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 ...

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 ...

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 ...