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On asymmetric relationship of India volatility index (India VIX) with stock market return and risk management

Chandra, Abhijeet; Thenmozhi, M. - In: Decision 42 (2015) 1, pp. 33-55

Persistent link: https://www.econbiz.de/10010517239

Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN and ARIMA-random forest hybrid models

Kumar, Manish; Thenmozhi, M. - In: International journal of banking, accounting and finance 5 (2013/2014) 3, pp. 284-308

Persistent link: https://www.econbiz.de/10011474500

Investor Sentiment, Volatility and Stock Return Comovements

Chandra, Abhijeet - 2013

We study the stock return comovements from two different perspectives, one being trading behaviour-induced return comovements and the other volatility-induced return comovements. Following Baker and Wurglur (2006), we construct an investor sentiment index and examine whether it has relationship...

Persistent link: https://www.econbiz.de/10013073102

A hybrid ARIMA-EGARCH and Artificial neural network model in stock market forecasting : evidence for India and the US

Kumar, Manish; Thenmozhi, M. - In: International journal of business and emerging markets … 4 (2012) 2, pp. 160-178

Persistent link: https://www.econbiz.de/10009538145

Impact of foreign institutional investor trades in Indian equity and debt market : a three-dimensional analysis

Lakshmi, P.; Thenmozhi, M. - In: Decision 45 (2018) 3, pp. 225-233

Persistent link: https://www.econbiz.de/10011951024

Open interest, basis, volume and spot volatility during growth, crisis and stable period : evidence from Indian stock, market

Thenmozhi, M.; Thomas, Sony; Chandra, Abhijeet - In: Finance India : the quarterly journal of Indian … 30 (2016) 2, pp. 473-510

Persistent link: https://www.econbiz.de/10011578075

Hedging dynamics and intraday volatility in equity market : an analysis of Covid-19 pandemic and global financial crisis

Misra, Nachiketa; Lakshmi, P; Thenmozhi, M. - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 819-834

Persistent link: https://www.econbiz.de/10013477319