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Can financial ratios predict the Malaysian stock return?
Lee, Chin; Lee, Weng Hong - Volkswirtschaftliche Fakultät, … - 2008
predict the Malaysia stock market return from 1995 to 2005 by using the time series regression. We utilize both the univariate …, it is proven that the financial ratios and capital gain have some predictive power to predict the Malaysia future stock … with dummy variable are the good models to predict the Malaysia monthly and quarterly future nominal stock return. …
Persistent link: https://www.econbiz.de/10011112294
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Factors Affecting the Credit Spreads Behaviour of USD Malaysian Bonds
Yap, Chee Jin; Gannon, Gerard - Deakin University, Faculty of Business and Law, School … - 2007
This paper addresses empirical analysis of Malaysian credit spreads in a number of directions. Firstly, the investigation of explanatory power of macroeconomic or market variables to the changes in the spreads. Secondly, use of daily data rather than data sampled to match typical macroeconomic...
Persistent link: https://www.econbiz.de/10005017918
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The Time-Varying Risk and Return Trade Off in Indian Stock Markets
Mohanty, Roshni; P, Srinivasan - Volkswirtschaftliche Fakultät, … - 2014
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
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The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis
Nath, Golaka - Volkswirtschaftliche Fakultät, … - 2013
Forward exchange rate bias explanation generally falls into two categories – assumption of rational expectation resulting in a risk premium and expectation errors which is systematic. The paper tests the bias in the Indian forward exchange markets using one-month and three month forward...
Persistent link: https://www.econbiz.de/10011111648
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Repo Market – A Tool to Manage Liquidity in Financial Institutions
Nath, Golaka - Volkswirtschaftliche Fakultät, … - 2013
Repo is used in India as an instrument for monetary policy by institutionalizing daily Liquidity Adjustment Facility …
Persistent link: https://www.econbiz.de/10011260388
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Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
Campbell, John Y; Ramadorai, Tarun; Ranish, Benjamin - C.E.P.R. Discussion Papers - 2014
Using a large representative sample of Indian retail equity investors, many of them new to the stock market, we show that both years of investment experience and feedback from investment returns have significant effects on investor behavior, favored stock styles, and performance. We identify two...
Persistent link: https://www.econbiz.de/10011084250
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On the random walk characteristics of stock returns in India
Hiremath, Gourishankar S; Bandi, Kamaiah - Volkswirtschaftliche Fakultät, … - 2009
An attempt is made in this paper to examine whether stock returns in two premier two exchanges in India namely, Bombay …
Persistent link: https://www.econbiz.de/10011113811
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How profitable is the Indian stock market?
Narayan, Paresh Kumar; Ahmed, Huson Ali; Sharma, Susan … - In: Pacific-Basin Finance Journal 30 (2014) C, pp. 44-61
In this paper, using a range of technical trading and momentum trading strategies, we show that the Indian stock market is profitable. We find robust evidence that investing in some sectors is relatively more profitable than investing in others. We show that sectoral heterogeneity with respect...
Persistent link: https://www.econbiz.de/10011116395
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Le système financier indien à l'épreuve de la crise
Ano Sujithan, Kuhanathan - Université Paris-Dauphine (Paris IX) - 2014
This thesis first presents India’s economy and financial system’s recent history and current issues. Then, with an …
Persistent link: https://www.econbiz.de/10011212049
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Gold Price, Stock Price and Exchange rate Nexus: The Case of India
Srinivasan P. - In: Romanian Economic Journal 17 (2014) 52, pp. 77-94
The paper investigates the causal nexus between gold price, stock price and exchange rate in India through the … price tend to have long-run relationship with exchange rate in India. Besides, there is no evidence of stable long …-run cointegration relationship among stock price and gold price in India. Our empirical findings also indicate that there exists no …
Persistent link: https://www.econbiz.de/10010937959