This paper investigates the process of integration within the European Economic and Monetary Union (EMU) retail banking by analysing deposit and lending rates to non-financial corporations during the normal and crisis periods over 2003-2014. The paper assesses the impact of the Global Financial...

This paper examines the economic consequences of Commodity transaction tax (CTT) for the Indian commodities market. We use daily data on 5 sample commodities, namely gold, aluminum, copper, zinc and crude oil from 1st May 2010 to 31st August 2016. MCX has been used as a reference commodity...

Momentum strategies have drawn great attention in investment management literature over last two decades. In this paper we examine three important propositions in Indian context (1) Do momentum profits persist for long time periods?, (2) Can these momentum profits be absorbed by risk models?,...

In this paper, we empirically investigate the relationship between bid-ask spread, trading activity and intra-day volatility using futures data for five commodities for the sample period of 2006-2010. We have considered five commodities from four categories in our study viz., Gold from precious...

The study attempts to forecast the P/E ratios for leading Indian companies. The empirical results suggest that Moving Average method with smaller windows and Exponential Smoothing methods with larger alpha coefficients provide better P/E forecast, thereby implying a greater weightage to current...