Market volatility of banking stock return vis-à-vis banks merger: An application of GARCH model by Azeem Ahmad Khan, Adil Zia

“…State Bank of Bikaner and Jaipur (SBBJ), State Bank of Hyderabad (SBH), State Bank of Mysore (SBM), State Bank of Patiala (SBP) and State Bank of Travan-core (SBT) with State Bank of India on the volatility of the return of SBI stock during the event window of 300 days. …”
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