This study has examined the performance of two Indian stock indices capturing the commitment of industries towards mitigating risks arising from pollution and climate change viz., BSE Greenex and BSE Carbonex, vis- a-vis two indices augmenting carbon emissions - BSE Energy index and BSE Oil &...

This paper has attempted studying the twin issues of asymmetry/leverage effect and excess kurtosis prevalent in India's stock returns under alternative volatility specifications as well as conditional distributional assumptions. This study has been carried out using daily-level data, based on...

This study has carried out some preliminary time series analyses to examine the impacts of demonetization which was carried out in India on 8 November 2016, on the well-known Indian stock index, BSE SENSEX, and four major sectoral indices viz., BSE BANKEX, BSE Auto, BSE Reality and BSE Smallcap,...