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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 ...
Structuring the Dedicated Freight Corridor Project A Lost Opportunity
(2013-11-21)
A new large railway project offers opportunity for structuring in a manner that best value can be
delivered towards transportation. This is more so in the context of an existing large integrated railway
system (Indian ...
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 ...
Mandatory IPO Grading: Does It Help Pricing E ciency?
(2013-11-25)
The paper examines the market impact of a unique IPO certi cation
recently introduced in India mandatory grading of IPOs by a credit
rating agency. The grading was expected to improve the IPO pricing
e ciency by providing ...
Financial literacy among working young in urban India
(2013-11-26)
The paper reports investigation of a study on the influence of various socio-demographic factors on
different dimensions of financial literacy among the working young in urban India. While the influence of
several factors ...
Market timing ability of Indian firms in open market repurchases
(Indian Institute of Management Ahmedabad, 2013)
The paper examines the market timing ability of Indian firms engaged in open market repur-
chases. The study is primarily motivated by the unique disclosure feature of repurchases in
India, where the disclosures are far ...