Impacts of corporate announcements on stock returns during the global pandemic: evidence from the Indian stock market

Purpose – The authors examine the impacts of corporate announcements on stock returns during the pandemic stress. Design/methodology/approach – The authors employ the event study methodology with the market model on a sample of 90 events (announcement and ex-date). Findings – The authors find that a...

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Bibliographic Details
Main Authors: Dharen Kumar Pandey, Vineeta Kumari, Brajesh Kumar Tiwari
Format: Article
Language:English
Published: Emerald Publishing 2022-05-01
Series:AJAR (Asian Journal of Accounting Research)
Subjects:
Online Access:https://www.emerald.com/insight/content/doi/10.1108/AJAR-06-2021-0097/full/pdf