Articles
Testing the Weak Form Efficiency of Indian Stock Market
Pankaj Chaudhary
Volume 35, Special Issue February 2014Abstract
Download ArticleUsers' Acceptablity of ERP package - "MFG/PRO in Nicholas Piramal India Ltd., Pithampur
Deepika Birla, Sulakshana Kelker and Gajanan Kunte
Volume 24, Issue 2 (July 2003 to December 2003)Abstract
Download ArticleThe New Cambridge Aggregate Private Expenditure Function : Possible Causes of the Breakdown
Abu N. M. Wahid
Volume 12, Issue 1 (July 1991 to December 1991)Abstract
Download ArticleCALENDAR ANOMALIES: EVIDENCES FROM EAST ASIAN STOCK MARKETS
Sandeep Vodwal
Volume 38, Issue 1 (April 2017 to September 2017)Abstract
Download ArticleThis paper attempts to investigate various calendar anomalies like Day of the week effect, Turn of the month effect, Holiday effect and January effect in the seven East Asian stock markets (China, Japan, India, Hong Kong, Taiwan, Mongolia and Korea) by using index returns and time varying econometric modelling methods. This study further investigates the presence of volatility clustering, symmetric information and leverage effect in these markets. The research paper has applied GARCH-M (1, 1), GJR-GARCH-M (1, 1) and E-GARCH-M (1, 1) models to investigate the aforesaid objectives. The study did not observe sign of Day of the week effect, and January effect but noticed the strong evidence of positive returns during the first four and last two trading days of the month in Indian, Taiwanese and Mongolian Stock Market. It is further observed that the Mongolian stock market shows significant negative returns during the month of August. The presence of Turn of the month for six days does not confirm that which day would give the excess returns in the stock market so, it would be highly difficult to generate excessive returns in these markets. This research also searched out that volatility in clustering, returns are highly volatile, and negative shocks transmits more volatility in the market than the positive shocks. The study also finds the strong evidence for the presence of “leverage effect” in all markets considered for the study. It may be inferred from the study that the absence of calendar anomalies indicates operational efficiency of East Asian Stock Market.
Organizational Role Stress and Coping Strategies: A Hierarchical Based Study of Select Public Sector Banks
Sudesh Kumari
Volume 32, Issue 1 (April 2011 to September 2011)Abstract
Download ArticleEconomic and Political Crises in Greece as Destabilizing Factors in European Union
Santosh Kumar
Volume 36, Issue 2 (October 2015 to March 2016)Abstract
Download ArticleAdoption of Mobile Commerce in Malaysia: An Exploratory Study on Extension of Theory of Planned Behaviour
Mohamad Fauzan Noordin, A.H.M. Saifullah Sadi
Volume 31, Issue 1 (April 2010 to September 2010)Abstract
Download ArticleDemographic Dividend and Demography- Development Link
Ritu Ranjan
Volume 35, Issue 2 (October 2014 to March 2015)Abstract
Download ArticleMarginal Cost Pricing in Public Enterprises
A.K. Saxena
Volume 2, Issue 2 (May 1969 to August 1969)Abstract
Download ArticleLeadership in Academic Library of The Present Century
D.V. Singh
Volume 33, Issue 1 (April 2012 to September 2012)Abstract
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