Template-Type: ReDIF-Article 1.0 
Author-Name: Prabheesh KP
Author-Email:  prabheeshkp@gmail.com
Author-Workplace-Name:  Indian Institute of Technology Hyderabad, India
Title: Dynamics of Foreign Portfolio Investment and Stock Market Returns During the COVID-19 Pandemic - Evidence From India
Abstract:  This paper examines the causality relation between stock returns and foreign portfolio (FPI) flows in the Indian context during the COVID-19 pandemic. Using daily data and the Toda and Yamamoto Granger causality test, the study finds that unidirectional causality runs from FPI flows to stock returns during the pandemic.
Classification-JEL:  I1,G15,O16
Keywords:  covid-19,foreign portfolio investment,stock returns
Journal:  Asian Economics Letters
Pages: 1-5
Volume: 1
Issue: 2
Year:  2021
DOI:  2021/06/27
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/17658-dynamics-of-foreign-portfolio-investment-and-stock-market-returns-during-the-covid-19-pandemic-evidence-from-india.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:17