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, 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...

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...