This paper examines the influence of bull and bear markets on the stability of alpha and beta for the single index market model. The data for the study is collected for the period March 01, 1996 to March 31, 2001. The data pertains to the adjusted daily closing prices of 74 scrips that form a...

This article estimates two models for the takeover selection process in India by identifying discriminating variables that help delineate bidder and target firms. Both discriminant analysis and logit regression have been used for the purpose of developing the appropriate frameworks based on...

In this article, an attempt is made to build an ARIMA model to forecast exports of Indian readymade garments. The monthly data on readymade garments exports for the period April 1991 to December 2000 is used to build the model. The forecasts are obtained for the period January 2001 to December...