...John Pradeep Kumar; N. Mukund Sharma Purpose This study aims to analyze the complex link among stock return dynamics, trading activity and market fluctuations in the Indian Stock Exchange, encompassing both the Bombay Stock Exchange and the National Stock Exchange. It seeks to offer important...

... not been thoroughly examined in markets outside developed country markets. Using downside beta as a measure of downside risk, this study examines the relationship between downside beta and stock returns in Indian equity market, an emerging market with unique investor, asset and market characteristics...

... the lead–lag associations between sentiment index and stock returns in a time–frequency way. The multiscale linear and nonlinear Granger causality tests are performed to explore whether there is a causality between them. Findings The empirical results show that during normal period, investor sentiment...

...Debojyoti Das; M Kannadhasan; Malay Bhattacharyya Purpose The study aims to understand the role of different streams of oil shocks (demand, supply and risk shocks) on the oil-importing and exporting countries' stock returns. The study also examines the impact of crude oil shocks across...

...Cahit Adaoglu; Salih Turan Katircioglu Purpose The purpose of this paper is to investigate the direction of causality between the monthly stock returns and the monthly net foreign investor flows, and the existence of feedback trading by foreign investors for the “blue chip” stocks of the Istanbul...