This paper studies the price interdependence and transmission pattern between a group of level III American Depository Receipts (ADRs) and their respective underlying stock prices in India. We investigate the transmission dynamics of pricing information between the ADRs and their underlying...

The paper studies the impact of buy and sell recommendations issued by analysts on the stock prices of companies listed on the National Stock Exchange (NSE) of India. Event study methodology is used to compute the abnormal returns around the event window, which is taken as -10 to 10. The study...

When homogeneous or closely linked securities trade in multiple markets, the market where the price discovery takes place becomes vital. We investigate the information content in equity index options trading using S&P CNX Nifty Index options traded on the National Stock Exchange (NSE), India. We...

The primary objective of the study is to classify the defaulters and non-defaulters of auto loans based on their specific personality traits, viz., ‘money attitude’ and ‘income dimensions’. However, the aim is not only to classify, but also to understand the root of the defaulter...

This paper calculates the Performance Change measure (PCM) developed by Grinblatt amp; Titman (Journal of Business, 1993, vol. 66, no. 1)for a sample of 50 Indian mutual funds over a period of 26 months. PCM as a measure has some advantages compared to the traditional measures, the most...