This paper studies the price interdependence and transmission pattern between a group of level III American Depository Receipts (ADRs) and their respective underlying stock prices in India. We investigate the transmission dynamics of pricing information between the ADRs and their underlying...

This book presents a unique collection of case studies from across the globe to create a comprehensive understanding of how family firms can respond to future disruptions. Each case contains learning notes with objectives, discussion questions and suggested readings to facilitate learner...

We analyze the stock price effects of bulk trade in India over the period 2004-2012. Using an event study model we note significant impact of bulk trades on the share prices with cumulative returns being very high around the trades for both BSE and NSE. Buy trade has significant positive...