Zobrazeno 1 - 10
of 73
pro vyhledávání: '"Saumitra N. Bhaduri"'
Autor:
Smita Mahapatra, Saumitra N. Bhaduri
Publikováno v:
Borsa Istanbul Review, Vol 19, Iss 1, Pp 15-23 (2019)
This paper studies the dynamics of the impact of currency fluctuation on Indian stock market by assessing the pricing of exchange rate risk during the period 2005–2016, specifically before and after financial crises. Estimating a two-factor arbitra
Externí odkaz:
https://doaj.org/article/a062a340f0be4d0690314248b2ebfaae
Autor:
Bipin Sony, Saumitra N. Bhaduri
Publikováno v:
International Review of Economics & Finance. 72:90-101
This paper examines the role of information asymmetry in determining the capital structure choices of firms in an emerging market -India. Unlike the conventional capital structure studies examining the debt-equity framework, we introduce dual issues
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5a3382f08b18a579310263ba67dfa98
https://doi.org/10.1016/j.iref.2020.11.001
https://doi.org/10.1016/j.iref.2020.11.001
Autor:
Saumitra N. Bhaduri, Ekta Selarka
Publikováno v:
Macroeconomics and Finance in Emerging Market Economies. 14:180-199
By developing a novel measure of corporate borrowing exuberance the study finds that such a phenomenon is not only higher but also is pro-cyclical with the periods of credit booms in the Indian eco...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb4055502cfc28c888c5fdd1e6aa857e
https://doi.org/10.1080/17520843.2020.1830822
https://doi.org/10.1080/17520843.2020.1830822
Autor:
Saumitra N. Bhaduri, Saurabh Gupta
Publikováno v:
Review of Behavioral Finance. 11:373-392
Purpose The purpose of this paper is to investigate investor behavior under two broad categories, market-wide sentiment and herding. Design/methodology/approach Using a dynamic factor model, that extracts distinct latent factors representing fluctuat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0f24766a0742dfd924c59abca464f00
https://doi.org/10.1108/rbf-10-2019-0138
https://doi.org/10.1108/rbf-10-2019-0138
Autor:
Kriti Kulshrestha, Saumitra N. Bhaduri
Publikováno v:
Journal of Emerging Market Finance. 18:S167-S182
The article explores the relationship between volatility and liquidity, as there is a change in market capitalisation (cap). Using three regimes of volatility, identified by the threshold vector auto-regression method, the results show that volatilit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ae9f022f9246d5b4a6c3d204d2d904e5
https://doi.org/10.1177/0972652719846318
https://doi.org/10.1177/0972652719846318
Autor:
Saumitra N. Bhaduri, Kausik Chaudhuri
Publikováno v:
Journal of Quantitative Economics. 17:331-343
Using data from India, the paper provides three stylize facts about the inflation forecasting: (a) using disaggregate data helps to achieve gains in forecast accuracy relative to forecasting the aggregate inflation directly; (b) using weights derived
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d54bce1ada085be334b55072792d1022
https://doi.org/10.1007/s40953-019-00155-1
https://doi.org/10.1007/s40953-019-00155-1
Autor:
Saumitra N. Bhaduri, Bipin Sony
Publikováno v:
Review of Market Integration. 10:228-252
We examine the role of information asymmetry in the debt–equity choice decisions of firms from an important emerging market, India. Information problems are more severe in the emerging markets and we find strong evidence in favour of information as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2ed3af24a76aadd5f888edc73e3cf5b
https://doi.org/10.1177/0974929218803151
https://doi.org/10.1177/0974929218803151
Autor:
Saumitra N. Bhaduri, Bipin Sony
Publikováno v:
Managerial Finance. 44:1330-1346
PurposeThe purpose of this paper is to investigate the role of information asymmetry in the equity issue decision of two categories of Indian firms with distinct levels of information asymmetry – levered firms and unlevered firms.Design/methodology
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::536b5ad27233265fd6edf61d696d5525
https://doi.org/10.1108/mf-04-2018-0158
https://doi.org/10.1108/mf-04-2018-0158
Publikováno v:
Journal of Quantitative Economics. 16:163-185
Although it is well established that financial liberalization leads to a positive ‘quantity effect’ with higher levels of investment, it remains uncertain whether it also improves the efficacy with which such investment funds are allocated. This
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9cab6aa36d9b2a7423a53a95a998de98
https://doi.org/10.1007/s40953-018-0128-5
https://doi.org/10.1007/s40953-018-0128-5
Autor:
Saumitra N. Bhaduri, Ekta Selarka
This book provides an in-depth analysis of bank credit allocation to non-financial companies in the Indian corporate sector over a long period of twenty-eight years. The authors also conduct a micro-level analysis in the backdrop of recent banking sc
