The continuing volatility in equity markets following the global financial crisis has led the focus of the global investment community towards low volatility stocks. This pursuit of low risk investments has drawn attention of the investor community towards new, alternative investments avenues...

The budget was announced by Finance Minister P Chidambaram on 28th February 2013. There was mounting of expectations from the budget. The mix kind of feelings arrived from the budget. The SMEs, Rural India, infrastructure, textiles, power, port and defense was the focused area. But the reaction...

This paper applies the Campbell-Shiller (1988) methodology to estimate a price dividend model with volatility and inflation risk, extending existing models in this field. The model fits the data well over the period 1979-2002 for the Euro Area, but less so for the U.S. The latter is interpreted...

This paper uses an empirical connection between real stock market indices of Germany and the USA for forecasting corresponding returns. We are starting from the random walk as the traditional forecasting model in stock market applications, extending it by co-integration. Since the cointegrating...

Dieses Papier untersucht, inwieweit Multifaktormodelle nach Fama/French (1993) am deutschen Aktienmarkt die zeitliche Streuung von Renditen abbilden und Portfolio-Renditen im Querschnitt erklären können. Analog zu vergleichbar angelegten Studien am US-amerikanischen, kanadischen und britischen...