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Abstract
The present study has made an attempt to examine the white collar bank scams effect on stock market performance with the help of secondary data. The study has considered the three scams which have significantly influenced the equity markets. The study made an attempt to examine the risk return before and after period of scam and observed that risk is going upward after the scam impact period. The ARCH family model has been applied and the result stated that the market volatility is having significant difference in pre and post scam period and in fact market has given constant returns performance. This study is useful to the equity investors, retailers, regulators and academicians.