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Now showing items 61-70 of 181
Towards a New Code
(2010-07-24)
Bubble in Our Backyard
(2010-07-24)
India in a ZIRP World
(2010-07-24)
Liquidity or Solvency
(2010-07-24)
Open the Books
(2010-07-24)
Four factor model in Indian equities market
(2013-11-26)
We compute the Fama-French and momentum factor returns for the Indian equity market
or the 1993-2012 period using data from CMIE Prowess. We di er from the previous studies
n several signi cant ways. First, we cover a ...
Mispricing of volatility in the indian index options market
(2010-01-16)
This paper examines the relationship between index futures and index options prices in India. By using futures prices, we eliminate the effect of short sale restrictions in the cash market that impede arbitrage between the ...
Regulatory implications of monopolies in the securities industry
(2010-01-16)
Since the mid-1990s, investors and regulators have benefited from a high degree of competition in the Indian securities industry. Even more than all the policy changes that have taken place, it is technology and competition ...
Modelling credit risk in Indian bond markets
(2010-01-16)
Government bonds are subject only to interest rate risk. However, corporate bonds are subject to credit risk in addition to interest rate risk. Credit risk subsumes the risk of default as well as the risk of an adverse ...
Razor's Edge: A Teaching Note
(2010-08-03)