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Indian Institute of Capital Markets (IICM)

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Viewing: 1 - 50 of 149 papers

1.

Risk Management in Commercial Banks (A Case Study of Public and Private Sector Banks)

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 22 Posted: 25 Jan 2006
Working Paper Series
Bapuji Institute of Engineering & Technology and University of Mysore
Downloads 14,846
2.

A Study of Fund Selection Behaviour of Individual Investors Towards Mutual Funds - with Reference to Mumbai City

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 21 Posted: 23 Jan 2006
Working Paper Series
Downloads 5,504
3.

Forecasting Stock Index Movement: A Comparison of Support Vector Machines and Random Forest

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 16 Posted: 24 Jan 2006
Working Paper Series
Indian Institute of Technology Madras and Indian Institute of Technology Madras
Downloads 4,365
4.

Market Value Added and Economic Value Added: Some Empirical Evidences

8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 15 Posted: 24 Dec 2005
Working Paper Series
Xavier Institute of Management
Downloads 3,930
5.

Forecasting Short Term Interest Rates Using ARMA, ARMA-GARCH and ARMA-EGARCH Models

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 14 Posted: 24 Jan 2006
Working Paper Series
Indira Gandhi National Open University (IGNOU) and Indian Institute of Technology Madras
Downloads 3,358
6.

What Determines Capital Structure of Listed Firms in India?: Some Empirical Evidences from The Indian Capital Market

Number of pages: 25 Posted: 22 Apr 2010 Last Revised: 11 Sep 2012
Working Paper Series
CUNY Baruch College
Downloads 2,901
7.

Characteristics and Performance Evaluation of Selected Mutual Funds in India

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 19 Posted: 17 Jan 2006
Working Paper Series
Indian Institute of Technology Madras and Indian Institute of Technology (IIT), Madras
Downloads 2,665
8.

Share Price Behaviour Around Buy Back and Dividend Announcements in India

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 15 Posted: 06 Jan 2006
Working Paper Series
Bharathiar University and Bharathiar University
Downloads 2,313
9.

Study of Implications of FDI on Indian Economy

FDI and Indian Economy communicated in Postmodern Opening Journal, Forthcoming
Number of pages: 18 Posted: 14 Dec 2011 Last Revised: 04 Oct 2012
Accepted Paper Series
Integral University
Downloads 2,207
10.

Analysis of Components of Investment Performance - An Empirical Study of Mutual Funds in India

10th Indian Institute of Capital Markets Conference
Number of pages: 14 Posted: 11 Feb 2007
Working Paper Series
College of Banking and Financial Studies and Kuvempu University
Downloads 2,086
11.

Derivatives Trading and Volatility - A Study of the Indian Stock Markets

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 15 Posted: 06 Jan 2006
Working Paper Series
Hyderabad University and Hyderabad University
Downloads 1,751
12.

Impact of Derivatives on Stock Market

Indian Finance Summit, January 2009
Number of pages: 18 Posted: 12 Nov 2009 Last Revised: 13 Nov 2009
Accepted Paper Series
O.P. Jindal Global University (JGU), Birla Institute of Management Technology (BIMTECH), Deloitte Touche Tohmatsu India and affiliation not provided to SSRN
Downloads 1,649
13.

Estimation of Probability of Default Using Merton's Option Pricing Approach: An Empirical Analysis

8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 14 Posted: 29 Dec 2005
Working Paper Series
Indian Institute of Management and Indian Institute of Management - Lucknow
Downloads 1,485
14.

Performance Analysis of Pairs Trading Strategy Utilizing High Frequency Data with an Application to KOSPI 100 Equities

Number of pages: 24 Posted: 21 Aug 2011
Working Paper Series
affiliation not provided to SSRN
Downloads 1,390
15.

Price Earning Ratio Effect: A Test of the Semi Strong Form of Efficient Market Hypothesis in Indian Stock Market

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 8 Posted: 03 May 2013
Working Paper Series
Vignana Jyothi Institute of Management and ICFAI University
Downloads 1,363
16.

Market Structure and Performance in the Malaysian Banking Industry: A Robust Estimation

8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 21 Posted: 29 Dec 2005
Working Paper Series
Universiti Utara Malaysia
Downloads 1,345
17.

Stock Exchange Demutualization and Self Regulation

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 12 Posted: 29 Jan 2006
Working Paper Series
Securities Exchange Board of India
Downloads 1,344
18.

