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Now showing items 161-170 of 175
Swap Curve Steepener
(Indian Institute of Management Ahmedabad, 2017-12-27)
The case is about a decision problem facing James on whether or not to invest in a structured product called the “CMS Steepener” issued by a large US investment bank. The payoff from the product is linked to two constant ...
Size, value, and momentum in Indian Equities
(Sage, 2017)
A quarter century has elapsed since India embarked on the process of economic reforms in 1991. In this article, we look at the post-reform period of the Indian equity market to understand the performance ...
Financial literacy among working young in urban India
(Elsevier, 2015)
The working young in urban India exhibit inferior financial knowledge, inferior financial attitude, and superior financial behavior compared to their counterparts elsewhere. While both men and women require intervention ...
Study of Informal Financial Markets
(Citi Foundation, 2013)
It is believed that a substantial part of financial transactions in India occurs outside
the regulated formal financial sector comprising banks, insurance firms, NBFCs and
microfinance institutions. A variety products ...
Informed trading around earnings announcements—Spot, futures, or options?
(Wiley, 2018)
Recent literature reports higher single stock options (SSO) volume before earnings announcements (EA). There are no studies that explore single stock futures (SSF) in this context because of illiquid SSF markets in developed ...
Effectiveness of Financial Literacy Interventions in Improving Financial Literacy among Rural Women in North India
(Citi Foundation, 2013)
The objective of the study is to determine whether financial literacy interventions
improve financial literacy significantly in the long-term (eighteen to twenty months
after the intervention) and in the short-term (one ...
Speculative Dynamics: The Case of Master Shares
(2010-10-04)
Lottery and bubble stocks and the cross-section of option-implied tail risks
(Wiley-Blackwell, 2021-09-15)
The options smile provides forwardlooking information about the risk at thecenter of the distribution (ATMIV) and at the tails (Skew). We investigate thecrosssectional determinants of the options smile using indices ...
Back to basics
(2007-07-23)
Rating the Rating
(1994-07-14)