Study of India VIX options pricing using Black-Scholes model

India VIX is the first volatility index in India based on the order book of NIFTY Options. For this, the best bidask quotes of near and next-month NIFTY options contracts which are traded on the F&O segment of NSE are used. In February 2014, NSE introduced Futures contracts based on India VIX. There are strong Read More …

Co-integration and Causal Linkages between Foreign Exchange Rate and Stock Prices in India

The broad objective of this study is to analyse the long term relationship and short term dynamic interlinkages between Indian stock prices and foreign exchange rate. This paper is based on 10 years’ daily data i.e. from 1 Jan 2010 to 31 Dec 2019 of nominal exchange rates of US Dollar, Euro and daily closing Read More …

Liquidity Premium at National Stock Exchange of India

This study endeavours to investigate the existence of liquidity premium at National Stock Exchange of India, with a shample of Nifty 500 stocks for a period ranging from 1st April 2000 to 31st March 2018, by employing four different phroxies of liquidity i.e. Trading volume, Turnover rate, Relative Spread and Amihud Illiquidity Ratio. The empirical Read More …

Stock Returns and the Weather Effect: the case of Ghana

The stock markets are an integral aspect of every economy. Over the last few decades, there has been a significant change in Ghana stock market returns (GSE). Our study examines the statistical and economic significance of investor sentiment, based on weather conditions/changes, on stock market returns. OLS models, assisted by unit root tests, were employed Read More …

Strategic Approach to Overcome Crisis

The Covid-19 pandemic has brought about unprecedented economic damages highlighting the strengths and hweaknesses of businesses. It is also evident from the present crisis that the needs and assumptions of enterprises can change rapidly and unpredictably. Instead of spending more time and effort on trying to prevent a crisis, companies should instead, prepare for them. Read More …

Board Committees and Financial Performance: Evidence from select Indian Banks

The purpose of this study is to explore the relationship between board committees as a special yet largely under-researched component of board structures, and financial performance of select Indian commercial banks. The study has been conducted on 36 banks operational in India in the time period of ten years (2007-2016) through an unbalanced panel employing Read More …

The Level of Awareness and the Impact of Age Factor on the Awareness of Visitor Management

Tourism in Kerala has witnessed commendable growth over the recent years. Wildlife tourism destinations in Kerala contribute a very significant share in this development. Wildlife tourism site operators receive a growing number of visitors in wildlife sanctuaries, national parks and other wildlife tourism destinations every day. In order to control the number and activities of Read More …

Enhancing Competitiveness of 1 Unregistered Manufacturing Units

India’s achievements on the growth front in the economic reform period have been documented extensively, with recent years having seen the country grow at more than 6 per cent per annum and real national income growing by 125 per cent during the period of 1992-93 to 2017-18 compared to 93 per cent during the previous Read More …