Financial Integration and Variance Decomposition of Asian Stock Market: Evidence from India | Asian Journal of Business and Accounting
Decomposition of Asian Stock Market: Evidence from India Article Sidebar PDF Published: Dec 31, 2023 DOI: https://doi.org/10.22452/ajba.vol16no2.5 Keywords: Causality Financial Integration Impulse Response Portfolio Diversification Stock Market Volatility Spillover Main Article Content Nikhil Bhardwaj A Research Scholar at DES-MDRC, Panjab University, Chandigarh, India Nishi Sharma A Professor at UIAMS, Panjab University, Chandigarh, India Anupreet Kaur Mavi An Associate Professor at UIAMS, Panjab University, Chandigarh, India Abstract Manuscript type : Research paper Research aims: International investments made in non-integrated economies provide benefits of portfolio diversification, but investment made in integrated economies may lead to oscillations due to volatility spillover. Therefore, the knowledge of market linkage of an economy is imperative for investors, as well
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About the Journal | Asian Journal of Business and Accounting
retailing, service marketing, hospitality management, hotel and tourism management, asset pricing, capital and money markets, corporate finance, derivatives markets, finance and banking, financial economics, financial management, insurance, Islamic finance, investments, portfolio management, risk management, accounting information systems, auditing, behavioural accounting, commercial law, corporate governance, ethics, financial accounting, financial reporting, international accounting, management accounting, public sector accounting, and taxation. Some of the |
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each content word in the keywords and do not close this part with a dot. See the following example: Example: Keywords: Contrarian Investment Strategy, Losers, Overreaction Effect, Winners, Zero-Investment Portfolio JEL Classification : Provide the JEL Classification for your paper. JEL Classification is the code number for the area of research or manuscript (based on the Abstract). More particulars can be
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About the Journal | Asian Journal of Business and Accounting
retailing, service marketing, hospitality management, hotel and tourism management, asset pricing, capital and money markets, corporate finance, derivatives markets, finance and banking, financial economics, financial management, insurance, Islamic finance, investments, portfolio management, risk management, accounting information systems, auditing, behavioural accounting, commercial law, corporate governance, ethics, financial accounting, financial reporting, international accounting, management accounting, public sector accounting, and taxation. Some of the |
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index.php/AJBA/article/view/49015 <description> <p><strong>Manuscript type</strong>: Research paper<br><strong>Research aims:</strong> International investments made in non-integrated <br>economies provide benefits of portfolio diversification, but investment <br>made in integrated economies may lead to oscillations due to volatility <br>spillover. Therefore, the knowledge of market linkage of an economy is <br>imperative for br>equilibrium in the long run. The stock markets of India and USA were <br>observed to have a bidirectional causal relationship indicating lesser <br>chances of benefits from international portfolio diversification. The results reveal the sensitivity of the Indian stock market to innovations in the UK <br>and USA. However, no significant influence of the Hong Kong, Japanese, <br>and
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index.php/AJBA/article/view/49015 <description> <p><strong>Manuscript type</strong>: Research paper<br><strong>Research aims:</strong> International investments made in non-integrated <br>economies provide benefits of portfolio diversification, but investment <br>made in integrated economies may lead to oscillations due to volatility <br>spillover. Therefore, the knowledge of market linkage of an economy is <br>imperative for br>equilibrium in the long run. The stock markets of India and USA were <br>observed to have a bidirectional causal relationship indicating lesser <br>chances of benefits from international portfolio diversification. The results reveal the sensitivity of the Indian stock market to innovations in the UK <br>and USA. However, no significant influence of the Hong Kong, Japanese, <br>and |
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index.php/AJBA/article/view/49015 <summary> <p><strong>Manuscript type</strong>: Research paper<br><strong>Research aims:</strong> International investments made in non-integrated <br>economies provide benefits of portfolio diversification, but investment <br>made in integrated economies may lead to oscillations due to volatility <br>spillover. Therefore, the knowledge of market linkage of an economy is <br>imperative for br>equilibrium in the long run. The stock markets of India and USA were <br>observed to have a bidirectional causal relationship indicating lesser <br>chances of benefits from international portfolio diversification. The results reveal the sensitivity of the Indian stock market to innovations in the UK <br>and USA. However, no significant influence of the Hong Kong, Japanese, <br>and
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