Browsing Thesis and Dissertations by Author "Barua, Samir K."
Now showing items 1-8 of 8
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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 ... -
Behaviour of stock market prices: information assimilation and market efficiency
Ramachandran, J. (1985)The stock market plays an important role in the allocation of capital resources. The market is allocation ally efficient when it maintains equivalent rates of return on comparable investments, for this would channelize ... -
Decision support system for portfolio management
Kothari, Nirlesh S. (1988)Decision making has remained a prime area of research, both for the management scientists and the behvioural scientists. Various approaches to decision making view either information, or analytical techniques, or intuition ... -
Interdependence structure of Indian financial markets: an empirical investigation
Sarathi, N. Vijaya (2000)The financial sector reforms in India have ushered in wide ranging changes in the financial markets in India. Beginning in the mid-nineties, many of the barriers that had hitherto restricted the flow of funds across the ... -
Intraday activity patterns and market microstructure effects in Indian capital markets: an empirical investigation using high frequency data
Agarwalla, Sobhesh Kumar (2010)This study analyzes the intraday activity (volatility, volume and trade frequency) patterns and market microstructure effects in the Indian capital market using a large dataset. Intraday 5-minutes volume and volatility are ... -
Managing transmission system inadequacy using duals in restructured electricity markets
Verma, Bharat Bhushan (Indian Institute of Management Ahmedabad, 2007)Managing transmission system inadequacy using duals in restructured electricity markets -
The Sugar economy: a cobweb of policies
Rajagopalan, R. (1983)The India sugar economy can be viewed as a system consisting of four components: the material flow across the three stages of cane production, its conversion and consumption of end products; the feedback influences between ... -
Valuation of securities and influence of value on financial decisions of a firm
Barua, Samir K. (1980)In this dissertation the price behavior of common stock of Indian private sector companies has been studied in two time perspectives, the short-run and the long-run. The study of day-to-day price behaviour has been undertaken ...