Browsing Thesis and Dissertations by Author "Varma, Jayanth R."

Asset pricing models under parameter nonstationarity

Varma, Jayanth R. (1988)

Asset pricing theory in modern finance deals with the valuation of risky assets, particularly, financial securities. Apart from its application in portfolio management, asset pricing theory is used in corporate finance to ...

The dynamics of bid-ask spread in an order driven market: the case of Indian stock market

Singh, Priyanka (2011)

Bid-ask spread is the most important part of transaction costs for any asset class in the financial market. It affects the way information gets impounded into prices and thus price discovery of the asset. Bid ask spread, ...

Market regulations and stock market activity

Dhillon, Nitender (1993)

Stock Exchanges provide a market structure for the enforcement of contract and guiding the price making process. These activities in turn affect resource allocation. Because of these ramifications, public policy makers ...

Security prices behaviour associated with rights issue-related events

Srinivasan, R. (1993)

In the Indian capital market, about half the funds raisedsince 1985 have been through rights issues. Equity, fully and partly convertible debentures, and nonconvertible debentures have been the major capital market ...

Three essays in monetary economics

Virmani, Vineet (2006)

This thesis studies the monetary economics of the Indian economy in the form of three related essays. Starting from Friedman's constant money growth rate prescription & Kydiand & Prescott's Noble winning work on time ...

Three essays on interest rate modeling

Kumar, Sudarshan (Indian Institute of Management Ahmedabad, 2020)

This dissertation presents three essays that explore and propose methodological modifications to adapt yield curve modeling to the context of emerging markets using data from Indian bond markets. While no arbitrage affine ...