Journal of Advances in Management Research: Volume 10 Issue 3

Subject:

Table of contents

Volatility in Asian stock markets and global financial crisis

Monica Singhania, Jugal Anchalia

Asian markets have shown immediate response to the financial crisis in the past and stock returns were affected critically. An attempt is made to study the volatility of stock…

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Effectiveness of volatility models in option pricing: evidence from recent financial upheavals

Vipul Kumar Singh

The purpose of this paper is to explore the forecasting effectiveness of Black-Scholes (BS) focussing parity analysis of time series econometric and implied volatility (IV…

Bank asset allocation: the effectiveness of market monitoring

Grace W.Y. Wang, Arvind Mahajan, Ruby P. Kishan

– The purpose of this paper is to study the effectiveness of market discipline on banks’ risk-taking behavior based on how swiftly banks respond to market information.

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Cover of Journal of Advances in Management Research

ISSN:

0972-7981

Online date, start – end:

2003

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Editors:

  • Prof Ravi Shankar
  • Prof Surendra Yadav