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Implied Volatility: predictive power in forecasting future realized volatility
(Indian Institute of Management, Ahmedabad, 2006)
This paper studies the relationship between implied and realized volatility by using daily CNX NIFTY index option prices over the period between January 2001 and December 2005. in particular, We want to test the how ...
Analyzing the effectiveness of mean-Gini framework for estimation of currency hedge ratio
(Indian Institute of Management Ahmedabad, 2006)
Several approaches to finding the optimal spot currency hedge ratios have been explored. The most simplistic and widely used approach is the minimum variance model under portfolio approach which attempts to minimize the ...
ESG analysis of Indian companies
(Indian Institute of Management Ahmedabad, 2020)
In recent years, investors have been increasingly focused on ESG factors before making investment decisions. Many funds focus solely on high ESG score companies. NSE has recently come up with a thematic index based on ESG. ...
Impact of founder’s personality on success of the start-up
(Indian Institute of Management Ahmedabad, 2020)
In this study, the impact of founder’s big 5 personality scores on the success of startups is analyzed. Founders’ personality scores are derived from the social media content generated by them on Twitter and LinkedIn. ...