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Author: G. Constantinides
Publisher: Elsevier
ISBN: 9780444513632
Category : Business & Economics
Languages : en
Pages : 698
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Book Description
Arbitrage, State Prices and Portfolio Theory / Philip h. Dybvig and Stephen a. Ross / - Intertemporal Asset Pricing Theory / Darrell Duffle / - Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance / Wayne E. Ferson / - Consumption-Based Asset Pricing / John y Campbell / - The Equity Premium in Retrospect / Rainish Mehra and Edward c. Prescott / - Anomalies and Market Efficiency / William Schwert / - Are Financial Assets Priced Locally or Globally? / G. Andrew Karolyi and Rene M. Stuli / - Microstructure and Asset Pricing / David Easley and Maureen O'hara / - A Survey of Behavioral Finance / Nicholas Barberis and Richard Thaler / - Derivatives / Robert E. Whaley / - Fixed-Income Pricing / Qiang Dai and Kenneth J. Singleton.
Author: G. Constantinides
Publisher: Elsevier
ISBN: 9780444513632
Category : Business & Economics
Languages : en
Pages : 698
Get Book Here
Book Description
Arbitrage, State Prices and Portfolio Theory / Philip h. Dybvig and Stephen a. Ross / - Intertemporal Asset Pricing Theory / Darrell Duffle / - Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance / Wayne E. Ferson / - Consumption-Based Asset Pricing / John y Campbell / - The Equity Premium in Retrospect / Rainish Mehra and Edward c. Prescott / - Anomalies and Market Efficiency / William Schwert / - Are Financial Assets Priced Locally or Globally? / G. Andrew Karolyi and Rene M. Stuli / - Microstructure and Asset Pricing / David Easley and Maureen O'hara / - A Survey of Behavioral Finance / Nicholas Barberis and Richard Thaler / - Derivatives / Robert E. Whaley / - Fixed-Income Pricing / Qiang Dai and Kenneth J. Singleton.
Author: Alan R. Kanuk
Publisher: John Wiley & Sons
ISBN: 111816072X
Category : Business & Economics
Languages : en
Pages : 336
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Book Description
Capital Markets in India: An Investor's Guide aims to provide the first comprehensive book on investing in the India markets. India is right now at the forefront of globalization. The book's focus is on the equity market, but it also addresses derivatives, fixed income, and foreign direct investments. Chapter topics include facts about the Indian economy; the Foreign Institutional Investor (FII) regulations, registration process, and applications; detail about the market regulation and the regulator; the very important market safeguards built into the Indian market systems; and lists of companies ranked by various criteria such as capitalization, turnover, industry, and earnings. The book even supplies investors and traders with contact information for many of the key institutions and market players. Readers will not only gain basic information about how the markets in India work, but also the contacts and facts to help them with their own investing plan.
Author: Mr.James P. F. Gordon
Publisher: International Monetary Fund
ISBN: 1451843860
Category : Business & Economics
Languages : en
Pages : 39
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Book Description
This paper analyzes the factors affecting portfolio equity flows into India using monthly data. Flows to India are small compared to other emerging markets, but seem to be relatively less volatile. They also seem to be quite resilient. The paper shows that portfolio flows are determined by both external and domestic factors. Among external factors, LIBOR and emerging market stock returns are important, while the primary domestic determinants are the lagged stock return and changes in credit ratings. In quantitative terms, both external and domestic factors are found to be about equally important.
Author: Guillermo A. Calvo
Publisher:
ISBN:
Category : Capital movements
Languages : en
Pages : 70
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Book Description
Author: Narjess Boubakri
Publisher: Emerald Group Publishing
ISBN: 1780522436
Category : Business & Economics
Languages : en
Pages : 402
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Book Description
Examines various issues concerning the strategies of institutional investors, the role of institutional investors in corporate governance, their impact on local and international capital markets, as well as the emergence of sovereign and other asset management funds and their interactions with micro and macro economic and market environments.
Author: Reena Aggarwal
Publisher: World Bank Publications
ISBN:
Category : Foreign exchange
Languages : en
Pages : 47
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Book Description
Author: Leonard Zacks
Publisher: John Wiley & Sons
ISBN: 1118127765
Category : Business & Economics
Languages : en
Pages : 352
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Book Description
Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.
