Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Kiran Kumar Kotha"'
Autor:
Kiran Kumar Kotha, Bhawna Sahu
Publikováno v:
International Journal of Economics and Financial Issues, Vol 6, Iss 3, Pp 1081-1091 (2016)
The rapid growth of Indian economy during the last two decades raises empirical questions regarding the fundamental connection between stock price and key macroeconomic indicators. This paper aims to examine long and short run relations between selec
Externí odkaz:
https://doaj.org/article/c0e2c0f5229c4e1d8c280ddea783c492
Autor:
Prachi Jain, Kiran Kumar Kotha
Publikováno v:
International Review of Finance. 22:770-776
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0ecfe58a970d25b7bbccc8604434809
https://doi.org/10.1111/irfi.12372
https://doi.org/10.1111/irfi.12372
On June 2010 the Securities and Exchange Board of India (SEBI) – the Indian market regulator, mandated the listed firms to increase their Minimum Public Shareholding (MPS) to 25%. Present study utilises this regulatory intervention as a natural exp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::07c0424fc0e6721f56f0ce7aec39bec1
Publikováno v:
SSRN Electronic Journal.
We empirically examine whether investors demand a systemic component of Volatility Risk (VRP-beta) using the stock options traded on National Stock Exchange, India. We document robust evidence on the presence of VRP-beta, which survives even after ac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7a2a502d31676be74cbe5302097c646e
https://doi.org/10.2139/ssrn.3802330
https://doi.org/10.2139/ssrn.3802330
Publikováno v:
SSRN Electronic Journal.
Extant empirical evidence on volatility risk premium in emerging markets is limited to the market level index options. This study extends of understanding of volatility risk premium in single stock options in the Indian market. The study finds that v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb9e54170549908cc6bb235f243b4a0e
https://doi.org/10.2139/ssrn.3905376
https://doi.org/10.2139/ssrn.3905376
Publikováno v:
International Review of Finance. 20:215-224
The Indian securities market regulator intervened in June 2010 with a regulatory amendment in the listing requirement that mandated all the listed firms other than PSUs (government‐owned companies) to have a minimum public shareholding of 25%. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::909d9416624daf5923c5df16d783af9f
https://doi.org/10.1111/irfi.12200
https://doi.org/10.1111/irfi.12200
Autor:
Kiran Kumar Kotha, Shreya Bose
Publikováno v:
The Journal of Prediction Markets. 10:1-13
This study examines the dynamic linkages of Nifty stock index and Nifty index futures contract traded on the home market, National Stock Exchange (NSE) and on the off-shore market, Singapore Stock Exchange (SGX). The study uses daily closing prices o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::09c88e13f62c82eb9128b5c681ea743e
https://doi.org/10.5750/jpm.v10i2.1253
https://doi.org/10.5750/jpm.v10i2.1253
Autor:
Kiran Kumar Kotha, Vijaya B. Marisetty
Publikováno v:
Law and Financial Markets Review. 10:127-132
The study looks at the impact of three major regulatory changes that happened on the historic day of 2 July 2001, when badla was banned, rolling settlement replaced accounting period settlement for...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2bf8ff03fa2e8dfd3aac80d1bdec4cac
https://doi.org/10.1080/17521440.2016.1243879
https://doi.org/10.1080/17521440.2016.1243879
Autor:
Kiran Kumar Kotha
Publikováno v:
Proceedings of the 43rd International Academic Conference, Lisbon.
We examine the determinants of mispricing in single stock futures traded in the National Stock Exchange of India, the second largest global trading venue for such contracts. We compute mispricing bounds using multi-regime models for over one hundred
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b9f2b51dc695a7c9985eac605394fc5
https://doi.org/10.20472/iac.2018.043.023
https://doi.org/10.20472/iac.2018.043.023
Publikováno v:
International Journal of Managerial Finance. 9:92-109
PurposeThe purpose of this paper is to study the empirical relationship between order imbalance and returns in the backdrop of structural changes in the Indian market.Design/methodology/approachThe study makes use of hypothesis testing and dummy vari
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e07e71a4130d089754550d9f73b14962
https://doi.org/10.1108/17439131311307538
https://doi.org/10.1108/17439131311307538