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dc.contributor.authorGkillas, K.
dc.contributor.authorGupta, R.
dc.contributor.authorLau, C. K. M.
dc.contributor.authorSuleman, Muhammad T.
dc.date.accessioned2019-11-13T20:36:32Z
dc.date.available2019-09-12en
dc.date.issued2019-09-12
dc.date.submitted2019-08-29en
dc.identifier.issn0266-4763en
dc.identifier.urihttps://hdl.handle.net/10182/11063
dc.description.abstractWe examine the impact of the Indian cricket team’s performance in one-day international cricket matches on return, realized volatility and jumps of the Indian stock market, based on intraday data covering the period of 30th October, 2006 to 31st March, 2017. Using a nonparametric causality-in quantiles test, we were able to detect evidence of predictability from wins or losses for primarily volatility and jumps, especially over the lower-quantiles of the conditional distributions, with losses having stronger predictability than wins. However, the impact on the stock return is weak and restricted towards the upper end of the conditional distribution.en
dc.format.extent1-19en
dc.languageenen
dc.language.isoen
dc.publisherInforma UK Limited
dc.relationThe original publication is available from - Informa UK Limited - https://doi.org/10.1080/02664763.2019.1663157en
dc.relation.urihttps://doi.org/10.1080/02664763.2019.1663157en
dc.rights© 2019 Informa UK Limited, trading as Taylor & Francis Group
dc.subjectinvestor psychologyen
dc.subjectcricketen
dc.subjectIndiaen
dc.subjectstock market movementsen
dc.subjectStatistics & Probabilityen
dc.titleJumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movementsen
dc.typeJournal Article
lu.contributor.unitLincoln University
lu.contributor.unitFaculty of Agribusiness and Commerce
lu.contributor.unitDepartment of Financial and Business Systems
dc.identifier.doi10.1080/02664763.2019.1663157en
dc.subject.anzsrc010401 Applied Statisticsen
dc.relation.isPartOfJournal of Applied Statisticsen
pubs.organisational-group/LU
pubs.organisational-group/LU/Faculty of Agribusiness and Commerce
pubs.organisational-group/LU/Faculty of Agribusiness and Commerce/FABS
pubs.publication-statusPublished onlineen
dc.identifier.eissn1360-0532en


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