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 …

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 …

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 …

Efficacy of Corporate Governance in Determining Firm Performance: A Panel Data Approach

The present study analyses the level of governance upheld by Indian banks and its effect on their financial performance. The study also analyses the role of gender diversity in moderating the effect of corporate governance on bank performance. The study has been conducted on 30 public and private sector banks operating in India for a Read More …

Do Indian stock prices respond to domestic macroeconomic variables?

The volatility in the Indian stock markets in the last couple of decades has raised a pertinent question – are these meaningful institutions that are linked to the overall macroeconomic health of the country or are they mere casinos where people make and lose millions? Keeping in mind this question, the present study investigated the Read More …

Role of Healthy and Safe Environment in Employee Retention: Mediating Effect of Employee Commitment

The purpose of this research is to investigate the relationship between Healthy and Safe Environment (HSE) and employee retention, keeping the mediating effect of employees’ commitment. Data for the study was gathered through a close-ended questionnaire, which was filled by 200 employees of four major textile companies in Pakistan. The relationship between variables was tested Read More …