Browsing by Author "Jacob, Joshy"
Now showing items 1-20 of 82
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Analysis of structural conditions affecting primary market trends
Tejkiran, K M; Garg, Nikhil (Indian Institute of Management Ahmedabad, 2021-12-14)In theory, this is expected to increase the linkage between private market activity and primary market issuances after the investment gestation period across the growth rounds. This is because, in this scenario, IPOs are ... -
Analyzing impact of trading cost on Fama French and momentum factor (Four Factor Model)
Kumar, Akshay; Wachche, Somshekhar (Indian Institute of Management Ahmedabad, 2017)Fama French three factor model and momentum factor explains the stock returns using, outperformance of small cap stock against big cap stocks, outperformance of high B/M stocks against low B/M value stocks and effect of ... -
Application of PCA for identification of factors driving stock prices & relationship of predictions with CAPM model
Sawhney, Aryan; Singh, Priyanshu (Indian Institute of Management Ahmedabad, 2021-12-14)This project seeks to determine what factors could be broadly influencing the stock prices of selected companies belonging to a given sector of operation, and how they can be utilised to predict whether excess returns could ... -
Arbitrage constraints and behaviour of volatility components: evidence from a natural experiment
Srivastava, Pranjal; Jacob, Joshy (Indian Institute of Management Ahmedabad, 2022-10-06)Short-selling constraints are known to impede information flow into the financial markets, particularly that of negative information. We employ “Regulation SHO” as a natural experiment to examine how the lowering of short ... -
Are big 4 audit fee premiums always related to superior audit quality? evidence from India’s unique audit market
Jacob, Joshy; Desai, Naman; Agarwalla, Sobhesh Kumar (Indian Institute of Management Ahmedabad, 2015)In this study we examine the fee premiums earned by Big 4 auditors (B4As) in India. We then try to determine the primary cause of the fee premiums in an Indian context. The B4As charge fee premiums for two primary reasons. ... -
Betting against beta in the Indian market
Agarwalla, Sobhesh Kumar; Jacob, Joshy; Varma, Jayanth R.; Vasudevan, Ellapulli (Indian Institute of Management, Ahmedabad, 2014)Recent empirical evidence from diff erent markets suggests that the security market line is flatter than posited by CAPM. This flatness implies that a portfolio long in low-beta assets and short in high-beta assets would ... -
Change point, prediction and classification with functional data
Rathi, Poonam (Indian Institute of Management Ahmedabad, 2018)Functional data consists of a collection of curves (or functions) defined on a finite subset of some interval. In this dissertation, we discuss change point, prediction and classification problems with functional data. ... -
COVID-19 pandemic and debt financing by firms: unravelling the channels
Gopalakrishnan, Balagopal; Jacob, Joshy; Mohapatra, Sanket (Elsevier, 2022-06-18)The COVID-19-induced disruptions and the consequent government responses stretched the financial resources of firms. Recent studies document an increase in debt financing by firms during the pandemic. Using firm-level data ... -
Cyclically adjusted PE ratio (CAPE) and stock market characteristics in India
Jacob, Joshy; Pradeep, K.P (Indian Institute of Management Ahmedabad, 2022-09-29)We estimate the Cyclically Adjusted PE ratio (CAPE) for equity indices in the Indian market. We find the average CAPE ratio of the Indian market is lower than that of the US. Judging the market valuation level based on ... -
Delhi Metro - Airport Express Line
Jacob, Joshy; Raghuram, G. (Indian Institute of Management, Ahmedabad, 2013) -
Determinants of liquid asset holdings of Indian corporations
Prasad, Abhinandan; Mitra, Lipika (Indian Institute of Management Ahmedabad, 2012-08-26)In this paper, we examined the determinants of cash and marketable securities for publicly traded non-financial Indian firms for the period 2002-2012. For the study, we selected a sample of 79 firms – these firms were ... -
Do Big 4 auditors limit classification shifting? evidence from India
Nagar, Neerav; Desai, Naman; Jacob, Joshy (Elsevier, 2021-01-20)Extant research suggests that Big 4 auditors compared to non-Big 4 auditors act as a superior deterrent to accrual-based earnings management. We extend this research to another form of earnings management, classification ... -
Economic slowdown and Indian Firms: an overview
Jacob, Joshy; Premchander (2009-05-03)Joshy Jacob and Prem Chander examine the nature and extent of the impact of economic slowdown on the financial performance, investments, and valuation of selected Indian firms. Findings indicate decline of the growth of ... -
Effect of derivatives in improving market stability
Kumar, Avinash; Shinde, Sanjit (Indian Institute of Management Ahmedabad, 2021-09-07)In this paper we have analyzed low frequency stock data of listed Indian firms, to find if listing on the derivatives market has an impact on the price efficiency. The paper looks at multiple firms selected from small and ... -
Effectiveness of Financial Literacy Interventions in Improving Financial Literacy among Rural Women in North India
Agarwalla, Sobhesh Kumar; Barua, Samir K.; Jacob, Joshy; Varma, Jayanth R. (Citi Foundation, 2013)The objective of the study is to determine whether financial literacy interventions improve financial literacy significantly in the long-term (eighteen to twenty months after the intervention) and in the short-term (one ... -
Emerging Trends in corporate debt financing and the driving parameters in decision making
Soota, Anhait; Tandon, Nishant; Agarwal, Rohan (Indian Institute of Management Ahmedabad, 2012-10-10) -
Essay 1: Audit committee members’ attendance and its impact on earnings management. Essay 2: Exogenously reduced busyness and its impact on earnings management
Singh, Preet Deep (Indian Institute of Management Ahmedabad, 2017)Essay 1: Audit committee members’ attendance and its impact on earnings management Prior accounting literature examines the impact of the characteristics of Audit Committee (AC), such as composition, diligence, the presence ... -
Essays on audit committee and board composition
Poonawala, Sakina H. (Indian Institute of Management Ahmedabad, 2019)The first essay examines audit committee composition change with respect to new members joining. Firms are argued to maintain audit committee composition as per their monitoring needs (Krishnan and Lee, 2009) and independent ... -
Essays on behavioural finance
Bansal, Avijit (Indian Institute of Management Ahmedabad, 2021)We present two essays on behavioural finance in this dissertation. The first essay examines the influence of price-path, particularly the ‘non-straight’ price-path, on several aspects of investor behaviour. We compute ... -
Essays on financial intermediation
Gopalakrishnan, Balagopal (Indian Institute of Management Ahmedabad, 2020)We present three essays on financial intermediation in this dissertation. The first essay examines the credit risk choices of the public sector banks (PSBs) in India with novel data that identifies borrowers with their ...