Browsing Working Papers by Author "Barua, Samir K."
Now showing items 1-20 of 32
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Aggregate and branch method for solving multi constraint linear programs with zero-one variables
Barua, Samir K. (2010-03-13)Many important class of economic problems find their mathematical models in linear programs with variables taking only one of the values, zero or one. The major difficulty with these models is that the time required to ... -
Analysis of the Indian securities industry: market for debt
Barua, Samir K.; Ragunathan, V.; Varma, Jayanth R. (2010-03-27)Though the Indian equity market has shown some encouraging growth in the last decade, the Indian debt market has continued to remain sluggish. In an environment where India is keen to attract foreign investments, it will ... -
Application of markov chains to management of leasing
Barua, Samir K.; Srinivasan, G. (2010-03-15)The paper presents application of Markov Chains to management of leasing. The paper demonstrates that, despite low percentage of bad debts, there could be a significant reduction in the returns earned by a lessor because ... -
Decision process of individuals under conditions of risk: an experimental study
Barua, Samir K.; Srinivasan, G. (2010-03-19)Theoretical models in finance are many a time based on unrealistic assumptions about the behaviour of individuals. Empirical validation of the models is expected to vindicate the assumptions. However, in most situations, ... -
Decision Support System for Design and Evaluation of Pipeline Projects
Barua, Samir K.; Madhavan, T. (2009-08-08) -
Effect of changing taxation and depreciation policies on the leasing industry
Barua, Samir K.; Raghunathan, V. (2010-03-18)In the recent years the government's policy of reducing the corporate tax rate and increasing the depreciation rate has been welcomed by the industrial sector. The changes so obviously benefit the sector that it appears ... -
Estimation errors and time varying betas in event studies a new approach
Varma, Jayanth R.; Barua, Samir K. (2010-03-25)The event study is one of the most powerful techniques for studying market efficiency. Over a period of time, researchers have made several modifications to the original methodology of Fama, Fisher, Jensen and Roll (1969). ... -
Experiment on individual investment decision making process
Barua, Samir K.; Srinivasan, G. (2010-03-13)This working paper reports an investigation into the decision making process of individual faced with a set of risky investment opportunities. An experiment was conducted on a set of students and the data generated from ... -
Financial literacy among working young in urban India
Agarwalla, Sobhesh Kumar; Barua, Samir K.; Jacob, Joshy; Varma, Jayanth R. (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 ... -
Financial sector reform: institutional and technological imperatives
Barua, Samir K.; Varma, Jayanth R. (2010-03-26)This paper takes the view that financial sector reform is not only a matter of jettisoning old regulations nor even merely a matter of prudential regulation accompanying structural deregulation; it is intimately bound up ... -
A First Cut Estimate of the Equity Risk Premium in India
Varma, Jayanth R.; Barua, Samir K. (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 ... -
Gorbachev betas the Russian coup and market blues
Barua, Samir K.; Varma, Jayanth R. (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 ... -
Implications of changes in the holding period and other parameters on systematic risk and performance of a security
Barua, Samir K.; Madhavan, T.; Raghunathan, V. (2010-03-22)The Capital Asset Pricing Model is a single period model which specifies a linear relationship between return on an asset and return on the entire market. The model is widely used in literature as if a portfolio of securities ... -
Indian Convertible bonds with unspecified terms a Valuation Model
Barua, Samir K.; Varma, Jayanth R. (2012-10-17)Indian convertible bonds have two peculiar features that make them possibly unique in the world: a) the bonds are compulsorily converted into equity without any option, and b) the conversion terms are not specified at the ... -
Indian convertible bonds with unspecified terms: an empirical study
Barua, Samir K.; Madhavan, T.; Varma, Jayanth R. (2010-03-31)Indian convertible bonds have two peculiar features that make them possibly unique in the world: a) the bonds are compulsorily converted into equity without any option, and b) the conversion terms are not specified at ... -
Indian convertible bonds with unspecified terms: an empirical study
Barua, Samir K.; Madhavan, T.; Varma, Jayanth R. (2010-04-17)Indian convertible bonds have two peculiar features that make them possibly unique in the world: a) the bonds are compulsorily converted into equity without any option, and b) the conversion terms are not specified at the ... -
Inflation hedge in India: stocks or bullion
Barua, Samir K.; Raghunathan, V. (2010-03-13)At a time of runaway inflation, when nothing seems to contain the pace of its gallop, it might be pertinent to look around for an investment which may shield the value of the investor's money against the devaluing onslaught ... -
Influence of board diversity and characteristics on CEO compensation: contingent effects of concentrated ownership
Balasubramanian, Bala N.; Barua, Samir K.; Karthik, D. (Indian Institute of Management Ahmedabad, 2015)The crisis in the financial and the banking sectors in 2008-2009 brought back into focus the issue of CEO and top management compensation. The unconscionably high compensations, unjustified even remotely by performance, ... -
Investigation of decision criteria for investment in risky assets
Barua, Samir K.; Srinivasan, G. (2010-03-19)This paper examines the empirical validity of stochastic dominance rules and the mean-variance framework by analysing data generated through an experiment on individual investment decisions under uncertainty. The analyses ... -
Lighting up lives through cooking gas and transforming society
Barua, Samir K.; Agarwalla, Sobhesh Kumar (Indian Institute of Management Ahmedabad, 2018)The study, reported in the form of a case, narrates the story of a major attempt at social transformation through a simple mechanism of providing cooking gas (LPG) to the marginalized in society. Targeting about 100 million ...