01
Original Article
Open Access
Fourier Analysis of India's Implied Volatility Index
Ronald T. Slivka, Chun Ho Chang, Xueting Yu
· pp. 7–19
DOI: 10.17010/ijf/2014/v8i10/71845
The objective of this study was to analyze and model periodic behavior observed in India's Nifty Implied Volatility (VIX) Index and to seek the origins of these previously unreported calendar variations. Implied volatility and its variations are important to understand …
Keywords:
Nifty, Nifty VIX, Fourier Analysis, Calendar Effects, Implied Volatility G12, G 13
02
Original Article
Open Access
Quantitative Analysis of Indian Mutual Funds: Equity Schemes
S. Prakash, C. Sundar
· pp. 20–32
DOI: 10.17010/ijf/2014/v8i10/71846
Mutual funds are an integral part of the stock market, which have become an investment avenue for a large number of investors in recent years. There are a number of investment opportunities available to an investor. Each of these investments …
Keywords:
Mutual Fund, Risk-Return, Sharpe Ratio, Treynor Ratio, Jensen Ratio, Beta G110, G120, G170
03
Original Article
Open Access
Efficiency of Private Sector Banks in India
T. Narayanaswamy, A. P. Muthulakshmi
· pp. 33–47
DOI: 10.17010/ijf/2014/v8i10/71847
This paper examined the relative efficiency of all the private sector banks in India from 2008 to 2013 using the data envelopment analysis (DEA) methodology. Axis Bank, Kotak Mahindra Bank, and ICICI Bank were relatively efficient in terms of technical …
Keywords:
Data Envelopment Analysis, Technical Efficiency Pure Technical Efficiency, Scale Efficiency, Private Sector Banks
04
Original Article
Open Access
Multiple Directorship & Interlock: An Empirical Study of its Impact on Firms' Financial Performance
Naseem Ahamed
· pp. 48–61
DOI: 10.17010/ijf/2014/v8i10/71848
Good and fair corporate governance is the need of the hour. Steady industrialization of the economies is one of the major reasons behind the gradual awareness of investors in good corporate governance practices, as investors in the developed world expect …
Keywords:
Multiple Directorship, Directorship Interlock, Corporate Governance, Board Busyness, Company Performance