Now showing items 1-20 of 69

    • 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 ...
    • 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 ...
    • 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 ...
    • 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 ...
    • Essays on share repurchases 

      Saurabh, Suman (Indian Institute of Management Ahmedabad, 2018)
      This dissertation comprises three essays, which empirically examine the influence of investor and managerial irrationality on open market repurchases (OMRs) in the US market. In the first essay, we examine the systematic ...
    • Estimation and forecasting of stock volatility with range based estimators 

      Jacob, Joshy; Vipul (Journal of Futures Markets, 2008-11-10)
      This paper examines the estimation and forecasting performance of range-based volatility estimators for stocks, with two-scales realized volatility as the benchmark. There is evidence that the daily range-based estimators ...
    • Evaluating the efficacy of platform acquisitions by PE firms in India 

      Menon, Amritha; Sharma, Shubhankar (Indian Institute of Management Ahmedabad, 2020)
      The Indian PE/ VC industry accounts for 1.7% of the country’s GDP and is growing at a CAGR of 44% over the past 3 years. India has received PE/VC investments worth USD 198 billion since 2009, of which 56% has been received ...
    • An examination of factors driving big 4 audit fee premiums: evidence from India's audit market 

      Jacob, Joshy; Desai, Naman; Agarwalla, Sobhesh Kumar (American Accounting Association (AAA), 2018-10)
      This study examines fee premiums earned by Big 4 auditors in India and identifies the primary reason for such fee premiums. There are three primary drivers of Big 4 fee premiums. First, Big 4 auditors charge a fee premium ...
    • An examination of factors driving big 4 audit fee premiums: Evidence from India’s audit market 

      Jacob, Joshy; Desai, Naman; Agarwalla, Sobhesh Kumar (American Accounting Association, 2019)
      This study examines fee premiums earned by Big 4 auditors in India and identifies the primary reason for such fee premiums. There are three primary drivers of Big 4 fee premiums. Big 4 auditors charge a fee premium for ...