Stock index reorganizations are monitored by the investors, since the firms' earnings are expected to be impacted by these reorganizations, which in turn affect the firm performance. This study examines the extent of change in firm's performance attributed to revisions to the CNX NIFTY index...

The paper examines the long-run relationship between banking sector development, stock market development and economic growth in 26 ASEAN regional forum (ARF) countries for the period 1961-2012. Using principal component analysis for the construction of development indices and panel vector...

This article investigates short-run as well as long-run relationships, and also causality relationships between banking sector development and the economic growth of India for which empirical analysis is performed using annual data. We use a new data set of banking sector development indicators...

Modeling and forecasting the volatility of stock markets has been one of the major topics in financial econometrics in recent years. Based on the daily closing value of 23 years data, an average of 5,605 observations, for both Sensex and Shanghai Stock Exchange Composite Index, this paper makes...

This study investigates the influence of the US financial crisis on the relationship between ownership holdings and stock performance by assessing asymmetries in the effects of insider and institutional ownership before, during and after the US financial crisis. This study considers NIFTY...