https://ir.vidyasagar.ac.in/jspui/handle/123456789/6022 2026-04-26T01:49:01Z 2026-04-26T01:49:01Z Kumar, Kompalli Sasi https://ir.vidyasagar.ac.in/jspui/handle/123456789/6030 2021-06-11T04:29:08Z 2020-01-01T00:00:00Z

Title: Stock Market Volatility in the Post Recession – A Study on Extreme Volatility Estimators Authors: Kumar, Kompalli Sasi Abstract: Volatility is the measure of risk associated with the financial instruments. Volatility of a financial instrument can be understood either by using historical volatility measures or by using implied volatility measures. In the present study NSE-NIFTY listed stocks are selected for the purpose of understanding the volatility of select stocks in the post-recession period, using historical volatility estimators. Nearly 25 stocks are selected from NSE-NIFTY on a random basis for a period of five years i.e. 2009-2014 on a daily basis. Historical volatility levels of these companies are computed using classical, range-based and drift independent volatility measures. The volatility was analyzed using extreme value volatility estimators namely, Garman Klass estimator, the Parkinson estimator, the Rogers Satchell estimator and the Yang and Zhang estimator. One of the major finding in the study that recession affected the financial markets in the year 2008, but more deviations in the stock prices are observed in the year 2010, during recovery stage of recession, it may be due to the ambiguity presented in the financial markets across the world. The study also observed that stocks like Bharati Airtel, HCL Technologies, Ruchi Soya Industries, Reliance Communication and Union Bank of India exhibited high volatility during the study period, whereas the stocks like TCS, Infosys and HDFC are stagnant during the study period

2020-01-01T00:00:00Z Mandal, Pankaj Kumar https://ir.vidyasagar.ac.in/jspui/handle/123456789/6029 2021-06-11T04:26:52Z 2020-01-01T00:00:00Z

Title: Influence of GDP Growth Rate on FDI Inflows in the Post-Liberalized Indian Economy Authors: Mandal, Pankaj Kumar Abstract: Empirical studies uphold GDP growth rate as one of the determinant factors of FDI inflows. United Nations Conference on Trade and Development (UNCTAD) in its World Investment Report 2002 and 2012 identified Real GDP growth and GDP per capita of the host country as crucial factors that attract inward FDI. It is evident that the developed economies having high GDP figures receive the major part of world FDI flows. It is also observed that the countries where the growth rate is comparatively high enjoy good flows of inward FDI. India experienced a smart growth of GDP during the post-liberalized period but the growth has not found any consistency so far. The present study is intended to find whether the sluggish growth trend of Indian economy in the present decade influences the country’s inward FDI flows negatively or not. The study finally finds that the GDP growth rate alone fails to determine the FDI inflows in India in the post-liberalized period

2020-01-01T00:00:00Z Panigrahi, Kalpana https://ir.vidyasagar.ac.in/jspui/handle/123456789/6028 2021-06-11T04:23:57Z 2020-01-01T00:00:00Z

Title: Service Quality Management: A Comparative Study on Perception of Managerial and Non-Managerial Staff of Banks Authors: Panigrahi, Kalpana Abstract: In present competitive scenario service quality management (SQM) is the prime concern of banks. The present paper is the outcome of an empirical research conducted with the objective to study service quality management initiatives in the public sector banks (PSBs) of Odisha, a state of India. In 21st century delivering superior service quality has become the prerequisite for the success of Indian banks due to liberalization and globalization. The banks are now have to be of world class in standard for survival, committed to excellence in customers, shareholders and employees satisfaction, and to play a leading role in the expanding and diversifying financial sector by reaching the bottom line. Now ‘Quality’ is a buzz word in the marketers’ dictionary. Poor quality places a firm at a relatively competitive disadvantage position. Thus the purpose of the present research is to compare the perceptions both managerial and non managerial staff on SQM of banks.

2020-01-01T00:00:00Z Bhowmik, Debesh https://ir.vidyasagar.ac.in/jspui/handle/123456789/6027 2021-06-11T02:45:27Z 2020-01-01T00:00:00Z

Title: Impact of Gender Development Index on Human Development Index and Gross Domestic Product Per Capita Authors: Bhowmik, Debesh Abstract: In this paper, author wishes to find out the relationship among the Gender Development Index, Human Development Index and the Gross Domestic Product per capita of the 12 developed countries during 1990-2015 with the help of econometric models such as fixed effect panel regression, Fisher Johansen panel co-integration, panel vector error correction model and Wald test. The paper concludes that one per cent increase in GDI per year led to 0.1143% increase in GDP per capita and 0.0191% increase in HDI per year significantly during 1990-2015 which were found by fixed effect panel regression. Fisher-Johansen panel co-integration test confirms that there is one co-integrating equation among GDP per capita, HDI and GDI during the survey period. The co-integrating equation tends to equilibrium which indicates that there is long run association among them. From the System equation of VECM it was verified that there are long run causalities running from HDI and GDP per capita to GDI. Error correction process showed that the speed of adjustment is 95.25% per year which is significant. The Wald test shows that there are no short causalities running from HDI and GDP per capita to GDI and vice versa but there is short run causality running from HDI to GDP per capita. Over all, the VECM is stable, non stationary, non-normal and serially correlated.

2020-01-01T00:00:00Z