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The present study has made an attempt to examine the white collar scams effect on stock market performance with the help of three scams. The study has considered the three scams which have significantly influenced the equity markets. The returns performance has been measured with the Modigliani risk adjusted method result indicated that the 2G spectrum before effect is found to be stronger than the post. The ARCH family model has been applied and the result stated that the market volatility isdoi:10.22214/ijraset.2019.9037 fatcat:ye2haz3xgngexkf53nsonjilze