Bijan Roy

ICFAI University

Hyderabad, Andhra Pradesh

India

SCHOLARLY PAPERS

7

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CITATIONS
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11

Scholarly Papers (7)

1.

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
VDMV Lakshmi and Bijan Roy
Vignana Jyothi Institute of Management and ICFAI University
Downloads 1,457 (11,850)

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Semi Strong Form, Efficient Market Hypothesis, P/E Effect, Buy and hold Strategy

2.

The Conditional Performance of Indian Mutual Funds: An Empirical Study

Number of pages: 24 Posted: 21 Sep 2004
Bijan Roy and Saikat Sovan Deb
ICFAI University and Institute of Chartered Financial Analysts of India (ICFAI) - The Icfai Institute for Management Teachers (IIMT)
Downloads 1,225 (15,578)
Citation 5

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Conditional Performance, Mutual Funds

3.

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
Kaushik Bhattacharjee and Bijan Roy
Institute of Chartered Financial Analysts of India (ICFAI) - The Icfai Institute for Management Teachers (IIMT) and ICFAI University
Downloads 862 (26,258)

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Performance Measurement, Mutual Funds, Benchmark

4.

Persistence and Survivorship Bias In the Performance of Mutual Funds: An Indian Experience

Number of pages: 62 Posted: 13 Aug 2011
Bijan Roy and Manju Jaisingh Punia
ICFAI University and affiliation not provided to SSRN
Downloads 98 (263,828)

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mutual funds, performance, persistence, survivorship bias

5.

Conditional Alpha and Performance Persistence for Indian Mutual Funds: Empirical Evidence

ICFAI Journal of Applied Finance, pp. 30-48, January 2004
Number of pages: 25 Posted: 23 Sep 2004
Bijan Roy and Saikat Sovan Deb
ICFAI University and Institute of Chartered Financial Analysts of India (ICFAI) - The Icfai Institute for Management Teachers (IIMT)
Downloads 83 (292,973)
Citation 4
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Mutual fund, performance measure, conditional alpha

6.

Modeling Stock Market Volatility in India: A Comparison of Univariate Deterministic Models

ICFAI Journal of Applied Finance, pp. 19-33, October 2003
Number of pages: 19 Posted: 23 Sep 2004
Institute of Chartered Financial Analysts of India (ICFAI) - The Icfai Institute for Management Teachers (IIMT), Independent and ICFAI University
Downloads 65 (336,250)
Citation 2
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Forecasting, volatility, GARCH

7.

Testing the Random Walk Model in Indian Stock Markets

The IUP Journal of Applied Finance, Vol. 18, No. 2, pp. 63-79, April 2012
Posted: 08 Oct 2012
VDMV Lakshmi and Bijan Roy
Vignana Jyothi Institute of Management and ICFAI University

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