Stock market volatility has always been an area of concern for market participants and policy regulators. Through this paper, an attempt has been made to model the volatility in the Indian equity market by employing the standard GARCH(1, 1) model. The paper also investigates whether the...

This study broadly investigates the impact of changes in credit ratings of companies on the share prices of the mid-cap and small cap Indian companies, using event study methodology for a window period of 40 days. Specifically, the study investigates whether the investors respond strongly to the...

The importance of stock returns and Economic Value-Added (EVA) have attracted various research scholars over the past several years. The present study is an analytical attempt to critically evaluate the relationship between stock returns and EVA. The study considers a sample of 50 companies...

This paper examines and analyzes the use of Multivariate Regression Analysis (MRA) as a forecasting tool. The authors attempt to test the capability of the multivariate regression model to forecast the prices of stocks classified as ‘A-Group' by the Bombay Stock Exchange (BSE). Researchers in...