Upward switches on BSE: An explanation for anomalous stock price behaviour
Material type: Mixed materialsPublication details: 2013Description: 11-28Subject(s): NLM classification:- 332.6322
Item type | Current library | Call number | Vol info | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Periodicals/Magazines | SSCBS Library | 37/4 | Available | P14690 |
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.
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