SPORTS SENTIMENT: THE IMPACT OF CRICKET ON THE BOMBAY STOCK EXCHANGE

Francisca M. Beer, California State University-San Bernardino, San Bernardino, California, U.S.A.
Frank Lin, California State University-San Bernardino, San Bernardino, California, U.S.A.
Mark Anderson, California State University-San Bernardino, San Bernardino, California, U.S.A.

Published in

JOURNAL OF INTERNATIONAL BUSINESS AND ECONOMICS
Volume 18, Issue 3, p5-12, October 2018

ABSTRACT

Using India’s cricket results as a mood variable, this study investigates the stock market reaction to sudden changes in investors’ mood. Consistent with the Efficient Market Hypothesis, our findings show that cricket wins and losses do not impact the BSE.

Keywords

Sentiment, Sports Sentiment, Investor mood, ARCH, GARCH, Bombay Stock Exchange


About the Article

Abstract, Keywords, Page Numbers, etc

About the Journal

Managing Editors, Indexing, Best Practices

About The Publisher

History, Partners, Conferences

Access the Full Article

Log-in to IABE to access full article

Search IABE

Search IABE's articles by Title, Author, or keyword

Contact Us

Send a message to IABE