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Dividend announcement and market response in Indian stock market : an event-study analysis

Maitra, Debasish; Dey, Kushankur - In: Global business review 13 (2012) 2, pp. 269-283

Persistent link: https://www.econbiz.de/10009576982

The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets : evidence from the time-frequency co-movements

Dash, Saumya Ranjan; Maitra, Debasish - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013534037

Quantile dependencies and connectedness between stock and precious metals markets

Jain, Prachi; Maitra, Debasish; McIver, Ron; Kang, Sang Hoon - In: Journal of commodity markets 30 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014426833

Does sentiment matter for stock returns? : evidence from Indian stock market using wavelet approach

Dash, Saumya Ranjan; Maitra, Debasish - In: Finance research letters 26 (2018), pp. 32-39

Persistent link: https://www.econbiz.de/10012005423

Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? : evidence using a time-frequency approach

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: Research in international business and finance 53 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012549808

The effects of options listing and delisting in a short-sale-constrained market : evidence from the Indian equities markets

Banerjee, Pradip; Chatrath, Arjun; Christie-David, Rohan; … - In: Global finance journal 35 (2018), pp. 157-169

Persistent link: https://www.econbiz.de/10012124810

Asymmetric volatility connectedness among main international stock markets : a high frequency analysis

Mensi, Walid; Maitra, Debasish; Vo Xuan Vinh; Kang, … - In: Borsa Istanbul Review 21 (2021) 3, pp. 291-306

This paper examines the direction and extent of the asymmetric volatility connectedness among international equity markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized volatility and identify the magnitude of the volatility...

Persistent link: https://www.econbiz.de/10012816916

Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India

Maitra, Debasish; Dawar, Varun - In: Global business review 20 (2019) 1, pp. 214-237

Persistent link: https://www.econbiz.de/10011984156

Are shocks in the stock markets driven by commodity markets? : evidence from Russia-Ukraine war

Biswas, Priti; Jain, Prachi; Maitra, Debasish - In: Journal of commodity markets : JCM 34 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014548208

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547