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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 ...
A First Cut Estimate of the Equity Risk Premium in India
(2009-08-08)
We estimate the equity risk premium in India using data for the last 25 years. We address the shortcomings of existing indices by constructing our own total return index for the 1980s and early 1990s. We use our estimates ...