User profiles for Amitesh Kapoor

Amitesh Kapoor

Lovely Professional University
Verified email at lpu.co.in
Cited by 75

Stock market co-integration: an investigation of South Asian Countries

A Kapoor, HK Singh - ACADEMICIA: An International …, 2013 - papers.ssrn.com
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 …

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 …

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 …

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 …

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. …

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 …

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 …

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 …

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 …

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 …