| Sr. No. |
Topic of the paper & Name of the author |
|
1. |
The Impact of International Listings on Liquidity: Evidence from the Indian Stock Market
Mr. Manoj Kumar & Mr. Shahrokh M. Saudagaran
SJM School of Management, Mumbai
|
|
2. |
Life & Death in Portfolio Theory
Dr. Rajas Parchure & Ms. Medha Joshi,
National Insurance Academy, Pune
|
|
3.
|
Dematerialisation of Equity Shares in India: Liquidity, Returns and Volatility
Dr. M. Thiripalraju & Dr. Prabhakar Patil
Securities and Exchange Board of India, Mumbai
|
| 4.
|
Common Factors in Stock Returns: The Indian Evidence
Dr. Sanjay Sehgal
University of Delhi South Campus, New Delhi
|
|
5.
|
An Empirical Study on Factors Influencing the Mutual Fund/Scheme Selection by Retail Investors
Ms. T. R. Rajeswari & Prof. V. E. Rama Moorthy
Sri Sathya Sai Institute of Higher Learning, Andhra Pradesh
|
|
6.
|
Measuring Risk in the Indian Equity Market- Extreme Value Theory based Approach
Dr. A.K. Nag & Mr. Debasish Majumder
Reserve Bank of India, Mumbai
|
|
7.
|
Extreme Value Theory for VaR estimation
Dr. Mandira Sarma
Indira Gandhi Institute of Development Research, Mumbai
|
|
8.
|
Value at Risk for Fixed Income Portfolios - A Comparison of Alternative Models
Dr. Gangadhar Darbha,
National Stock Exchange of India Ltd., Mumbai
|
|
9.
|
A Natural Experiment in Interest Rate and Beta
Mr. Syed A. Moonis & Dr. Ajay Shah
Indira Gandhi Institute of Development Research, Mumbai
|
|
10.
|
Long Memory and Indian Stock Market - An Empirical Evidence
Mr. Golaka Nath,
National Stock Exchange of India Ltd., Mumbai
|
|
11.
|
Testing Random Walk Hypothesis for Indian Stock Market Indices
Mr. Bhanu Pant & Dr. T.R. Bishnoi
Nirma Institute of Management, Ahmedabad
|
|
12.
|
The Weak form Efficiency of Indian Commodity Futures
Dr. Jatinder Bir Singh,
S.G.G.S. College of Commerce, New Delhi
|
|
13.
|
Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity - Further Evidence
Dr. Urjit Patel & Dr. Gangadhar Darbha
Infrastructure Development Finance Company Ltd. (IDFC) , Mumbai
|
|
14.
|
Private Placements: Market or Institution?
Mr. M.K. Datar,
Industrial Development Bank of India, Mumbai
|
