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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 ...
Structuring the Dedicated Freight Corridor Project A Lost Opportunity
(2013-11-21)
A new large railway project offers opportunity for structuring in a manner that best value can be
delivered towards transportation. This is more so in the context of an existing large integrated railway
system (Indian ...
Whether Cross-Listing, Stock-speci c and Market-wide Calendar Events impact Intraday Volatility Dynamics? Evidence from the Indian Stock Market using High-frequency Data
(2013-11-25)
Using high-frequency stock price data, we investigate the e ect of various stock-
speci c and market-wide events on intraday volatility dynamics in the Indian market.
Modeling intraday volatility dynamics using FFF ...
Mandatory IPO Grading: Does It Help Pricing E ciency?
(2013-11-25)
The paper examines the market impact of a unique IPO certi cation
recently introduced in India mandatory grading of IPOs by a credit
rating agency. The grading was expected to improve the IPO pricing
e ciency by providing ...
ICICI 2007 Public Issue
(2011-05-06)
" L&T - IEB Offer Selection(A)."
(2012-09-11)
" Ganguly International Limited."
(2012-09-11)
" ICICI Equity Issue 2007."
(2012-09-11)
Crop insurance and the agrarian crisis in India
(Mint, 2017-06-23)
Expiration-day effects and the impact of short trading breaks on intraday volatility: evidence from the Indian market
(WILEY, 2013-01-19)
One distinct feature of the Indian stock market is the large trading volume of single stock futures, which are cash settled on the basis of the volume-weighted average spot prices of the underlying stocks during the last ...