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Now showing items 61-70 of 196
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 ...
Gorbachev betas the Russian coup and market blues
(2009-12-12)
Extensive work has been done on response of stock markets to a variety of events, such as announcement of a firm s financial results, changes in a firm s variables. However, little work has been done on response of stock ...
Value at risk models in the Indian Stock market
(2009-12-12)
This paper provides empirical tests of different risk management models in the Value at Risk (VaR) framework in the Indian stock market. It is found that the GARCH-GED (Generalised Auto-Regressive Conditional Heteroscedasticity ...
Towards a unified market for trading gilts in India
(2009-12-14)
This paper argues for a reconsideration of most elements of this design. Government securities are a unique asset class to which all Indians should have non discriminatory access. Segregated markets are unacceptable. Nor ...
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 ...