01
Original Article
Open Access
Trend Following Algorithms on India's Nifty Index
Ronald T. Slivka, Vishal Keswani, Xuxiang Li
· pp. 5–14
DOI: 10.17010/ijf/2014/v8i1/71980
The objective of this technical analysis study was to test the profitability of 80 related trend following algorithms applied to closing prices for India's Nifty index over periods of rising, falling, mixed trend, and nearly trendless markets. Daily closing prices …
Keywords:
Trend Following, Algorithms, Nifty, Technical Analysis
02
Original Article
Open Access
An Analysis of Profitability and Marketability Efficiencies of Indian Public and Private Banks
Thota Nagaraju
· pp. 15–28
DOI: 10.17010/ijf/2014/v8i1/71981
The purpose of this study is to analyze the performance of Indian public and private banks by applying the data envelopment analysis (DEA) on a sample of 34 banks by considering the time period from 2006 to 2010. This study …
Keywords:
Banks, Profitability, Marketability, Efficiency, Data Envelopment Analysis (DEA)
03
Original Article
Open Access
Agency Cost, Growth Options, and Debt Maturity in the Indian Corporate Sector
Venugopalan T., Madhu Vij
· pp. 29–42
DOI: 10.17010/ijf/2014/v8i1/71982
The debt maturity literature has established that agency cost problems, information asymmetry, and liquidity risk are important factors which determine the corporate debt maturity structure. Using panel OLS regression methodology on a panel data of 266 firms drawn from BSE …
Keywords:
Debt Maturity, Capital Structure, Leverage, Agency Problems, Agency Cost
04
Original Article
Open Access
The Impact of Inflation on Financial Sector Performance: A Case Study of Sub-Saharan Africa
Apanisile Olumuyiwa Tolulope, Oyelami Lukman Oyeyinka
· pp. 43–50
DOI: 10.17010/ijf/2014/v8i1/71983
The study investigates the impact of inflation on financial sector performance in the sub-Saharan African region. To this end, dynamic panel data was employed, and the cross section covers 45 countries in the region between the period from 1980 - …
Keywords:
Inflation, Financial Sector, Anticipated Inflation, Unanticipated Inflation, Economic Performance