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Browsing 03. Finance, Accounting and Control by Title

Browsing 03. Finance, Accounting and Control by Title

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  • Financial Crises of Latin America and East Asia: A Comparison 
    Bhatt, P.R. (Man & Development, 2002-06)
    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 ...
  • Forecasting Volatility – Evidence from Indian Stock and Forex Markets 
    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 ...
  • Future of commodity derivatives in India 
    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 ...
  • Information Content of Option Implied Volatility : Evidence from the Indian Market 
    Kumar, S.S.S. (Decision, 2008-12)
    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 ...
  • Number of Transactions and Volatility: An empirical study using High-frequency data from NASDAQ Stocks 
    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 ...
  • Price Pressure Hypothesis: Evidence from S & P CNX NIFTY Index Changes 
    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 ...
  • Role of Institutional Investors in Indian Stock Market 
    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 ...
  • Service Quality Value Alignment through Internal Customer Orientation in Financial Services – An Exploratory Study in Indian Banks 
    Panda, Tapan Kumar (Scholarly Article, 2001)
    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. ...
  • Short and Long-run Performance of Bookbuilt IPOs in India 
    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 ...
  • Some Refinements to the Stock Valuation Models Based on Accounting Variables 
    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 ...
  • Three Essays on Indian Equity Options Market 
    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 ...

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