Volatility index is a measure of markets expectation of volatility over the near-term. It is a forward looking instrument and depicts the expected market volatility over the next 30 days. The constant ups and downs in the financial markets are a cause of concern for most investors. Thus, the...

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...

Disclosure may be defined as a practice of releasing important information about various activities and affairs of the business through annual reports, press releases, interim reports, quarterly results and various other published results. The present study mainly aims at examining 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 concept of Economic Value-Added (EVA) is of recent origin. Considering its importance in the corporate world, it becomes vital to understand its role in shareholders' value creation and performance measurement for companies. The present study is an attempt to analyze the relationship between...

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...

The temporal relationship between the equities market and the derivatives market segments of the stock market has been studied using various methods and by identifying lead-lag relationship between the value of a representative index of the equities market and the price of a corresponding index...