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...

In pricing Options, among other measures, implied volatility is the critical variable. The present study has tried to compute implied volatility through Newton Raphson technique. The relationship of implied volatility against different exercise prices, often results into a phenomenon, popularly...

In India, spot market return, number of contract, turnover and volatility of the futures market are having short run relationship with futures market return. On the basis of the empirical analysis it is clearly found that spot market is the key factor which predicts the movement of futures...

This paper examines the relationship between the stock and futures markets in terms of cointegration (Johnson Cointegration) and lead lag relationship (Wavelet Approach). We applied the Maximum Overlap Discrete Wavelet Transform (MODWT) method to stock and futures prices of 12 near month...

This paper examines the cointegration between spot and future prices of Indian agricultural commodities and thereby estimates the optimal hedge ratio and hedging efficiency of the agricultural commodities using error correction mechanism and Ederington measure respectively. The study is...

The paper examined the volatility pattern of Shariah compliant stocks in India through January 2007 to July 2014. We calculate returns for each selected Shariah compliant stocks and tested for stationarity and autocorrelation using Augmented Dickey-Fuller test and Q statistics respectively. The...

We examine the performance of S&P CNX Nifty Shariah and S&P CNX Nifty index from 2nd January 2007 to 31st December 2009 by classifying the study period as overall period, bull market period and bear market period to capture the change in performance during stock market crisis. We measure the...

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)...

This paper examines the performance of Indian Fund of Mutual Funds (FoFs) during the period from April 2008 to March 2011. The performance of each FoFs during the study period is assessed by employing the performance measures of average excess return, Sharpe ratio and Jensen's alpha. Sharpe...