The study attempts to assess the influence of investor sentiment onselected sectoral indices returns volatility in the Indian stock market over theperiod from 2015-2019. GARCH, EGARCH, and Bivariate VAR models wereapplied for data analysis after checking unit root issue of the data. Nine...

This paper presents a perceptual model of mutual fund performance that attempts to go beyond the conventional models. Model presented in this paper is based on the perception of individual investors about various selected parameters affecting the performance of mutual fund. As all the...