In this paper we examine definitional aspect of Investor Sentiment, the key economic, market and regulatory factors that influence investor sentiment and the relationship between investor sentiment and market performance. There seems to be no clear consensus on the concept of investor sentiment...

Purpose – The purpose of this paper is to examine the price discovery and volatility spillovers in spot and futures prices of four currencies (namely, USD/INR, EURO/INR, GBP/INR and JPY/INR) and between futures prices of both stock exchanges namely, Multi-Commodity Stock Exchange (MCX-SX) and...

Purpose – This paper aims to examine the destabilization effect in the case of India’s agricultural commodity market for the sample period of 01 January 2009 to 31 May 2013. Design/methodology/approach – The daily data of eight agricultural commodities traded on the National Commodity &...

Purpose – The purpose of this paper is to evaluate if there are any momentum patterns in stock and sectoral returns and if they can be explained by the risk factors. Design/methodology/approach – The methodology involves portfolio generation based on company characteristics and short‐term...

Purpose – The purpose of this paper is to analyze long-term prior return patterns in stock returns for India. Design/methodology/approach – The methodology involves portfolio generation based on company characteristics and long-term prior return (24-60 months). The characteristic sorted...

Purpose The purpose of this paper is to perform a relative assessment of performance benchmarks based on alternative asset pricing models to evaluate performance of mutual funds and suggest the best approach in Indian context. Design/methodology/approach Sample of 237 open-ended Indian equity...

Purpose – The purpose of this paper is to evaluate the profitability of investment strategies based on past price changes and trading volumes. Design/methodology/approach – Data are employed from January 1998 to December 2011 for select emerging markets. Portfolios are formed on the basis of...

Purpose – The purpose of this paper is to outline the importance and benefits an organisation can achieve through supply chain integration. These benefits are primarily in the area of achieving superior customer service and operating with lower working capital. Design/methodology/approach –...