Upward switches on BSE: An explanation for anomalous stock price behaviour
GILL, SUVEERA
Upward switches on BSE: An explanation for anomalous stock price behaviour - 2013 - 11-28
This paper documents and explains the possible reasons for the existence of the specific pattern of market behaviour of 38 common stock around up-switches from a low class segment (Group B) to a high class segment (Group A) on the Bombay Stock Exchange during 2008-2010. The results show that post switching anomaly of significantly abnormal returns applies more to low volume stocks than their high volume counterprts.
STOCK MARKET
332.6322
Upward switches on BSE: An explanation for anomalous stock price behaviour - 2013 - 11-28
This paper documents and explains the possible reasons for the existence of the specific pattern of market behaviour of 38 common stock around up-switches from a low class segment (Group B) to a high class segment (Group A) on the Bombay Stock Exchange during 2008-2010. The results show that post switching anomaly of significantly abnormal returns applies more to low volume stocks than their high volume counterprts.
STOCK MARKET
332.6322