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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 ...
A Scheme for Efficient Subsidisation of Kerosene in India
(2009-03-11)
The distortions in price based subsidisation are very severe. The direct fiscal cost of ensuring that a rupee of value is delivered to all household users of kerosene is as high as Rs.3 and when the consideration is the ...
Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets
(2009-07-29)
This paper examines hedging effectiveness of futures contract on a financial asset and commodities in Indian markets. In an emerging market context like India, the growth of capital and commodity futures market would depend ...
Towards Reform of Land Acquisition Framework in India
(2009-08-22)
We bring out the fundamental and more important problems with the current framework of land acquisition in India, regulations on land and the functioning of land markets. We argue that reform is overdue and the current ...
Efficient Subsidisation of LPG: A Study of Possible Options in India Today (Based on a Report Commissioned by the Petroleum Federation of India)
(2009-09-01)
The budget contained an announcement that the central government would actively explore the option of using an appropriate form of the ‘food stamps’ or an alternative scheme to improve the efficacy and reduce the cost of ...
Initial Returns, Long Run Performance and Characteristics of Issuers: Differences in Indian IPOs Following Fixed Price and Book building Processes
(2009-09-04)
Initial returns (or underpricing) and long run performance of IPOs have been researched extensively across countries. Recent research on IPOs has also been focused on differences in pricing and allocation mechanisms across ...
Modeling and Forecasting Volatility in Indian Capital Markets
(2009-09-02)
Various volatility estimators and models have been proposed in the literature to measure volatility of asset returns. In this paper, we compare empirical performance of various unconditional volatility estimators and ...
Overnight Stock Returns and Time-Varying Correlations
(2009-09-02)
Time-varying correlation of the stock market returns across countries in the context of international investments has been well researched in the literature in last few years. It has also been recognized that there is ...
The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market
(2011-05-26)
This study investigates the nature of relationship between price and trading volume for 50 Indian stocks. Firstly the contemporaneous and asymmetric relation between price and volume is examined. It examines the dynamic ...
Introducing Competition in Container Movement by Rail
(2011-05-26)
Container movement by rail was a monopoly of Indian Railways (IR) until recently and its subsidiary, Container Corporation (CONCOR), was the sole operator of container trains. Entry of other entities has been driven by ...