01
Original Article
Open Access
Nifty Futures Rollover Strategies
Ronald T. Slivka, Jie Yang, Weiyu Wan
· pp. 7–21
DOI: 10.17010/ijf/2017/v11i7/116563
As expiration dates for Nifty stock index futures approach, trading volume in calendar spreads rises at times to over 50% of the total daily volume, making this transaction particularly important to execute efficiently for investors rolling over sizable positions into …
Keywords:
Rollover Strategy, Calendar Spreads, Stock Index Futures, Nifty Futures
02
Original Article
Open Access
International Portfolio Diversification Opportunities for the Indian Investors in and Around U.S. 2007-09 Financial Crisis : An ARDL Application for Future Reference
Ranjan Dasgupta
· pp. 22–49
DOI: 10.17010/ijf/2017/v11i7/116565
This study primarily aimed at finding the portfolio diversification and arbitrage opportunities for the Indian and international investors by investigating the short- and long-run associations and co-integrations in between the Indian and 40 international stock markets amidst the recent U.S. …
Keywords:
Co-Integrations, Indian Investors, International Markets, Autoregressive Distributed Lag, Portfolio Diversification, Market Efficiency
03
Original Article
Open Access
Impact of Interim Dividend Announcements on Banking Stock Prices in India
Asha Nadig
· pp. 50–64
DOI: 10.17010/ijf/2017/v11i7/116567
This study examined the stock market reaction to interim dividend announcements by Indian public sector banks in the year 2014. The year 2014 was the Indian parliamentary election year; there were a lot of expectations about dividends by the investing …
Keywords:
Efficient Market Hypothesis, Event Study, Average Abnormal Returns, Cumulative Average Abnormal Returns, Interim Dividends
04
Original Article
Open Access
Impact of Goods and Services Tax Bill on the Indian Economy
Seema Shokeen, Vijeta Banwari, Pooja Singh
· pp. 65–78
DOI: 10.17010/ijf/2017/v11i7/116568
The Goods and Services Tax Bill or GST Bill is officially also known as The Constitution (One Hundred Twenty Second Amendment) Act, 2016 which proposes a national value added tax to be applied in India from July 1, 2017. The …
Keywords:
GST, UGST, SGST, VAT, SME