An Econometric Analysis of Stock Market Reaction to Abrupt Political Events: Emerging Market Evidence from India
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F10%3A63509571" target="_blank" >RIV/70883521:28120/10:63509571 - isvavai.cz</a>
Alternative codes found
RIV/70883521:28120/10:63509606
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
An Econometric Analysis of Stock Market Reaction to Abrupt Political Events: Emerging Market Evidence from India
Original language description
There is extensive argument that political risk is an imperative and increasing influence on international portfolio allocation decisions. The purpose of this paper is to investigate the relation between abrupt political events and stock returns of Bombay Stock Exchange in India. The issue is examined using a dummy variable regression model controlled for the effect of lag market returns. Consistent with the paper?s predictions, the findings reveal that abrupt political risk is important in explaining returns variation in Bombay Stock Exchange in India.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
V - Vyzkumna aktivita podporovana z jinych verejnych zdroju
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
New Economic Challenges - 2nd International PhD Students Conference
ISBN
978-80-210-5111-9
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
Masarykova univerzita v Brně
Place of publication
Brno
Event location
Brno
Event date
Jan 1, 2010
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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