Stock market reaction to inflation announcement in the Indian stock market: A sectoral analysis
This study investigates the reaction of stock returns to the inflation announcement using time series data from 2012 to 2018. To check the market efficiency or semi-strong efficiency of the Indian Stock Market for inflation announcement, we have used an event study methodology. We selected nine even...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2020-01-01
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Series: | Cogent Economics & Finance |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/23322039.2020.1723827 |