V, Srividya and J, Shripria and J, Sekkizhar and S, Raksha (2000) Stock Volatility around Bank merger announcements: Evidence from India. In: Proceedings of the First International Conference on Combinatorial and Optimization, ICCAP 2021, December 7-8 2021, Chennai, India.
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Abstract
This study examines the effect of bank merger announcements during post liberalization regime in India based on stock return and stock volatility. A Sample of 24 merger announcements from 2000 to 2019 among Indian banks are examined over an event window of 500 days. The GARCH model is used to analyz
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 14:54 |
| Last Modified: | 17 Apr 2026 07:12 |
| URI: | http://eprints.eai.eu/id/eprint/37013 |
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