This study examines the factors determining FDI inflows of BRICS countries using annual dataset from the period 1975 to 2007 (for Russia required data set is available from 1990 onwards). The study employs Panel data analysis and finds that the selected variables Market size, Labour cost,...

This study examines the relationship between fund performance and fund characteristics. The fund performance is measured by fund return and its determinants are measured by standard deviation, fund size, turnover ratio, income ratio and expenses ratio. The study employs panel data analysis and...

This study examines the impact of Weather factors on return and volatility of the Indian stock market. The study uses the daily data of top four metros and tests its impact on the return and volatility of S&P CNX Nifty index from January 2008 to December 2013. This study applies GARCH (1,1)...

In this paper, we examine two important propositions for the Indian options market: (1) the relationship between implied volatility and moneyness referred to as volatility smile and (2) the potential determinants of the smile asymmetry. We use daily data for the S&P CNX Nifty index call and put...

We examine the relationship between spot and futures prices for selected five agricultural commodities, namely, Chilli, Coriander, Jeera, Pepper and Turmeric. We considered all the contracts of the above commodities over a period of 36 months, from Jan 2008 to Dec 2010. The study examined the...