M. Thenmozhi

TL;DR: In this article, the authors examined the asymmetric relationship between India volatility index (India VIX) and stock market returns, and demonstrated that Nifty returns are negatively related to the changes in India VIX levels, but in case of high upward movements in the market, the returns on the two indices tend to move independently.

TL;DR: In this article, support vector machines (SVM) have been used as an alternative forecasting tool for Nifty Index returns and it will lead to better returns based on the traditional forecasting accuracy measures, such as root mean squared errors, and financial criteria such as risk-adjusted measures of return.

TL;DR: In this article, the authors examined the effect of board independence on the firm value of SOEs in India and China and found that board independence adds value to SOEs and the presence of independent directors (IDs) in SOEs act as better monitors of performance to protect the interest of minority shareholders.

TL;DR: In this paper, the authors present an overview of behavioral and experimental asset pricing theory, and systematically review the evolution and current development of behavioral asset pricing modalities, and present a review of the current state of the art.

TL;DR: In this article, a study of post-acquisition performance of cross-border acquisitions involving emerging market firms shows that when developed market firms acquire emerging market firm, rule of law in the target country has a significant favorable impact on post-approach performance; while country level corporate governance has no impact.