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INVESTMENT AND DIVERSIFICATION OPPORTUNITIES IN INDIAN AN...

S, Vijayalakshmi
INVESTMENT AND DIVERSIFICATION OPPORTUNITIES IN INDIAN AND CHINESE STOCK MARKETS
Major findings are, 1) Indian market behave asymmetric and proved leverage effectin all the three periods considered, whereas the Chinese market shows different leverage patterns with reverse asymmetry when crisis is accounted. 2) The trade-off between risk and return varies due to the different state of market. In pre-crisis period both the market evidenced positive risk-return trade off, as expected from the theory however in post-crisis Ni...

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