The present study examined the efficiency of the Indian stock market following event study methodology considering the Union Budget as an event. The daily data of selected 36 companies of different sectors over the period from 2000-2016 were considered for …

This paper made an attempt to scrutinize the causal liaison between yield performance of Indian banks, being measured through profit per employee, business per employee, return on assets (excluding co-operative banks, regional rural banks, and foreign banks having their representative …

The paper attempted to examine the determinants of financial leverage of manufacturing companies in India. The financial data of 39 large cap companies listed in National Stock Exchange for a period of 14 years from 2004 to 2017 were used …

This empirical analysis endeavored to investigate the return volatility, covolatility, and the spillover impact of gold, real estate, and U.S. dollar in India. The generalized autoregressive conditional heteroskedasticity dynamic conditional correlation (GARCH - DCC) was used to reveal the return …