Showing 1 - 5 of 5
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)...
Persistent link: https://www.econbiz.de/10013004024
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...
Persistent link: https://www.econbiz.de/10012985744
This paper examines the performance persistence of Indian Fund of Mutual Funds (FoFs) during the period from January 2nd 2007 to December 31st 2010. The entire study period classified into three sub-periods based on the movement of BSE 500 index closing value and they are named as First Bull...
Persistent link: https://www.econbiz.de/10013072983
Investors prefer to invest in the mutual funds as fund managers may augment the returns through their timing and selection skills. However, preponderance of mutual fund existing in the market leads to assess the fund managers timing and selection ability so as to choose the best fund managers...
Persistent link: https://www.econbiz.de/10012974665
The present study employed the Altman Z-score model to examine the financial health of two major Indian steel maker viz. Steel Authority of India Limited and Tata Steel Limited, for the period of ten years from the financial year 2004-05 to 2013-14. The necessary financial data for the study was...
Persistent link: https://www.econbiz.de/10013017709