This Report investigated the integration of Asian stock exchanges and indicated the diversification opportunities for potential investors they provide in the long-term. This study examines the stock market cointegration between India and south Asian countries, whether they are co integrated to...

A reliable credit rating provides creditworthiness and financial strength to a firm. Any revision to credit rating may provide signal to volatility in returns of that firm. We study the relationship between credit rating and its security return. Banks being the back bone to any economy, bonds...

This paper talks about the trading behavior and portfolio performance of individual investors using the data from the Indian stock market. I have checked the effect of noise traders on the stock market on the basis of risk and return and their proportion in the entire universe of investors. Risk...

The purpose of this paper is to investigate to what extent financial investors are overconfident in financial markets. More importantly, I explored how this psychological attribute may have any bearing on investment performance. The main question is how ans why overconfidence affect investment...

In emerging and developing economy like India, many of the recent political incidents like bill on FDI in Indian retail market, GAAR, and other politically motivated incidents contribute to the instability of the country's overall investment environment. Assuming stock market to be the...

The approach that is innovative and hardly applied is employed to further elaborate the relationship between FIIs inflows and benchmark index return which still remains a mystery for most of the investors. An artificial neural network as well as some in-depth descriptive statistics is employed...

Financial time series like exchange rates are highly persistent. An unexpected shock to the underlying variable has long lasting effects. The persistence in the volatility of the time series is usually exemplified by a highly persistent fitted GARCH model. Traditional stationary ARMA processes...

In this paper, I used performance measurement tools and other risk adjusted measures to analyse, evaluate, and compare the performance of Canadian hedge funds and mutual funds. In my analysis I have compared the performance of Canadian hedge funds with Canadian mutual funds having an investment...

In this paper, a random sampling of 200 SMEs including hotels, retail shops, retail stores, trading agencies, small to medium manufacturing industries, factories, and hydro power projects are included. I found that there are various financing options for SMEs but access to these funds has been...

Since inception of sector indices in India there hasn't been sufficient and adequate study done to understand the benefits of sector investments and their diversification. This paper analysis the risk, return and diversification benefits of Indian sector investments. Fast moving consumer goods...