Banking Sector Liberalization in India

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 20 Posted: 25 Jan 2006
Working Paper Series
European Business School
Downloads 1,342
19.

Debt vs. Equity: Role of Corporate Governance

V. Panduranga Rao, PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 2005, EMERGING SECURITIES MARKET: CHALLENGES AND PROSPECTS, Vol. 2, ICFAI University Press, 2006, 8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 19 Posted: 29 Dec 2005 Last Revised: 10 Mar 2012
Accepted Paper Series
Kotak Securities
Downloads 1,222
20.

Corporate Governance - Independent Directors and Financial Performance: An Empirical Analysis

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 25 Posted: 24 Jan 2006
Working Paper Series
affiliation not provided to SSRN
Downloads 1,213
21.

Short-Term Persistence in Mutual Funds Performance: Evidence from India

10th Capital Markets Conference, Indian Institute of Capital Markets
Number of pages: 23 Posted: 13 Feb 2007
Working Paper Series
University of Delhi - Department of Financial Studies and affiliation not provided to SSRN
Downloads 1,131
22.

A Study of Interlingages Between the Indian Stock Market and Some Other Emerging and Developed Markets

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 13 Posted: 17 Jan 2006
Working Paper Series
ICRA Ltd and International Management Institute (IMI) - International Management Institute, Kolkata
Downloads 1,124
23.

Home Bias Revisited

Number of pages: 62 Posted: 19 Feb 2009
Working Paper Series
Columbia Business School - Finance and Economics and PriceWaterhouseCoopers LLP - Financial services
Downloads 1,095
24.

Support Vector Machines Approach to Predict the S&P CNX NIFTY Index Returns

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 19 Posted: 13 Feb 2007
Working Paper Series
Indian Institute of Technology Madras and Indian Institute of Technology Madras
Downloads 1,086
25.

A Short Remark on Feller’s Square Root Condition

Number of pages: 3 Posted: 07 Feb 2011
Working Paper Series
Independent
Downloads 1,081
26.

Mutual Fund Timing Strategies - Application of Gil Blake's Strategy to Indian Markets

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 11 Posted: 09 Feb 2007
Working Paper Series
Sri Sathya Sai Institute of Higher Learning, Sri Sathya Sai Institute of Higher Learning and Sri Sathya Sai Institute of Higher Learning
Downloads 1,036
27.

Off Balance Sheet Exposure of Indian Commercial Banks - Some Emperical Results

Indian Institute of Capital Markets 9th Capital Markets Conference Paper 2005
Number of pages: 22 Posted: 25 Jan 2006 Last Revised: 30 Jan 2014
Working Paper Series
Government College of Engineering and Leather Technology, Kolkata
Downloads 1,015
28.

Performance of Indian Equity Mutual Funds vis-a vis Their Style Benchmarks: An Empirical Exploration

10th Capital Markets Conference, Indian Institute of Capital Markets
Number of pages: 18 Posted: 14 Feb 2007
Working Paper Series
Indian Institute of Management, Kolkata, Indian Institute of Management Calcutta and Indian Institute of Management, Kolkata
Downloads 981
29.

Determinants of Corporate Dividend Policy in India - A Study of Listed IT Companies at BSE

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 11 Posted: 03 May 2013
Working Paper Series
Banaras Hindu University (BHU) - Faculty of Management Studies and Banaras Hindu University (BHU) - Faculty of Management Studies
Downloads 969
30.

Stock Market Reaction and Liquidity Changes Around Bonus Issue Announcement: Evidence from India

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 12 Posted: 13 Feb 2007
Accepted Paper Series
Indian Institute of Technology (IIT), Madras, Indian Institute of Technology Madras and Indian Institute of Technology (IIT), Madras
Downloads 912
31.

The Progeny of CAPM

Number of pages: 21 Posted: 01 Mar 2007
Working Paper Series
University of Massachusetts Amherst - Isenberg School of Management and University of California at Irvine
Downloads 912
32.

Identifying Investor Group Segments Based on Demographic and Psychographic Characteristics

8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 9 Posted: 29 Dec 2005
Working Paper Series
Sri Sathya Sai Institute of Higher Learning and Sri Sathya Sai Institute of Higher Learning
Downloads 907
33.

