This paper designs a binary prospect questionnaire according to previous literature for extracting the certainty equivalents of gains and losses prospects. Individual utility function is defined by the power utility function, in which the gain power parameter and loss power …

With global financial integration, emerging markets have gradually become more attractive destinations for international investors who seek higher returns than their own developed markets while diversifying their risk. In India, since the middle of 2003, significant increase in the inflow …

This paper seeks to investigate empirically the impact of exchange rate volatility on India's export growth over the period between from April 1993 to September 2010. The measure of volatility is estimated for both the nominal and the real effective …

This paper attempts to predict the option prices for the future date using the adjusted volatility to the traditional Black-Scholes option pricing model using GARCH (1, 1) in pricing the stock option contracts for the selected eight companies. The study …

The main thrust of this paper is to investigate the company attributes and their influence on corporate disclosure. The study examined the level of disclosure on the basis of index of disclosure consisting of 101 items by analyzing the annual …