Behera, Pradeep Kumar,

Financial performance, volatility spillover, and connectedness of SME markets : evidence from India and selected emerging markets / Pradeep Kumar Behera; Guided by Naresh Chandra Sahu. - Bhubaneswar : IIT Bhubaneswar, 2026. - xvi, 150 p. : illustrations ; 30 cm.

Includes bibliographical references and index.

Financial performance, volatility spillover, and connectedness of SME markets: evidence from India and selected emerging markets: This thesis examines the financial performance, volatility behaviour, spillover effects, and connectedness of small and medium enterprise (SME) markets, with particular focus on India and selected emerging markets. It analyses the risk-return characteristics and dynamic transmission of volatility among SME and related financial markets using quantitative financial-market techniques. The study seeks to understand the interdependence and integration of SME markets, identify patterns of volatility transmission, and assess the implications for investors, policymakers, regulators, and financial risk management. The findings contribute to a better understanding of the behaviour and interconnectedness of SME markets and provide useful insights for investment and policy decisions in emerging economies.


Small business-India--Finance.
Stock market-India.
Financial markets--Risk management.

332.632 / BEH/F