Market volatility of banking stock return vis-à-vis banks merger: An application of GARCH model

The objective of this research was to investigate the effects caused by the announcement of mergers of SBI and its associate banks i.e. 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)...

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Bibliographic Details
Main Authors: Azeem Ahmad Khan, Adil Zia
Format: Article
Published: Growing Science 2019-02-01
Series:Management Science Letters
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