Abhishek, Kumar(Indian Institute of Management Kozhikode, 2017)
“Are ‘options’ performative?” has incited much interest but also some puzzlement and considerable confusion among researchers. The purpose of this thesis is to examine from the focal point of performativity the economic ...
Praveen Bhagawan, M.; Jijo Lukose, P.J.(Studies in Economics and Finance - Emeraldinsight, 2016-05-12)
Purpose – Theoretical studies suggest that hedging helps firms to reduce their financial distress costs and under investment problem especially if the markets are imperfect. Hence hedging, through the use of currency ...
In this paper, we use multivariate GARCH models to analyze dynamic linkages between gold and equity price returns. We model dynamic conditional correlations and volatility spillovers between these assets. Our results ...
Kumar, S.S.S.(Indian Institute of Management Kozhikode, 2006)
Volatility forecasting is an important area of research in financial markets and lot of effort has been expended in improving volatility models since better forecasts translate in to better pricing of options and better ...
Krishna Kumar(Indian Institute of Management Kozhikode, 2007)
Corporate taxes are a significant item for revenue generation and year after year the corporate tax and Profit Before Tax(PBT) is incresing.But after the year 2001 the TAX/PBT ratio has been undergoing an unhealthy pattern ...
Kumar, S.S.S.(International Journal of Management Practices & Contemporary Thoughts, 2007-12-01)
One of the important reforms Indian markets witnessed in the recent past is the introduction of issuing sharesthrough the book building process which aims at efficient price discovery. The paper attempts to see how theIPOs ...
Kumar, S.S.S.(International Journal of Management Practices & Contemporary Thoughts, 2007)
An important feature of the development of stock market in India in the last 15 years has been the growing participation of Institutional Investors, both foreign institutional investors and the Indian mutual funds combined ...
Kumar, S.S.S.(Journal of Indian Institute of Management, Lucknow, 2007)
This paper considers the effects of changes in the composition of the Nifty and Jr. Nifty index for the period 1996-2003. The study finds no significant price effects on the announcement day. However price effects were ...
Saji, Gopinath; Krishnamurti, Chandrasekhar*(The Journal of Financial Research, 2001)
Our empirical evidence based on transactions data of a sample of Nasdaq stocks indicates that trade of large firms are related to the proxies of marketwide and firm-specific information. For large firms, an increase in the ...
This paper attempts to investigate the information content of the implied volatility estimators and the historical volatility in forecasting future realized volatility. Implied volatility is computed from the Black-Scholes ...
Abhilash, S. Nair(The New Indian Express, 2010-10-30)
The derivatives trading in India targets at two factors: better price risk management and greater information. Two derivative instruments that server the above purpose and are available in India are futures and options. A ...
There are similarities and differences between the Latin American and East Asian Crises. The economies of the regions had displayed a robust performance before the crisis. There were massive foreign capital inflows in both ...
This article first examines the existence of a change in the structure of conditional volatility of stock returns around the time when trading in individual stock derivatives is introduced. Thereafter,it analyses the extent ...
Starting from 1 April 2005, all the states and union territories of India have gradually introduced a VAT system. Such a major reform of the tax system requires an orchestrated and well-organized publicity campaign aimed ...
Volatility forecasting is an important area of research to financial markets and lot of effort has been expended in improving volatility models since better forecasts translates into better pricing of options and better ...
The present study seeks to assess the acquiring company announcement gains, and determinants thereof, in domestic and cross border acquisitions in India. For this purpose, 268 acquisitions comprising of 202 cross border ...
Kumar, S.S.S.(South Asian Journal of Management, 2003-06)
Stock valuation has always been an enigma even for the most analytically equipped investor or fund manager because numerous factors determine the worth of a stock. A review of business periodicals suggests that valuation ...
There were interesting observations related to the over all idea of ‘service quality’. In both branch and regional offices, being correct at the first time was treated as the most important component of the service quality. ...
The audit profession is facing its toughest challenges ever. A couple of years ago none could have imagined the demise of Andersen. Failure on the part of auditors to detect the financial shenanigans has drawn criticism ...