M. Thenmozhi

Indian Institute of Technology Madras

Sardar Patel Road

Guindy

Chennai, TN Tamil Nadu

India

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 2,319

in Total Papers Downloads

13,450

CITATIONS

0

Scholarly Papers (15)

1.

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
S. Radha and M. Thenmozhi
Indira Gandhi National Open University (IGNOU) and Indian Institute of Technology Madras
Downloads 3,005 (2,443)

Abstract:

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Interest rates, forecasting, ARIMA, GARCH

2.

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
Manish Kumar and M. Thenmozhi
Indian Institute of Technology Madras and Indian Institute of Technology Madras
Downloads 2,997 (1,244)

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Support vector machine, Random forest, Forecasting, Stock index

3.

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
Manish Kumar and M. Thenmozhi
Indian Institute of Technology Madras and Indian Institute of Technology Madras
Downloads 941 (15,909)

Abstract:

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ARIMA, Artificial neural network, Support vector machines, Random forest, Forecasting, Stock market

4.

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
Madhuri Malhotra, M. Thenmozhi and G. ArunKumar
Indian Institute of Technology (IIT), Madras, Indian Institute of Technology Madras and Indian Institute of Technology (IIT), Madras
Downloads 839 (20,897)

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Event study, Stock dividend, Liquidity, Stock market, Cross Sectional Regression

5.

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

Number of pages: 10 Posted: 30 Dec 2005
M. Thenmozhi and S. Radha
Indian Institute of Technology Madras and Indira Gandhi National Open University (IGNOU)
Downloads 528 (39,302)

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Nominal Interest Rates, Inflation Rate, Fisher's hypothesis, Cointegration, Error correction model

6.

Stock Market Reaction to Corporate Strategic Decisions

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 12 Posted: 06 Jan 2006
Indian Institute of Technology Madras, Indian Institute of Technology Madras and Indian Institute of Technology Madras
Downloads 485 (45,012)

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Event study, growth strategy, strategic decisions, information asymmetry, institutional investors' hypotheses

7.

Corporate Governance and Firm’s Cash Holdings: Evidence From India

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 19 Posted: 02 May 2013
Lalita Anand, Nikhil P. Varaiya and M. Thenmozhi
Indian Institute of Technology (IIT), Madras, San Diego State University and Indian Institute of Technology Madras
Downloads 322 (53,791)

Abstract:

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Cash Holdings, Corporate Governance, Block Holders

8.

Performance and Price Discovery of Gold Exchange Traded Funds

Number of pages: 28 Posted: 23 Dec 2013
S. Narend and M. Thenmozhi
Indian Institute of Technology, Madras and Indian Institute of Technology Madras
Downloads 201 (137,627)

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Gold ETFs, Gold portfolio, pricing deviation, tracking error, price discovery

9.

Investor Sentiment, Volatility and Stock Return Comovements

Number of pages: 32 Posted: 12 Nov 2013
Abhijeet Chandra and M. Thenmozhi
Indian Institute of Technology (IIT), Kharagpur - Vinod Gupta School of Management and Indian Institute of Technology Madras
Downloads 142 (75,432)

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Investor sentiment, Return comovement, Trading behaviour, Volatility. Investor Sentiment, Volatility and Stock Return Comovements

10.

Liquidity in Currency Options Market in India

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 21 Posted: 23 Apr 2013 Last Revised: 30 Apr 2013
Abhijeet Chandra and M. Thenmozhi
Indian Institute of Technology (IIT), Kharagpur - Vinod Gupta School of Management and Indian Institute of Technology Madras
Downloads 108 (155,458)

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Currency options, Hedging, Liquidity, Volatility

11.

Evidence on Changes in Time Varying Volatility Around Bonus and Rights Issue Announcements

International Journal of Emerging Markets, Forthcoming
Number of pages: 27 Posted: 22 Nov 2011
Madhuri Malhotra, M. Thenmozhi and G. ArunKumar
Loyola Institute of Business Administration, Indian Institute of Technology Madras and Indian Institute of Technology (IIT), Madras
Downloads 81 (234,732)

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Bonus issue, rights Issue, volatility, ARCH, GARCH (1, 1), Indian stock market

12.

Contagion Effect Among Crude Oil and Food Prices in India

Number of pages: 15 Posted: 23 Dec 2013
Shipra Maurya and M. Thenmozhi
Indian Institute of Technology Madras and Indian Institute of Technology Madras
Downloads 54 (275,447)

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Comovement, Causality, Contagion effect, Structural Break

13.

Evidence on Changes in Stock Prices and Liquidity Around Rights Issue Announcement: Industry Specific Analysis

International Journal of Business Insights and Transformation Volume 5 Issue 2 (April 2012-September 12)
Number of pages: 31 Posted: 04 Mar 2015
Madhuri Malhotra, M. Thenmozhi and G. ArunKumar
Loyola Institute of Business Administration, Indian Institute of Technology Madras and Indian Institute of Technology (IIT), Madras
Downloads 17 (314,056)

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Event study, Rights Issue, Stock Return, Liquidity, Market Depth, Market Efficiency, Signaling hypothesis, Industry Effect.

14.

Linkages Among Corporate Governance, Intellectual Capital Efficiency and Firm Performance: An Empirical Analysis from Emerging Market

International Conference on Financial Market and Corporate Finance (ICFMCF 2016)
Number of pages: 31 Posted: 30 Aug 2016 Last Revised: 23 Nov 2016
Madhuri Malhotra and M. Thenmozhi
Loyola Institute of Business Administration and Indian Institute of Technology Madras
Downloads 0 (193,343)

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corporate governance, intellectual capital efficiency, firm performance

15.

Factors Influencing Abnormal Returns Around Bonus and Rights Issue Announcement

The IUP Journal of Applied Finance, Vol. 19, No. 4, October 2013, pp. 41-60
Posted: 03 Jun 2014
Madhuri Malhotra, M. Thenmozhi and G. ArunKumar
Loyola Institute of Business Administration, Indian Institute of Technology Madras and Indian Institute of Technology (IIT), Madras

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Other Papers (2)

Total Downloads: 168    Citations: 0
1.

Price Discovery and Volatility Spillovers in Spot and Futures Markets: Evidence from Indian Market

Number of pages: 39 Posted: 24 Sep 2007
M. Thenmozhi and Sony Thomas M.
Indian Institute of Technology Madras and Indian Institute of Technology (IIT), Madras
Downloads 99

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Price discovery, Granger Causality, VECM-SURE, EGARCH, Volatility spillover

2.

Liquidity as Information Signal: Evidence from Currency Options Market

2014 Financial Markets & Corporate Governance Conference
Number of pages: 49 Posted: 30 Jan 2014
Abhijeet Chandra and M. Thenmozhi
Indian Institute of Technology (IIT), Kharagpur - Vinod Gupta School of Management and Indian Institute of Technology Madras
Downloads 9

Abstract:

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Currency options, Liquidity, Volatility, Exchange Rate, Speculation, VECM