In order to survive and grow in the global economy, it is necessary to know the factors affecting the capital market. This study is carried out to see how this phenomenon is taking place in India. It is an attempt to predict investors' return through company financial analysis. Company analysis...

We document sizable and robust excess return comovement between migration-flow receiving and sending states at both the individual stock and state-portfolio levels. Migration comovement is not fully explained by economic fundamentals and strengthens with the size of the migration network....

The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...

The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...