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Vijayakumar Narayanamurthy

Pondicherry University - Department of Commerce

Department of Commerce

Pondicherry University

Pondicherry , Pondicherry 605014

India

PSG Institute of Management

Assistant Professor

Avinashi Road

Coimbatore, 600404

India

Institute of Chartered Financial Analysts of India (ICFAI) - IBS - Hyderabad

IBS Hyderabad

62, Nagarjuna Hill

Panjagutta

Hyderabad, TX AP 501504

India

  • PSG Institute of Management

  • Institute of Chartered Financial Analysts of India (ICFAI) - IBS - Hyderabad

SCHOLARLY PAPERS

14

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Scholarly Papers (14)

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1.

Impact of Weather on Return and Volatility: Evidence from Indian Stock Market

International Journal of Financial Management, Vol. 5, No.2 pp.44-51 (April, 2015)
Number of pages: 9 Posted: 14 Aug 2015 Last Revised: 09 Jul 2016
Vijayakumar Narayanamurthy, Dharani Munusamy and Muruganandan S
Pondicherry University - Department of Commerce, Department of Finance, ICFAI Business School (IBS) Hyderabad and PSG College of Technologies, Department of Humanities
Downloads 358 (208,972)

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Weather Effect, Volatility, ARCH, GARCH and Stock Market

2.

Non Performing Assets - Unavoidable But Not Unmanageable

Non Performing Assets - Unavoidable but not Unmanageable, The Management Accountant, Vol. 42 No. 7, July 2007, 568- 574
Number of pages: 13 Posted: 25 Jun 2013
Vijayakumar Narayanamurthy and S. Aravanan
Pondicherry University - Department of Commerce and Pondicherry University
Downloads 224 (340,701)

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Non Performing Assets, Standard Assets, Doubtful Assets

3.

Multiplier Approach - As a Tool for Investment Decision

The Management Accountant, Vol. 39 No 3, March 2004, 208- 210.
Number of pages: 4 Posted: 26 Jun 2013
Vijayakumar Narayanamurthy and S. Aravanan
Pondicherry University - Department of Commerce and Pondicherry University
Downloads 204 (373,348)

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4.

Relationship between Futures and Spot Market for Selected Spices in India

Prajnan-Journal of Social and Management Sciences, Vol. XLI, No. 3 (2012)
Number of pages: 14 Posted: 26 Jun 2013 Last Revised: 22 Feb 2017
Vijayakumar Narayanamurthy, S. Parvadavardini and M. Dharani
Pondicherry University - Department of Commerce, PSG College of Technology and Loyola College
Downloads 193 (393,598)

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Commodity market, Spices, Cointegration, Vector error correction

5.

Performance Evaluation of Indian Fund of Mutual Funds

Number of pages: 16 Posted: 06 Aug 2016
Muruganandan S, Vijayakumar Narayanamurthy and Dr. (Mrs.) Padmasani
PSG College of Technologies, Department of Humanities, Pondicherry University - Department of Commerce and Ravenshaw University - Department of Commerce
Downloads 133 (554,631)

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6.

An Empirical Study on Volatility Pattern of the Shariah Compliant Stocks in Indian Capital Market

Journal of Economic Policy and Research, April-Sept, 2015, Vol. 10, Issue 2, pages, 150-165
Number of pages: 16 Posted: 18 Aug 2015 Last Revised: 15 Jun 2019
Dharani Munusamy, Vijayakumar Narayanamurthy and P Natarajan
Department of Finance, ICFAI Business School (IBS) Hyderabad, Pondicherry University - Department of Commerce and Pondicherry University
Downloads 128 (572,948)

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Islamic Finance, Shariah Compliant Shares, Volatility, ARCH/GARCH

7.

A Study on the Performance of Islamic Index and the Common Index During Bull and Bear Market Period

Journal of Emerging Financial Markets, Vol.2. No.1 (2011) 29-36
Number of pages: 15 Posted: 19 Aug 2013 Last Revised: 22 Feb 2017
M. Dharani, Vijayakumar Narayanamurthy and P. Natarajan
Loyola College, Pondicherry University - Department of Commerce and Department of Commerce, Pondicherry University
Downloads 83 (803,225)

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Sharaih, Islamic Index, performance, bull market, bear market

8.

The Role of Product Concentration and Diversification

Journal of Southeast Asian Economies Vol. 42, No. 2 (2025), pp. 146–76, Journal of Southeast Asian Economies Vol. 42, No. 2 (2025)
Posted: 21 Aug 2025
Vijayakumar Narayanamurthy and Vighneswara Swamy
Pondicherry University - Department of Commerce and Institute of Chartered Financial Analysts of India (ICFAI) - The Icfai University (IFHE), Hyderabad

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Concentration, Diversification, Exports, ASEAN Region

9.

Tests of Pricing Efficiency of the Indian Index Options Market

International Journal of Business and Society (IJBS), Vol. 10, No. 1 (2009) 59 -68
Posted: 26 Jun 2013
Vijayakumar Narayanamurthy and Sanjay Sehgal
Pondicherry University - Department of Commerce and University of Delhi

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Efficiency, Index options, Historical volatility, Implied Volatility, Trading asymmetry

10.

Determinants of Implied Volatility Function on the Nifty Index Options Market: Evidence from India

Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Vol. 4, No. 1 (2008) 45-69
Posted: 26 Jun 2013
Vijayakumar Narayanamurthy and Sanjay Sehgal
Pondicherry University - Department of Commerce and University of Delhi

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volatility, moneyness, smile, asymmetry, causality

11.

Causal Relationship between Foreign Direct Investment and Growth: Evidence from BRICS Countries

International Business Research, Vol.2, No.4 ( 2009) 198 -203.
Posted: 26 Jun 2013
Vijayakumar Narayanamurthy, Sridharan Perumal and K. Rao
Pondicherry University - Department of Commerce, Independent and Pondicherry University

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Foreign Direct Investment, Growth, Stationarity, Vector Error Correction

12.

Determinants of FDI in BRICS Countries: A Panel Analysis

International Journal of Business Science and Applied Management, Vol. 5, Issue 3 (2010) 1-13
Posted: 26 Jun 2013
Vijayakumar Narayanamurthy, Sridharan Perumal and K. Rao
Pondicherry University - Department of Commerce, Independent and Pondicherry University

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13.

Volatility Smiles in Indian Option's Market - A Study

The Management Accountant, Vol. 42 No. 7, July 2007, 535- 542.
Posted: 26 Jun 2013
Vijayakumar Narayanamurthy and K. Rao
Pondicherry University - Department of Commerce and Pondicherry University

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Volatility Smile, Newton Raphson Model

14.

The Relationship between Fund Performance and Fund Characteristics: Evidence from India

The IUP Journal of Applied Finance, Vol. 18, No. 2, April 2012, pp. 5-18
Posted: 06 Oct 2012
Vijayakumar Narayanamurthy, Muruganandan S and K. Rao
Pondicherry University - Department of Commerce, PSG College of Technologies, Department of Humanities and Pondicherry University

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