Vignesh Janakiraman

IITM

Mr

Chennai, Tamil Nadu 600036

India

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Scholarly Papers (1)

1.

Sector Index: Do They Tell the Right Story?

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 21 Posted: 02 May 2013
Vignesh Janakiraman and G. ArunKumar
IITM and Indian Institute of Technology (IIT), Madras
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Abstract:

Sector Index, Cointegration, Long Term Relationship, Alternative Index Construction Methods a Research