High-frequency Characterisation of Indian Banking Stocks (Record no. 50455)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01305nam a2200217 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20181119175311.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 181119b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Sayeed, Mohammad Abu |
| 9 (RLIN) | 32481 |
| 245 ## - TITLE STATEMENT | |
| Title | High-frequency Characterisation of Indian Banking Stocks |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 213S–238S |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Using high-frequency stock returns in the Indian banking sector, we find that the beta on jump movements substantially exceeds that on the continuous component, and that the majority of the information content for returns lies with the jump beta. We contribute to the debate on strategies to decrease systemic risk, showing that increased bank capital and reduced leverage reduce both jump and continuous beta with slightly stronger effects for capital on continuous beta and stronger effects for leverage on jump beta. However, changes in these firm characteristics need to be large to create an economically meaningful change in beta. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | CAPM |
| Uncontrolled term | jump |
| Uncontrolled term | high frequency |
| Uncontrolled term | India |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Dungey, Mardi |
| 9 (RLIN) | 32482 |
| Personal name | Yao, Wenying |
| 9 (RLIN) | 32483 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29445 |
| Host Itemnumber | 72769 |
| Main entry heading | GANGOPADHYAY, SHUBHASIS |
| Place, publisher, and date of publication | NEW DELHI SAGE PUBLICATION PVT. LTD. |
| Other item identifier | 5559444 |
| Title | JOURNAL OF EMERGING MARKET FINANCE |
| International Standard Serial Number | 0972-6527 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 19/11/2018 | /Vol 17, No 2S/ 5559444JA3 | 5559444JA3 | 19/11/2018 | 19/11/2018 |