| Sr. No. |
Topic of the paper & Name of the author |
| |
Technical Session I: Financial Economics |
| 1. |
Do Capital Markets Assist Economic Growth
Mr. K.V. Eapen,
Ministry of Commerce & Industry, Government of India, New Delhi
|
| 2. |
The Nature of the Causal relationship between stock market and macroeconomic aggregates in India: An empirical Analysis
Dr. Basabi Bhattacharya & Mr. Jaydeep Mukherjee,
Jadavpur University, Kolkata
|
| 3. |
Determinants of Corporate Savings in India: A panel Data Analysis
Mr. Jitendra Mahakud,
Indian Institute of Technology Bombay
|
| |
Technical Session II: Equity Market |
| 4. |
Stock Market Integration & Dually Listed Stocks: Indian ADR & Domestic Stock Prices
Mr. Sanjay K. Hansda & Mr. Partha Ray,
Reserve Bank of India, Mumbai
|
| 5. |
The Dynamics around Sensex reconstitutions
Vijaya Bhaskar Marisetty,
Monash University, Australia
|
| 6. |
Does bonus issue signal superior profitability? A study of the BSE Listed Firms
Mr. Jijo Lukose P. J. & Prof. S. Narayan Rao,
Indian Institute of Technology, Bombay
|
| 7. |
Analysis of Co Movements of select US & Indian Stock Price Indexes
Mr. Nair Abhilash S. & Dr. A. Ramanathan,
Indian Institute of Technology, Mumbai
|
|
| Technical Session III : Institutional Framework & Reforms
|
| 8. |
Bank Mergers - Possibilities & Preparation
Ms. Meera Sharma,
Birla Institute of Technology and Science, Pilani
|
| 9. |
Implication of diversification after deregulation on reporting & valuation of electric utilities
Mr. Kaustav Sen, Lubin School of Business,
Pace University, New York
|
| 10. |
Dematerialisation Process in the Indian Capital Market
Mr. P. V. Nishanth & Ms. Anindita Mitra,
Pondicherry University, Pondicherry
|
| |
Technical Session IV : Market Efficiency |
| 11. |
Are the Financial Ratios Better Discriminator between the Market Performers, Market underperformers & Market Outperformers
Mr. Himmath H. Jain,
Goa Institute of Management, Goa
|
| 12. |
Testing Dynamic Relationship between Returns and Trading Volume on the NSE
Mr. Bhanu Pant,
Nirma Institute of Management, Ahmedabad
|
| 13. |
Asymmetric Volatility & Risk in Indian Stock Market
Dr. Lakshmi Narasimhan S. & Dr. H.K. Pradhan,
XLRI, Jamshedpur
|
| |
Technical Session V: Debt Market |
| 14. |
The Risk Structure of interest Rates:Estimates for the Indian Corporate Bond Market
Dr.Sudipta Dutta Roy, Dr. Gangadhar Darbha & Dr.Vardhana Pawaskar,
National Stock Exchange, Mumbai
|
| 15. |
Estimating Benchmark Yield curve- A new approach using Stochastic Frontier Functions
Dr. Gangadhar Darbha,
National Stock Exchange, Mumbai
|
| |
Technical Session VI: Foreign Exchange Market |
| 16. |
Return Volatilities in Money and Forex Markets in India: Causes and Consequences in liberlised era
Dr. A.K. Srimany & Dr. G. P. Samanta,
Reserve Bank of India, Mumbai
|
| 17. |
Long Memory in Rupee-Dollar Exchange Rate An Empirical Study
Mr. Golaka C. Nath, National Stock Exchange, Mumbai & Dr. Y. V. Reddy,
Goa University, Goa
|
| |
Technical Session VII : Mutual Fund & Financial intermediaries |
| 18. |
Index Funds Performance -Some insights
Prof. G. Sethu & Dr. Rachana Baid,
UTI Institute of Capital Markets, Vashi
|
| 19. |
Measuring Mutual Fund Performance using Lower Partial Moment
Prof. Banikanta Mishra & Mahmud Rahman,
Xavier Institute of Management, Bhubaneshwar
|
| 20. |
Varsha Bonds:- Capital Market Solutions for crop insurance problems
Dr. Rajas K. Parchure,
National Insurance Academy, Pune
|
| 21. |
Economic Value Addition by Indian Banks: A Study
Dr. Bigyan P. Verma,
UTI Institute of Capital Markets, Vashi, Navi Mumbai
|
| |
Technical Session VIII: Derivatives & Risk Management |
| 22. |
Price Discovery across multiple spot and Futures Market
Dr. Susan Thomas & Mr. Kiran Karande,
IGIDR, Mumbai
|
| 23. |
Does skewness Matter? Evidence from the Index options market
Mr. Madhu Kalimipalli & Ms. Ranjini Sivakumar,
Wilfrid Laurier University, Canada
|
| 24. |
Effect of introduction of Index Futures on Stock Market Volatility : The Indian Evidence
Prof. O. P. Gupta,
University of Delhi, New Delhi
|
| 25. |
Using High-Frequency data to measure conditional beta
Mr. Syed Abuzar Moonis, Dr. Susan Thomas & Dr. Ajay Shah,
IGIDR, Mumbai
|
