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Available. Open Access. Open Access
Article
Publication date: 4 August 2022

Pramath Nath Acharya, Srinivasan Kaliyaperumal and Rudra Prasanna Mahapatra

In the research of stock market efficiency, it is argued that the stock market moves randomly and absorbs all the available information. As a result, it is quite impossible to…

1757

Abstract

Purpose

In the research of stock market efficiency, it is argued that the stock market moves randomly and absorbs all the available information. As a result, it is quite impossible to make predictions about the possible future movement by the investors. But literatures have detected certain calendar anomalies where a day(s) in a week or month(s) in a year or a particular event in a year becomes conducive for investors to earn more than the normal. Hence, the purpose of this study is to find out the month of the year effect in the Indian stock market.

Design/methodology/approach

In this study, daily time series data of Sensex and Nifty from 1996 to 2021 is used. The study uses month dummies to capture the effect. Different variants of generalised autoregressive conditional heteroskedasticity (GARCH) models, both symmetric and asymmetric, are used in the study to model the conditional volatility in the presence month effect.

Findings

This study found the September effect in the return series of both the stock market. Apart from that, asymmetric GARCH models are found to be the best fit model to estimate conditional volatility.

Originality/value

This study is an endeavour to study month of the year effect in the Indian context. This research will provide valuable insight for studying the different calendar anomalies.

Details

Vilakshan - XIMB Journal of Management, vol. 21 no. 1
Type: Research Article
ISSN: 0973-1954

Keywords

Available. Content available
Article
Publication date: 14 March 2016

Vijay Ganji

367

Abstract

Details

Nutrition & Food Science, vol. 46 no. 2
Type: Research Article
ISSN: 0034-6659

Available. Content available
Book part
Publication date: 14 June 2018

Karen Jaw-Madson

Abstract

Details

Culture Your Culture
Type: Book
ISBN: 978-1-78743-899-6

Available. Content available
Book part
Publication date: 9 September 2024

Muhammad Hassan Raza

Free Access. Free Access

Abstract

Details

The Multilevel Community Engagement Model
Type: Book
ISBN: 978-1-83797-698-0

Available. Open Access. Open Access
Article
Publication date: 21 October 2024

Mohammed Abdallrahman and Nidal A. Darwish

The paper aims to investigate the impact of customers’ expectations, negative emotions and regret on consumers' intention to buy Chinese clothing products in the Palestinian…

516

Abstract

Purpose

The paper aims to investigate the impact of customers’ expectations, negative emotions and regret on consumers' intention to buy Chinese clothing products in the Palestinian market.

Design/methodology/approach

This paper used a convenience sampling technique. The path relationship of the study model was analyzed by structural equation modeling (SEM) based on partial least squares (PLS-SEM).

Findings

Results showed that regret was affected by the negative feelings that consumers could incur after buying the product. Additionally, negative feelings and regret negatively affected consumers' intention to buy Chinese clothing products, while their expectations positively affected their decisions. However, the mediation effect of regret was approved in the relationship between negative feelings and the intention to buy.

Originality/value

This is to certify, that the research paper submitted by us is an outcome of our independent and original work. We have duly acknowledged all the sources from which the ideas and extracts have been taken. The project is free from any plagiarism and has not been submitted elsewhere for publication.

Details

Rajagiri Management Journal, vol. 18 no. 4
Type: Research Article
ISSN: 0972-9968

Keywords

Available. Content available
Article
Publication date: 3 May 2021

Vijay Pereira, Cary L. Cooper, Rajesh Chandwani, Arup Varma and Shlomo Yedidia Y. Tarba

928

Abstract

Details

Journal of Knowledge Management, vol. 25 no. 3
Type: Research Article
ISSN: 1367-3270

Keywords

Available. Content available
1399

Abstract

Details

International Journal of Law and Management, vol. 57 no. 3
Type: Research Article
ISSN: 1754-243X

Available. Content available

Abstract

Details

Journal of Information, Communication and Ethics in Society, vol. 22 no. 1
Type: Research Article
ISSN: 1477-996X

Available. Open Access. Open Access
Article
Publication date: 10 February 2021

Rajat Deb

This study aims to explain the Indian taxpayers’ harassment saga in the name of revenue collections by the taxmen.

1647

Abstract

Purpose

This study aims to explain the Indian taxpayers’ harassment saga in the name of revenue collections by the taxmen.

Design/methodology/approach

The study gas adopted descriptive viewpoints supported by empirical evidence.

Findings

Pursuant to the recent amendments in the Act, a good number of Sections such as 132(1), 132(1 A) and 153 A have empowered the tax officials to conduct raids without explaining the reasons, call for papers for reopening assessments of cases of a decade old and has increased the quantum of penalty for the default period substantially.

Originality/value

The paper is an original one and free from plagiarism.

Details

Vilakshan - XIMB Journal of Management, vol. 18 no. 2
Type: Research Article
ISSN: 0973-1954

Keywords

Available. Content available
1636

Abstract

Details

Library Hi Tech News, vol. 20 no. 3
Type: Research Article
ISSN: 0741-9058

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