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Indian Journal of Finance

ISSN: 0973-8711 Frequency: Monthly Peer Review: Double-blind Published since: 2007 Language: English
A publication of AMCPL
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Issue Articles

Vol. 15, No. 8 · August 2021 OPEN ACCESS
IJF Vol. 15
2021
Indian Journal of Finance
Volume 15, Issue 8 · August 2021
ISSN 0973-8711
Articles 3
DOI Prefix 10.17010/ijf
Access Open Access
Table of Contents 3 ARTICLES
01 Original Article
Open Access
Does Twitter Activity Proxy for Idiosyncratic Information ? Evidence from the Indian Stock Market

This study analyzed the impact of stock-specific information, proxied by Twitter activity, on the stock returns of listed Indian firms. Twitter activities at different levels of information assimilation were considered through tweet-count, retweet-count, and favorite-count as proxies for information supply, …

Keywords: Twitter Activity, Information Supply, Asymmetric Impact, Indian Stocks, Returns
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02 Original Article
Open Access
Price Discovery and Volatility Spillover for Indian Energy Futures Market in the Pre- and Post-Crisis Periods

The present paper examined the price discovery and volatility spillovers in pre and post-crisis (global financial crisis and European sovereign debt crisis) periods of spot and futures energy markets in India from January 1, 2007 – December 31, 2018, with …

Keywords: ARDL Model, Crisis Period, Energy Futures Market, GJR - GARCH, Price Discovery, VECM, Volatility Spillover
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03 Original Article
Open Access
Integration of the Indian Stock Market with Select Asian Stock Markets : An Analysis

The present study explored the long-term associative relationships and the short-run causal relationships between stock market indices of select Asian economies: India, China, Hong Kong, Indonesia, Japan, Singapore, South Korea, and Taiwan. These countries make significant contributions in terms of …

Keywords: ADF, Granger Causality Test, Johansen Cointegration Test, Long-Term Equilibrium Relationship. JEL Classification
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