User profiles for Amitesh Kapoor
Amitesh KapoorLovely Professional University Verified email at lpu.co.in Cited by 75 |
Stock market co-integration: an investigation of South Asian Countries
This Report investigated the integration of Asian stock exchanges and indicated the diversification
opportunities for potential investors they provide in the long-term. This study examines …
opportunities for potential investors they provide in the long-term. This study examines …
Financing Strategies for SMEs in India–A Way Out
A Kapoor - International Journal of Research in Commerce & …, 2012 - papers.ssrn.com
In this paper, a random sampling of 200 SMEs including hotels, retail shops, retail stores,
trading agencies, small to medium manufacturing industries, factories, and hydro power …
trading agencies, small to medium manufacturing industries, factories, and hydro power …
Long Memory in Rupee-Dollar Exchange Rate Returns: A Robust Analysis
U Shrivastava, A Kapoor - Asian Journal of Management, 2013 - papers.ssrn.com
Financial time series like exchange rates are highly persistent. An unexpected shock to the
underlying variable has long lasting effects. The persistence in the volatility of the time series …
underlying variable has long lasting effects. The persistence in the volatility of the time series …
Effect of political decision making on Indian capital market
A Kapoor - International Journal of Research in Management, 2013 - papers.ssrn.com
In emerging and developing economy like India, many of the recent political incidents like bill
on FDI in Indian retail market, GAAR, and other politically motivated incidents contribute to …
on FDI in Indian retail market, GAAR, and other politically motivated incidents contribute to …
Performance comparison of Canadian hedge funds and mutual funds
A Kapoor - 2012 - papers.ssrn.com
In this paper, I used performance measurement tools and other risk adjusted measures to
analyse, evaluate, and compare the performance of Canadian hedge funds and mutual funds. …
analyse, evaluate, and compare the performance of Canadian hedge funds and mutual funds. …
Monitoring abnormality in returns around credit rating announcements
A Kapoor, S Sachdeva, A Gupta - Journal of Commerce and …, 2013 - papers.ssrn.com
A reliable credit rating provides creditworthiness and financial strength to a firm. Any
revision to credit rating may provide signal to volatility in returns of that firm. We study the …
revision to credit rating may provide signal to volatility in returns of that firm. We study the …
Diversification Benefits of Sector Investments in Indian Capital Market
A Kapoor - International Journal of Business and Management …, 2012 - papers.ssrn.com
Since inception of sector indices in India there hasn’t been sufficient and adequate study
done to understand the benefits of sector investments and their diversification. This paper …
done to understand the benefits of sector investments and their diversification. This paper …
Pattern Recognition in FII Flows and Sensex Return: A Neural Network Approach
A Kapoor - INTERNATIONAL JOURNAL OF MANAGEMENT …, 2013 - papers.ssrn.com
The approach that is innovative and hardly applied is employed to further elaborate the
relationship between FIIs inflows and benchmark index return which still remains a mystery for …
relationship between FIIs inflows and benchmark index return which still remains a mystery for …
Investor Composition and Return Approximation
A Kapoor - International Journal of Management Research and …, 2014 - papers.ssrn.com
This paper talks about the trading behavior and portfolio performance of individual investors
using the data from the Indian stock market. I have checked the effect of noise traders on the …
using the data from the Indian stock market. I have checked the effect of noise traders on the …
Extreme Values Theory and Return Level Analysis for Catastrophe Prediction
A Kapoor, U Shrivastava - Journal of Investing, Forthcoming, 2013 - papers.ssrn.com
As the trade and information flow in the financial markets increasing, they are becoming more
volatile and sensitive to extreme events. Markets are now characterized by more frequent …
volatile and sensitive to extreme events. Markets are now characterized by more frequent …