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- W3100643854 startingPage "1839171" @default.
- W3100643854 abstract "In prior literature it was conjectured that the Indian stock market responses on domestic macroeconomic surprises are expected to be significantly influenced by global surprises. In this paper we empirically established that hypothesis. We used both the Event Analysis and VAR model. We found that global surprises consistently dominate Indian stock market and the influence of domestic macroeconomic surprises on it is relatively less. The understanding of stock market dynamics against domestic macroeconomic surprises and global factors can provide assistance to the policy makers for augmenting policy effectiveness and the corporate finance professionals for enhancing decision making." @default.
- W3100643854 created "2020-11-23" @default.
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- W3100643854 date "2020-01-01" @default.
- W3100643854 modified "2023-10-16" @default.
- W3100643854 title "Macroeconomic surprises and stock market responses in view of global linkage – A study of Indian stock market" @default.
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- W3100643854 doi "https://doi.org/10.1080/23322039.2020.1839171" @default.
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