In financial literature we find numerous studies examining the presence of diverse types of calendar anomalies in different stock exchanges of the world. The current paper aims to investigate the month of the year effect in randomly selected ten companies from banking sector and service sector...

In this study, we used event study methodology to examine stock price reactions to quarterly earnings announcement. The study is based on a sample of 146 companies listed on Bombay Stock Exchange and December 2000 quarterly earnings announcements are taken event. The abnormal performance is...

The study is undertaken to find out the relationship between portfolio returns and market returns and test the empirical validity of the standard CAPM model on Bahrain Bourse. The study is based on 39 companies listed in the Bahrain Bourse, Bahrain All Share Index as market proxy and yield of...

The major aim of this empirical study is to estimate the volatility time series returns for a cluster of international stock markets, such as: Switzerland, Austria, China and Hong Kong. The paper demonstrates statistical modeleling in order to capture volatility clusters and changes in long and...

The Capital Asset Pricing Model (henceforth, CAPM) is considered an extensively usedtechnique to approximate asset pricing in the field of finance. The CAPM holds thepower to explicate stock movements by means of its sole factor that is beta co-efficient.This study focuses on the application of...