An Event Study of Abnormal Returns and Volatility Patterns in India's NIFTY Financial Services Index Around Union Budget and RBI Monetary Policy Committee Announcements (FY 2025-26)
Deepak Kambala
- Published
- Publisher
- Elsevier BV
- Research area
- Capital & markets
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.6518198
This is a preprint or other posted paper. Check the original source for its review and publication status.
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Cite this source
Deepak Kambala. An Event Study of Abnormal Returns and Volatility Patterns in India's NIFTY Financial Services Index Around Union Budget and RBI Monetary Policy Committee Announcements (FY 2025-26). Elsevier BV. 2026. https://doi.org/10.2139/ssrn.6518198