Upward switches on BSE: An explanation for anomalous stock price behaviour

By:

GILL, SUVEERA

Material type:

Mixed materialsPublication details: 2013Description: 11-28Subject(s):

STOCK MARKET

NLM classification:

332.6322

In: VIKALPAMSummary: This paper documents and explains the possible reasons for the existence of the specific pattern of market behaviour of 38 common stock around up-switches from a low class segment (Group B) to a high class segment (Group A) on the Bombay Stock Exchange during 2008-2010. The results show that post switching anomaly of significantly abnormal returns applies more to low volume stocks than their high volume counterprts.

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Holdings
Item type	Current library	Call number	Vol info	Status	Date due	Barcode
Periodicals/Magazines	SSCBS Library		37/4	Available		P14690

This paper documents and explains the possible reasons for the existence of the specific pattern of market behaviour of 38 common stock around up-switches from a low class segment (Group B) to a high class segment (Group A) on the Bombay Stock Exchange during 2008-2010. The results show that post switching anomaly of significantly abnormal returns applies more to low volume stocks than their high volume counterprts.

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