

Liquidity being an elusive concept is often difficult to measure, and it becomes even vaguer in currency options market which provides investors an alternative to hedge against foreign exchange fluctuations. Over past few years since the starting of trading of currency options contracts on US...

In this study, we examine the performance and pricing behaviour of US listed and Indian gold ETFs. We find that Pricing Deviation is significant for both US listed and Indian gold ETFs. However, the Tracking Error is not significant for both the US listed and Indian gold ETFs. There is ample...

We study the stock return comovements from two different perspectives, one being trading behaviour-induced return comovements and the other volatility-induced return comovements. Following Baker and Wurglur (2006), we construct an investor sentiment index and examine whether it has relationship...

This paper examines the factors influencing abnormal returns around bonus and rights issue announcements. The results of the study indicate that market condition and type of industry have significant influence on abnormal returns and the bonus ratio does not have any significant effect on...

The short term and long term stock price volatility changes around bonus and rights issue announcements have been examined using historical volatility estimation and time varying volatility approach. The results show that the historical volatility has increased after bonus and rights issue...