Srinivasan Maheswaran

Institute for Financial Management and Research (IFMR)

Professor

24 Kothari Road

Nungambakkam

Chennai, Tamilnadu 600034

India

SCHOLARLY PAPERS

3

DOWNLOADS

345

CITATIONS

0

Scholarly Papers (3)

1.

Opening Jump and Noise Trading

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 27 Aug 2009 Last Revised: 11 Jul 2011
Srinivasan Maheswaran, G. Balasubramanian and Chirackel Ahammed Yoonus
Institute for Financial Management and Research (IFMR), Institute for Financial Management and Research, Nungambakkam and Institute for Financial Management and Research
Downloads 202 (149,448)

Abstract:

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Noise trading, Price discovery, Information Content, Opening Jump

2.

Modeling Asymmetry and Persistence Under the Impact of Sudden Changes in the Volatility of the Indian Stock Market

Number of pages: 36 Posted: 25 Jan 2012
Dilip Kumar and Srinivasan Maheswaran
Institute for Financial Management and Research (IFMR) and Institute for Financial Management and Research (IFMR)
Downloads 129 (219,356)

Abstract:

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ICSS algorithm, GARCH class of models, Regime shifts, Volatility persistence, Volatility forecasting

3.

An Investigation Into the Asymmetry in Asset Return Volatility

Number of pages: 12 Posted: 31 Oct 2018
Kunal Saha and Srinivasan Maheswaran
Institute for Financial Management and Research (IFMR) - Department of Finance and Institute for Financial Management and Research (IFMR)
Downloads 14 (554,081)

Abstract:

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Volatility Asymmetry, Leverage Effect, Stochastic Volatility, Heston Model