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Keywords: G38
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Journal Articles
International Journal of Social Economics (2025) 52 (3): 467–483.
Published: 05 July 2024
... Continuous wavelet BSE 100 G10 G11 G38 The financial time series is prone to stochastic behavior. In this study, we are capturing the volatility structure of high-ranked ESG stocks and low-ranked ESG stocks. To capture the volatility structure, the study has applied time-varying volatility...
Journal Articles
Journal Articles
International Journal of Social Economics (2024) 51 (9): 1123–1135.
Published: 26 December 2023
... Stock market Twitter-based uncertainty India Vaccine development G10 G38 The following log-linear model has been considered for stock price determination. It postulates that the BSE stock price depends on COVID-19-related uncertainty, vaccination index, oil price, exchange rate...

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