Browsing by Author "Jacob, Joshy"

Now showing items 61-80 of 82

    • Pricing of Idiosyncratic Volatility 

      Jacob, Joshy (2011-05-09)
      The objectives are to identity the level of asset level idiosyncratic volatility in the Indian market and study the pricing of idiosyncratic volatility.

    • Private equity investments and their impact in India 

      Ganesh, Akshaya; Gopal, Gowtham; S., Naveen Sundara Balaji (Indian Institute of Management Ahmedabad, 2018)
      The following project report has been split into 3 sections for ease of reading and in order to comprehensively analyse the trend and impact of private equity investments in India across a 10-year period from 2008-18. We ...

    • Pros of a spot gold exchange in India 

      Jacob, Joshy; Varma, Jayanth R. (2016-02-22)

    • Prospect theory preferences and global mutual fund flows 

      Jacob, Joshy; Gupta, Nilesh; Mishra, Anil V. (Elsevier, 2022-04-01)
      We examine the influence of Cumulative Prospect Theory (CPT) characteristics of fund returns on investment flows with a cross-country data of equity mutual funds. We find that a larger CPT value of the style-adjusted past ...

    • Risk information - normal markets and the COVID-19 pandemic period 

      Srivastava, Pranjal; Jacob, Joshy (Indian Institute of Management Ahmedabad, 2022-10-06)
      The paper investigates how the market infers changes in the firm-level discount rate (risk information) in normal and turbulent times. The study focuses on two key sources of risk information, earnings announcements of ...

    • Risk-sensitive Basel regulations and firms' access to credit: direct and indirect effects 

      Gopalakrishnan, Balagopal; Jacob, Joshy; Mohapatra, Sanket (Indian Institute of Management Ahmedabad, 2018)
      This paper examines the impact of risk-sensitive Basel regulations on access to debt and cost of debt for firms with varying characteristics around the world, and investigates how firms cope through reliance on alternative ...

    • Risk-sensitive Basel regulations and firms' access to credit: direct and indirect effects 

      Gopalakrishnan, Balagopal; Jacob, Joshy; Mohapatra, Sanket (Elsevier, 2021-03-09)
      This paper examines the impact of risk-sensitive Basel regulations on debt financing of firms around the world. It investigates how firms cope with the impact through adjustments to their financing sources and capital ...

    • Role of SPACs in IPOing stocks 

      Maida, Amit; Yadav, Ashutosh Kumar (Indian Institute of Management Ahmedabad, 2020)
      SPACs or Special Purpose Acquisition Companies are blank check companies available as investment vehicle in financial markets. SPACs are public companies formed with the intention of merging with a private company. After ...

    • Setco Automotive Ltd: Drivers of a Successful Turnaround 

      Godiawala, Savan; Desai, Naman; Jacob, Joshy (Indian Institute of Management Ahmedabad, 2019-02-27)
      The case examines the financial and operational causes of business failure associated with Setco Automotive Ltd. an auto-clutch manufacturing company located in India and then proceeds to identify the key turn around factors ...

    • Setco Automotive Ltd: Drivers of a Successful Turnaround: A Teaching Note 

      Godiawala, Savan; Desai, Naman; Jacob, Joshy (Indian Institute of Management Ahmedabad, 2019-02-27)

    • Size, value, and momentum in Indian Equities 

      Agarwalla, Sobhesh Kumar; Jacob, Joshy; Varma, Jayanth R. (Sage, 2017)
      A quarter century has elapsed since India embarked on the process of economic reforms in 1991. In this article, we look at the post-reform period of the Indian equity market to understand the performance ...

    • Smart beta strategies theoretical vs real world alpha 

      Agarwal, Arpit; Garg, Pulkit; Nigam, Sarthak (Indian Institute of Management Ahmedabad, 2018)
      There have been significant studies and evidence that Smart Beta strategies can outperform the market capitalization-based indices in the long run. Smart Beta investment offers the investors the benefits of passive strategy ...

    • Study of Informal Financial Markets 

      Agarwalla, Sobhesh Kumar; Barua, Samir K.; Jacob, Joshy; Varma, Jayanth R. (Citi Foundation, 2013)
      It is believed that a substantial part of financial transactions in India occurs outside the regulated formal financial sector comprising banks, insurance firms, NBFCs and microfinance institutions. A variety products ...

    • A Study of Investor Sentiment in the Indian Market. 

      Gupta, Nilesh (Indian Institute of Management Ahmedabad, 2015)
      Market sentiment has always been given importance by investors in their decisions. Classical finance theories based on investor rationality, however, largely ignored the possible role of market sentiment in asset pricing. ...

    • Study on conglomerate discount / premium on Indian corporates and their implication on stock returns 

      Garg, Ankit; Mundra, Hemant; Palukuri, Seshanka (Indian Institute of Management, Ahmedabad, 2015)

    • Study on Indian startups 

      Bandu, Divekar Ganesh; Biswas, Debsmita (Indian Institute of Management Ahmedabad, 2016)

    • Study on Mutual Fund Performance, Fund Styles, Fund Flows, Market Impact, and Disclosure Quality 

      Jacob, Joshy (2011-05-09)
      The objectives are: • style analysis of the mutual funds • relationship between mutual fund performance and fund flows • volatility timing behaviour of mutual funds • mutual fund flows, market returns, and market volatility .

    • Tech IPO booms: analysis of value drivers and regulations 

      Jain, Divyam; Raghvesh (Indian Institute of Management Ahmedabad, 2022-03-18)
      India has seen a boom of tech IPOs recently. It all began with Zomato which was welcomed by the investors with open arms. It has been followed by some impressive debuts by Nykaa (FSN e-commerce) and Policy Bazaar (PB ...

    • Technology firms: life cycle analysis 

      Rao, Abhit; Khemka, Archit; Rajan, Anirudh G. (Indian Institute of Management Ahmedabad, 2016)

    • Understanding market irrationality and indicators of technical profitability 

      Kumar, Ishu; Mistry, Divyesh Ashwin (Indian Institute of Management Ahmedabad, 2019)
      The real world financial markets are known to have inefficiency driven by a number of cognitive limitations and emotional biases. Research has shown that human cognitive capabilities are significantly constrained in their ...