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Whether Cross-Listing, Stock-speci c and Market-wide Calendar Events impact Intraday Volatility Dynamics? Evidence from the Indian Stock Market using High-frequency Data
(2013-11-25)
Using high-frequency stock price data, we investigate the e ect of various stock-
speci c and market-wide events on intraday volatility dynamics in the Indian market.
Modeling intraday volatility dynamics using FFF ...
Mandatory IPO Grading: Does It Help Pricing E ciency?
(2013-11-25)
The paper examines the market impact of a unique IPO certi cation
recently introduced in India mandatory grading of IPOs by a credit
rating agency. The grading was expected to improve the IPO pricing
e ciency by providing ...
Impact of the Introduction of Call Auction on price discovery: Evidence from the Indian Stock Market Using High-Frequency Data
(2010)
Call markets are claimed to aggregate information and facilitate price discovery
where continuous markets may fail. Its advantage, however, comes at the cost of imme-
diacy. Possibly due to faulty design or due to \thick ...
Market timing ability of Indian firms in open market repurchases
(Indian Institute of Management Ahmedabad, 2013)
The paper examines the market timing ability of Indian firms engaged in open market repur-
chases. The study is primarily motivated by the unique disclosure feature of repurchases in
India, where the disclosures are far ...