The present study used transfer entropy and effective transfer entropy to examine the asymmetric information flow between exchange rates, oil, and gold. The dataset is composed of daily data covering the period of 1 January 2018 to 31 December 2021. Further, the dataset is bifurcated for...

The onset of the COVID-19 pandemic and lockdown announcements by governments have created uncertainty in business operations globally. For the first time, a health shock has impacted the stock markets forcefully. India, one of the major emerging markets, has witnessed a massive fall of around...

Purpose: This paper tries to locate the sectorial bubbles and examines the possibility for investors making extra profit from these bubbles in the Indian stock market. Design/methodology/approach: The authors use two main indicators: (1) asset centrality and (2) relative value. Asset centrality...