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)...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2019-02-01
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| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol9/msl_2019_65.pdf |