This study models the volatility present in the inter day returns in the stock of the two major national indices of India. Sensitive Index or Sensex related to Bombay Stock Exchange (BSE) and Nifty associated with National Stock Exchange (NSE). The objective is to model the phenomena of...

The extant of indigenous literature on bad loans concentrate to analyze the factors that would increase efficient credit allocation by public sector banks in India. RBI, the Central Bank in India, has mostly tried to promote priority sector lending through various policy steps. However, the list...

This paper empirically studies the bid-ask spread model as proposed by Richard Roll using the data from the Bombay Stock Exchange (henceforth, BSE). The objective is to understand and determine whether the impact of various events like the abolition of Badla, the introduction of Electronic...