Author: Dr. Sridhar Ryakala
Publisher: Zenon Academic Publishing
ISBN: 938588610X
Category : Business & Economics
Languages : en
Pages : 133
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Book Description
Global integration, the widening and intensifying of links between high-income and developing countries has accelerated over the years. Over the past few years, the financial markets have become increasingly global. The Indian market has gained from foreign inflows through the investment of Foreign Institutional Investors (FIIs). Following the implementation of reforms in the securities industry in the past few years, Indian stock markets have stood out in the world ranking. During the past few years India has emerged as one of the world’s fastest growing economies. The increasing interest of foreign players in the domestic broking industry is a testimony of the stock market’s growth. The Indian stock market has also received a thrust from rise in business transactions over the years, because of sharp drop in brokerage fees and transaction costs, launch of a slew of new products, and a robust regulatory environment. The importance of institutional investors’ particularly foreign investors is very much evident as one of the routine reasons offered by market analysts’ whenever the market rises, it is attributed to foreign investors' money and no wonder we see headlines like "FIIs Fuel Rally" etc., in the business press. This is not unusual with India alone as today’s most developed economies might have seen a similar trend in the past. Domestic institutional investors on the other hand being another important section of institutional investors are playing a vital role in the Indian stock market. These investors have emerged as important players in the Indian stock market and their activities are influencing the market. There are many instances where this section of investors has stabilized the market conditions on one hand whereas their moves took the market to destabilized position on the other hand. Therefore, both FIIs and DIIs have become the most important determinants in the functioning of the Indian stock market. Thus, increasing role of these institutional investors has brought both quantitative and qualitative developments in the stock market viz., expansion of securities business, increased depth and breadth of the market, and above all their dominant investment philosophy of emphasizing the fundamentals has rendered efficient pricing of the stocks. Hence, there is a need to examine how investments made by these two groups of institutional investors’ impact each other as well as stock market returns. This book is an attempt in that direction.
Author: Rakesh Mohan
Publisher: International Monetary Fund
ISBN: 1475570201
Category : Business & Economics
Languages : en
Pages : 35
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Book Description
This paper traces the story of Indian financial sector over the period 1950–2015. In identifying the trends and turns of Indian financial sector, the paper adopts a three period classification viz., (a) the 1950s and 1960s, which exhibited some elements of instability associated with laissez faire but underdeveloped banking; (b) the 1970s and 1980s that experienced the process of financial development across the country under government auspices, accompanied by a degree of financial repression; and (c) the period since the 1990s till date, that has been characterized by gradual and calibrated financial deepening and liberalization. Focusing more the third period, the paper argues that as a consequence of successive reforms over the past 25 years, there has been significant progress in making interest and exchange rates largely market determined, though the exchange rate regime remains one of managed float, and some interest rates remain administered. Considerable competition has been introduced in the banking sector through new private sector banks, but public sector banks continue have a dominant share in the market. Contractual savings systems have been improved, but pension funds in India are still in their infancy. Similarly, despite the introduction of new private sector insurance companies coverage of insurance can expand much further, which would also provide greater depth to the financial markets. The extent of development along all the segments of the financial market has not been uniform. While the equity market is quite developed, activities in the private debt market are predominantly confined to private placement form and continue to be limited to the bluechip companies. Going forward, the future areas for development in the Indian financial sector would include further reduction of public ownership in banks and insurance companies, expansion of the contractual savings system through more rapid expansion of the insurance and pension systems, greater spread of mutual funds, and development of institutional investors. It is only then that both the equity and debt markets will display greater breadth as well as depth, along with greater domestic liquidity. At the same time, while reforming the financial sector, the Indian authorities had to constantly keep the issues of equity and efficiency in mind.
Author: Gautam H Parikh
Publisher: Bloomsbury Publishing
ISBN: 9384052949
Category : Business & Economics
Languages : en
Pages : 325
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Book Description
Gautam H. Parikh combines law, economics and finance in a rich, fact-driven analysis of Indian securities. Written with clarity, and an integrated and holistic approach, this book is essential reading for business professionals in finance, investments and emerging markets. It also provides an insight into how Indian securities are unique, especially in the context of India's legal framework. Handbook of Indian Securities is a highly readable, useful and practical guide for portfolio managers, investment researchers, corporate CFOs, treasury managers, security analysts, chartered accountants, management consultants and investment bankers. It is also ideal for MBA and CFA students as well as students of financial and securities law.
