The IUP Journal of Applied Finance

2012 - 2014

From IUP Publications
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Volume 20, issue 4, 2014

Corporate Financing Pattern in India: Changing Composition and Its Implications pp. 5-21

J Dennis Rajakumar

The Impact of Corporate Board Structure on the Pricing Performance of Initial Public Offerings pp. 22-47

Seshadev Sahoo

Undercurrents of Options Trading pp. 48-57

G Naresh, S Thiyagarajan and S Mahalakshmi

The Impact of IFRS Adoption on Stock Market Volatility pp. 58-68

Pushpa Negi, Romit Raja Srivastava and Shiva Bhasin

Asymmetric and Volatility Spillover Between Stock Market and Foreign Exchange Market: Indian Experience pp. 69-82

Pradiptarathi Panda and Malabika Deo

Has the Global Financial Crisis Made India’s Stock Market More Independent? pp. 83-93

T G Saji

A Study of Quarterly Earnings Announcement and Stock Price Reactions pp. 94-106

T Mallikarjunappa and Janet Jyothi Dsouza

Volume 20, issue 3, 2014

Entry, Concentration and the Process of Competition: Early Days of Deregulating Private Banking Industry in India pp. 7-27

K.V. Murthy and Ashis Taru Deb

Option Pricing Models of Private Equity Valuation: A Comparative Analysis pp. 28-40

Ashish Kumar Garg and Kundan Kumar

An Evaluation of Tracking Error on World Indices ETFs Traded in India pp. 41-52

Harsh Purohit, Nidhi Choudhary and Parul Tyagi

Short-Term Integration Dynamics of Developing and Developed Stock Markets: Evidence from India, China, US and European Markets pp. 53-61

Rajni Rajhans and M K Singh

Stock Futures and Volatility Quotient: The Indian Scenario pp. 62-71

Sheetal Kapoor

Measurement and Determinants of Competition in Private Banking Industry in India During 1992-2002 pp. 72-93

K.V. Murthy and Ashis Taru Deb

Endogenous Benchmarking of Mutual Funds: Some Indian Evidence pp. 94-110

Ram Sinha

Testing the Efficiency of Price-Earnings Ratio in Constructing Portfolio pp. 111-118

Ruzbeh J Bodhanwala

Volume 20, issue 2, 2014

Application of the Concept of Dissonance to Explain the Phenomenon of Return-Volatility Relationship pp. 5-17

Debasis Bagchi

Herding Behavior in an Emerging Stock Market: Empirical Evidence from India pp. 18-36

Ashish Garg and Kiran Jindal

Fiscal Response to Foreign Aid Inflows in Nigeria pp. 37-56

Omo Aregbeyen and Ismail Fasanya

Intraday Trading Activity and Volatility: Evidence from Energy and Metal Futures pp. 57-74

Vivek Rajvanshi

Relationship Between Crisis and Stock Volatility: Evidence from Indian Banking Sector pp. 75-83

Shveta Singh and Anita Makkar

Volume 20, issue 1, 2014

Recent Mergers and Acquisitions in Malta: An Analysis pp. 5-22

Peter J Baldacchino and Amy Vella

Factors Influencing Pricing Multiples in India pp. 23-33

Bhargav Maniar

Performance Evaluation of Agricultural Commodity Futures Market in India pp. 34-45

G R Sayee Prasanna

An Analysis of the Impact of Global Recession on Indian Stock Market with Particular Emphasis on a Few Leading Sectors pp. 46-61

Ranajit Chakrabarty and Asima Sarkar

Securitization of Microloans: An Indian Perspective of the Innovation in Microfinance Industry pp. 62-75

Prasad Pole, Anurag Asawa and Deepak Shah

Efficacy of Refined Macd Indicators: Evidence from Indian Stock Markets pp. 76-91

V Subramanian and K P Balakrishnan

Volume 19, issue 4, 2013

Dynamic Relationship Between Futures Trading and Spot Price Volatility: Evidence from Indian Commodity Market pp. 5-19

Ranajit Chakraborty and Rahuldeb Das

Shocks and Herding Contagion in the Oil and Stock Markets pp. 20-40

Achraf Ghorbel, Mouna Boujelbene and Younes Boujelbene

Factors Influencing Abnormal Returns Around Bonus and Rights Issue Announcement pp. 41-60

Madhuri Malhotra, M Thenmozhi and Arun Kumar Gopalaswamy

Did the Great East Japan Earthquake Have an Impact on the Market for Long-Term Interest Rates in Japan? pp. 61-70

Takayasu Ito

Forecasting Daily Stock Volatility Using GARCH Model: A Comparison Between BSE and SSE pp. 71-83

Sasikanta Tripathy and Abdul Rahman

The Performance of Initial Public Offerings Based on Their Size: An Empirical Analysis of the Indian Scenario pp. 84-99

L Ganesamoorthy and H Shankar

Volume 19, issue 3, 2013

Does Personality Affect Personal Financial Risk Tolerance Behavior? pp. 5-18

Alan Wong and Bernardo Carducci

Market Efficiency in Emerging Economies: An Empirical Analysis of Month-of-the-Year Effect pp. 19-38

