This study has examined the performance of two Indian stock indices capturing the commitment of industries towards mitigating risks arising from pollution and climate change viz., BSE Greenex and BSE Carbonex, vis- a-vis two indices augmenting carbon emissions - BSE Energy index and BSE Oil &...

This paper focuses on the disparities that persist in India’s health sector across different states. Following the conventional measures of regional inequality such as standard deviation and coefficient of variation, we investigate the spatial variations across the Indian states in terms of...

This paper has attempted studying the twin issues of asymmetry/leverage effect and excess kurtosis prevalent in India's stock returns under alternative volatility specifications as well as conditional distributional assumptions. This study has been carried out using daily-level data, based on...

This study has carried out some preliminary time series analyses to examine the impacts of demonetization which was carried out in India on 8 November 2016, on the well-known Indian stock index, BSE SENSEX, and four major sectoral indices viz., BSE BANKEX, BSE Auto, BSE Reality and BSE Smallcap,...

This paper examines the stability of the day of the week effect in returns and volatility at the Indian capital market, covering the period January 1991-September 2000. The paper specifies a generalized autoregressive conditional heteroscedasticity (GARCH) model on returns and introduces...

This paper has attempted studying the twin issues of asymmetry/leverage effect and excess kurtosis prevalent in India’s stock returns under alternative volatility specifications as well as conditional distributional assumptions. This study has been carried out using daily-level data, based on...