01
Original Article
Open Access
The Ripple Effect : Influence of Exchange Rate Volatility on Indian Sectoral Indices
Amiya Kumar Mohapatra, Debasis Mohanty, Varda Sardana, Amit Shrivastava
· pp. 8–24
DOI: 10.17010/ijf/2024/v18i2/173519
Purpose: The study aimed to analyze the spillover effect of foreign exchange rate volatility on the sectoral indices of India. The paper included five exchange rates (USD-INR, EURO-INR, GBP-INR, CNY-INR, and JPY-INR) and seven (automobile, banking, energy, FMCG, infrastructure, information …
Keywords:
Foreign Exchange Rate, Volatility, Sectoral Indices, GARCH, India. JEL Classifications Code
02
Original Article
Open Access
Market Timing Abilities of Mutual Fund Managers – An Empirical Study
Akshay Damani, Muskaan Sethia, Nivid Mehta
· pp. 25–42
DOI: 10.17010/ijf/2024/v18i2/171842
Purpose: The present study applied the unconditional Treynor–Mazuy (TM) and Henriksson–Merton (HM) models and evaluated the market timing abilities of 58 top 5-star rated funds from Australia for the period from July 31, 2019, to July 31, 2021, which has …
Keywords:
Market Timing, Treynor–Mazuy Model, Henriksson–Merton Model, Mutual Funds
03
Original Article
Open Access
A Causal Linkage Between Corporate Sustainability Performance and Financial Performance of Select IT & ITeS Companies in India
P. Santhi, P. Sasirekha, J. Anija
· pp. 43–59
DOI: 10.17010/ijf/2024/v18i2/173520
Purpose: The present study examined the association between the environmental, social, and governance (ESG) and corporate financial performance (CFP) of select information technology and information technology-enabled services (IT & ITeS) companies in India. Methodology: The independent variables of CFP, namely …
Keywords:
Sustainability Performance, Financial Performance, ESG Disclosure, Causal Relationship, IT & ITeS Companies
04
Original Article
Open Access
Cryptocurrency in the Light of Sentiments : A Bibliometric Approach
Diya Sharma, Renu Ghosh, Chandra Shekhar Sharma
· pp. 60–75
DOI: 10.17010/ijf/2024/v18i2/173521
Purpose: Cryptocurrency has drawn interest from academia and business, particularly amid notable spikes in the price of Bitcoin. The presence of cryptocurrencies and their technology-focused investments are intimately related to investor behavior. Due to its unpredictability, mood has a greater …
Keywords:
Cryptocurrency, Sentiments, Bibliometric, Behavioral Finance, PRISMA