Deepa Mangala and Vandana Lohia

Finance-Growth Nexus in Select Asian Countries pp. 39-55

Rudra P Pradhan and Aadra Gunashekar

Seasonality in Southeast Asian Stock Markets: The Ramadan Effect pp. 75-92

Aik Nai Chiek

Volume 19, issue 2, 2013

Institutional Preference for Firm Attributes: Evidence from India pp. 27-44

Soumya G Deb, Prithviraj S Banerjee and Pradip Banerjee

Efficiency of Guar Seed Futures Market in India: An Empirical Study pp. 45-63

Meenakshi Malhotra and Dinesh Kumar Sharma

Buyback Announcements and Stock Market Reaction in India: Testing the Market Condition Hypothesis pp. 64-83

N V R Rajagopalan and H Shankar

The Effect of Fundamental Factors on Indian Stock Market: A Case Study of Sensex and Nifty pp. 84-99

Niladri Das and J K Pattanayak

Volume 19, issue 1, 2013

Stock Price Dynamics of Listed Growth Companies: Evidence from the Options Market pp. 5-26

Rainer Baule and Christian Tallau

Are Share Repurchases Substitutes for Dividend Payments in India? pp. 27-50

Raju L Hyderabad

Dynamics of Corporate Reserve Debt Capacity pp. 51-71

Paritosh Sinha and Santanu Kumar Ghosh

Distress in Money Markets During the Global Financial Crisis: An Analysis of Co-Movement and Transmission pp. 72-85

Takayasu Ito

Are Shocks to Hedge Fund Returns Permanent or Temporary? pp. 86-98

Emmanuel Anoruo

Volume 18, issue 4, 2012

Dividends and Corporate Governance: Canadian Evidence pp. 5-30

Bin Chang and Shantanu Dutta

Profitability of Option-Based Merger Arbitrage pp. 31-45

Xuewu Wang and Lei Wedge

Exchange Rate Dynamics in Indian Foreign Exchange Market: An Empirical Investigation on the Movement of USD/INR pp. 46-61

Maram Srikanth and Braj Kishor

The German Exchange Traded Funds pp. 62-82

Gerasimos G Rompotis

Predicting the Bond Ratings of S&P 500 Firms pp. 83-96

Murat Körs, Ramazan Akta and M Mete Doanay

The Impact of Derivative Trading on the Liquidity Beta of Underlying Stocks in India pp. 97-107

M S Narasimhan and Shalu Kalra

Volume 18, issue 3, 2012

Macroeconomic Fundamentals as Determinants of Equity Prices: An Empirical Analysis for India pp. 5-30

Pushpa Trivedi and Samir Ranjan Behera

Portfolio Selection Revisited: Evidence from the Indian Stock Market pp. 31-47

Kushankur Dey and Debasish Maitra

Empirical Relationship Between Index Futures Prices, Volume and Open Interest: Evidence from Indian Futures Market pp. 48-66

Moonis Shakeel and Shahid Ashraf

Syndicate Size, Structure and Performance: An Empirical Investigation of Indian IPOs pp. 67-83

Seshadev Sahoo

Contagion Effect of Dollar and Euro on the Indian Stock Market pp. 84-94

Santosh Kumar, Raju G and Tanveer Shahab

Resilience of Indian Equity Versus Derivatives Markets: An Analysis Using VaR Approach pp. 95-108

Tanupa Chakraborty

Volume 18, issue 2, 2012

The Relationship Between Fund Performance and Fund Characteristics: Evidence from India pp. 5-18

Vijayakumar N, Muruganandan S and Chandra Sekhara Rao K

Equity Premium Puzzle, Prospect Theory and Subprime Crisis pp. 19-36

Mouna Abdelhédi-Zouch, Mouna Boujelbène Abbes and Younès Boujelbène

Shareholder Gains from Private Equity Placements in India pp. 37-47

Amitabh Gupta

Value Versus Growth: Evidence from India pp. 48-62

Soumya Guha Deb

Testing the Random Walk Model in Indian Stock Markets pp. 63-79

V D M V Lakshmi and Bijan Roy

Volume 18, issue 1, 2012

Co-Movement Between Malaysian Stock Index and Bond Index: Empirical Evidence from Rank Tests for Cointegration pp. 5-18

Shiok Ye Lim, Sheue Li Ong and Chong Mun Ho

Banking Sector Reform and Insolvency Risk of Commercial Banks in India pp. 19-34

Khanindra Ch. Das

The Impact of the Developed World on the Indian Industrial Portfolios’ Return: Empirical Evidence pp. 35-59

Ashish Garg and Ajay Chauhan

Return Percentile: A Momentum-Contrarian Approach to Technical Analysis pp. 60-67

Vipul

Pricing and Hedging Copper Futures on the London Metal Exchange pp. 68-98

Souha Boutouria and Fathi Abid