The main purpose of this research article is to provide a comparative framework on various implications of risk anomalies on Indian stock market based on an empirical study for the following sectors: Pharmaceutical, FastMoving Consumer Goods (FMCG) and IT. Risk anomaly is a notable anomaly...

Public food organizations have come in a relatively short period of time to operate in a highly complex business environment . As a result, quality and esp ecially food safety bec ame elements with new values, in a multidimensional approach of economy consumption. Simultaneously , the...

This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of ARIMA (Autoregressive Integrated Moving Average) and VAR (Vector Auto Regressive). The monthly price of Cocoa beans is collected for the period starting from April 2009 to March...

In this study we adopt Wang's (2002) heteroscedastic stochastic frontier model, which allows us to investigate bank cost efficiency and to measure the marginal effects of some variables on both the level and the variability of inefficiency. In recent years, the financial crisis has significantly...