IDEAS home Printed from https://ideas.repec.org/f/pma1661.html
   My authors  Follow this author

Madhuri Satsangi Malhotra

Personal Details

First Name:Madhuri
Middle Name:Satsangi
Last Name:Malhotra
Suffix:
RePEc Short-ID:pma1661
[This author has chosen not to make the email address public]

Affiliation

Loyola Institute of Business Administration (Loyola Institute of Business Administration)

http://www.loyolacollege.edu/
Chennai, India

Research output

as
Jump to: Working papers Articles

Working papers

  1. Satsangi Malhotra, Madhuri & Bhartiya, Anand, 2014. "Operating Performance of Banks after Acquisition: Evidence from India," MPRA Paper 57460, University Library of Munich, Germany.
  2. Madhuri Malhotra & M Thenmozhi & Arun Kumar Gopalaswamy, 2012. "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers id:4728, eSocialSciences.
  3. Malhotra, Madhuri Malhotra & M., Thenmozhi & Gopalaswamy, Arun Kumar, 2012. "Liquidity changes around bonus and rights issue announcements: Evidence from manufacturing and service sectors in India," MPRA Paper 41216, University Library of Munich, Germany.

Articles

  1. Madhuri Malhotra & M Thenmozhi & Arun Kumar Gopalaswamy, 2013. "Factors Influencing Abnormal Returns Around Bonus and Rights Issue Announcement," The IUP Journal of Applied Finance, IUP Publications, vol. 19(4), pages 41-60, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Madhuri Malhotra & M Thenmozhi & Arun Kumar Gopalaswamy, 2012. "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers id:4728, eSocialSciences.

    Cited by:

    1. Prakash L. Dheeriya & Fahimeh Rezayat & Burhan F. Yavas, 2014. "Relations between Volatility and Returns of Exchange Traded Funds of Emerging Markets and of USA," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 44-46, Feburary.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-COM: Industrial Competition (1) 2014-07-28. Author is listed
  2. NEP-EFF: Efficiency & Productivity (1) 2014-07-28. Author is listed
  3. NEP-MST: Market Microstructure (1) 2012-09-22. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Madhuri Satsangi Malhotra should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.