Showing 1 - 10 of 21
An attempt is made in this paper to examine whether stock returns in two premier two exchanges in India namely, Bombay Stock Exchange (BSE), and National Stock Exchange (NSE) follow a random walk. Towards this end, data on major indices during the period 1997 to 2009 are analyzed by using...
Persistent link: https://www.econbiz.de/10011113811
with the incomplete information, which are characterized by the asymmetric information flows and impacted by the various … venture capital investment schemes. We propose that the information signals can be mixed and self-modulated during the … asymmetric information flows in the information transmission channels between the market agents, resulting in the origination of …
Persistent link: https://www.econbiz.de/10011107583
This paper investigates the relationship between stock market returns and volatility in the Indian stock markets using AR(1)-EGARCH(p, q)-in-Mean model. The study considers daily closing prices of two major indexes of Indian stock exchanges, viz., S&P CNX NIFTY and the BSE-SENSEX of National...
Persistent link: https://www.econbiz.de/10011107467
the information absorption by the investors occurs in the evolving learning process about the company’s value, taking to … information absorption capacity by the investors on the IPOs impacts the investor’s investment decisions and serves as a pre … the changing information absorption capacity by the investors on the IPO value. 3. We think that the IPO winning virtuous …
Persistent link: https://www.econbiz.de/10011258000
prediction errors than the one-month contracts. The also paper finds that the prediction errors have information content which …
Persistent link: https://www.econbiz.de/10011111648
The purpose of this paper is to study the direction of causality between the stock market and macroeconomic variables. India is taken as a case study. Although, there have been many studies which attempted to find out the relationship between Indian stock market and economic variables, this...
Persistent link: https://www.econbiz.de/10011212585
The central banks introduce and implement the monetary and financial stabilities policies, going from the accurate estimations of national macro-financial indicators such as the Gross Domestic Product (GDP). Analyzing the dependence of the GDP on the time, the central banks accurately estimate...
Persistent link: https://www.econbiz.de/10011258833
The M&A transactions represent a wide range of unique business optimization opportunities in the corporate transformation deals, which are usually characterized by the high level of total risk. The M&A transactions can be successfully implemented by taking to an account the size of investments,...
Persistent link: https://www.econbiz.de/10011259891
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
electronic trading in the foreign currencies exchange markets in the conditions of the discrete information absorption processes … currencies exchange rates dynamics in the short and long time periods. We consider the financial analysis methods, including the … exchange rates dynamics in the short and long time periods. We discuss the application of the Stratanovich …
Persistent link: https://www.econbiz.de/10011156962