Australia has a mandatory superannuation scheme for all employees, where employer deducts 9% of the employees' wages and contributes to the designated super fund. Momentum strategies suggest investors look at the past returns and move their investments into the assets that have performed better...

Australian stock market has lower market capitalization compared to that of many other OECD countries and Australian investors can reduce their overall portfolio risk by diversifying into equities from other markets. Choosing stock markets with low correlations with the domestic market can...

Purpose – The purpose of this paper is to examine the various segments of the managed funds market to establish if there is any significant difference in the way the assets are allocated into various asset categories and if investors base their investment decisions based on the past...

This study aims to test the influence of the introduction of derivative contracts on the volatility of the underlying asset. This study uses the introduction of single stock futures (SSF) listed on the National Stock Exchange of India to test the influence on the volatility of the underlying...

Using Indian index options, this paper investigates the effect of short-sales restrictions on the pricing and informational efficiency of derivative markets in emerging countries. Results indicate that there are violations of the put-call parity as well as the boundary conditions, indicating...

Australia has a mandatory superannuation scheme for all employees, where employer deducts 9% of the employees’ wages and contributes to the designated super fund. Momentum strategies suggest investors look at the past returns and move their investments into the assets that have performed...

Purpose – The purpose of this paper is to examine the various segments of the managed funds market to establish if there is any significant difference in the way the assets are allocated into various asset categories and if investors base their investment decisions based on the past...