Stock Market Volatility in India: A Case of Select Scripts

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 54 Posted: 09 Jan 2006
Working Paper Series
Pondicherry University - Department of Economics
Downloads 902
34.

Efficient Trees for CIR and CEV Short Rate Models

Number of pages: 39 Posted: 29 Mar 2007
Working Paper Series
University of Massachusetts Amherst - Isenberg School of Management and Suffolk University - Department of Finance
Downloads 873
35.

Impact of Futures and Options on the Underlying Market Volatility: An Empirical Study on S&P CNX Nifty Index

10th Indian Institute of Capital Markets Conference Paper
Number of pages: 10 Posted: 12 Feb 2007
Working Paper Series
University of Hyderabad and University of Hyderabad
Downloads 843
36.

Fund Performance Measurement Without Benchmark - A Case of Select Indian Mutual Funds

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 10 Posted: 12 Feb 2007 Last Revised: 30 Apr 2013
Working Paper Series
Institute of Chartered Financial Analysts of India (ICFAI), Hyderabad - The Icfai Institute for Management Teachers (IIMT) and ICFAI University
Downloads 826
37.

Capital Market Access to SMES in India

10th Indian Institute of Capital Markets Conference Paper
Number of pages: 18 Posted: 12 Feb 2007
Working Paper Series
affiliation not provided to SSRN
Downloads 818
38.

Does Corporate Govenance Matter in Indian Banking? Policy Implication on the Performance

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 18 Posted: 25 Jan 2006
Working Paper Series
North Eastern Hill University
Downloads 812
39.

Neural Network Models for Forecasting Mutual Fund Net Asset Value

8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 18 Posted: 29 Dec 2005
Working Paper Series
XLRI and Foundation for Organizational Resarch and Education (FORE)
Downloads 786
40.

The Leverage Effect on Stock Returns

Number of pages: 34 Posted: 11 Oct 2010
Working Paper Series
University of Westminster - Westminster Business School, Queen Mary University of London, University of Westminster - Business School and affiliation not provided to SSRN
Downloads 730
41.

Foreign Exchange Rate Volatility of Indian Rupee/ US Dollar

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 13 Posted: 02 May 2013
Working Paper Series
Pondicherry University - Department of Commerce and Pondicherry University - Department of Commerce
Downloads 650
42.

Technical Efficiency and its Decomposition in Indian Banks in Post Liberalisation

8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 16 Posted: 29 Dec 2005
Working Paper Series
Indian Agricultural Research Institute (IARI)
Downloads 632
43.

Lead - Lag Relationship in Indian Stock Market: Empirical Evidence

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 21 Posted: 17 Jan 2006 Last Revised: 24 Nov 2008
Working Paper Series
Rizvi Institute of Management Studies and Research and Osmania University
Downloads 628
44.

Impact of International Financial Flows on Indian Stock Markets – An Empirical Study

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 13 Posted: 03 May 2013
Working Paper Series
KL University and KL University
Downloads 613
45.

Random Walk and Indian Equity Futures Market

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 17 Posted: 10 Jan 2006
Working Paper Series
Guru Nanak Dev University and Guru Nanak Dev University - Department of Commerce and Business Management
Downloads 604
46.

Asset Pricing Models in Indian Capital Markets

Number of pages: 9 Posted: 29 Aug 2010
Working Paper Series
Alliance University - School of Business and affiliation not provided to SSRN
Downloads 598
47.

Long-Run Relatinship Between Interest Rates and Inflation: An Error Correction Model

Number of pages: 10 Posted: 30 Dec 2005
Working Paper Series
Indian Institute of Technology Madras and Indira Gandhi National Open University (IGNOU)
Downloads 585
48.

Does Fund Size Affect the Performance of Equity Mutual Funds? An Empirical Study in the Indian Context

Number of pages: 17 Posted: 26 Jun 2009
Working Paper Series
Career Point University and All India Management Association
Downloads 561
49.

Insider Ownership and Firm Value: Evidence from Indian Corporate Sector

Number of pages: 30 Posted: 05 Sep 2007 Last Revised: 29 Sep 2008
Working Paper Series
Jawaharlal Nehru University
Downloads 552
50.

Corporate Debt Market in India: An Overview

Number of pages: 15 Posted: 01 May 2013
Working Paper Series
Banaras Hindu University (BHU) - Faculty of Management Studies and Banaras Hindu University (BHU) - Faculty of Management Studies
Downloads 544