01
Original Article
Open Access
Investment Behavior of Secondary Equity Investors : An Examination of the Relationship Among the Biases
R. Renu Isidore, P. Christie
· pp. 7–20
DOI: 10.17010/ijf/2018/v12i9/131556
Behavioral finance attempts to explain the emotions in the stock market which lead to anomalous stock market behavior. Behavioral biases exhibited by the investors explain their irrational decision making. Knowledge about the interaction among the biases would help to comprehend …
Keywords:
Behavioral Finance, Behavioral Biases, Mental Accounting, Anchoring, Gambler's Fallacy, Availability, Loss Aversion, Regret Aversion, Representativeness, Overconfidence, Secondary Equity Market, Equity Investors' Behavior JEL Classification
02
Original Article
Open Access
Time - Varying Correlations, Causality, and Volatility Linkages of Indian Commodity and Equity Markets : Evidence from DCC - GARCH
Swamy Perumandla, Padma Kurisetti
· pp. 21–40
DOI: 10.17010/ijf/2018/v12i9/131558
This empirical study explored and examined the dynamic conditional correlations, causality, and volatility linkages between the commodity and equity markets in India. In this study, we utilized the DCC-GARCH framework. The symmetric and asymmetric versions of DCC-GARCH, DCC-GJR GARCH, and …
Keywords:
Time-Varying Correlations, Causality, Volatility, Indian Commodity and Equity Markets, Portfolio Risk Management, Dynamic Correlations, JEL Classification
03
Original Article
Open Access
Performance Evaluation of Select Mutual Funds: A Public-Private Comparison
Amir Rehmani
· pp. 41–55
DOI: 10.17010/ijf/2018/v12i9/131563
The present study attempted to evaluate the investment performance of select public and private sector mutual fund schemes against risk-free rate and benchmark/market index for a period of 7 financial years, that is, from 2010 to 2017 (84 months). The …
Keywords:
Performance, Mutual Funds, Risk-Return, Risk-Adjusted Return. JEL Classification
04
Original Article
Open Access
Determinants of RoE of S&P BSE Sensex Companies : A Panel Data Analysis
M. Sriram
· pp. 56–65
DOI: 10.17010/ijf/2018/v12i9/131564
The present study analyzed the determinants of RoE (return on equity) for a sample of 22 companies drawn from S&P; BSE Sensex in India for a period of 6 years. The study found that on an average, companies gave a …
Keywords:
RoE, RoA, EM, Pooled OLS Regression, Panel Data, Fixed Effects, Random Effects. JEL Classification
