[PDF][PDF] Forecasting stock market prices using mixed ARIMA model: A case study of Indian pharmaceutical companies

BK Meher, IT Hawaldar, C Spulbar… - … Management & Financial …, 2021 - researchgate.net
Many investors in order to predict stock prices use various techniques like fundamental
analysis and technical analysis and sometimes rely on the discussions provided by various …

The impact of COVID-19 on price volatility of crude oil and natural gas listed on multi commodity exchange of India

BK Meher, IT Hawaldar, L Mohapatra… - International Journal of …, 2020 - econjournals.org.tr
The impact of COVID-19, due to the wide-spread demand and supply destruction and
downward movement of crude oil prices is of concern for all those connected with the oil and …

The effects of environment, society and governance scores on investment returns and stock market volatility

BK Meher, IT Hawaldar, L Mohapatra… - … Journal of Energy …, 2020 - econjournals.org.tr
Sustainability reporting and disclosure in India have received a significant attention over the
most recent few years propelled to a large extent by investors and policy makers. The …

Efficient market hypothesis in the presence of market imperfections: Evidence from selected stock markets in Africa

I Kelikume, E Olaniyi, FA Iyohab - International Journal of Management …, 2020 - econstor.eu
This paper investigated the weak axiom of the efficient market hypothesis (EMH) as it
applies to fifteen (15) leading stock markets in Africa. There are currently over twenty-nine …

[PDF][PDF] The testing of efficient market hypotheses: A study of Indian pharmaceutical industry

A Kumar, R Soni, IT Hawaldar, M Vyas… - International Journal of …, 2020 - researchgate.net
The purpose of this study is to test whether the Indian pharmaceutical companies support
efficient market hypotheses (EMH) and examine the efficiency of the Indian stock market in …

Causal nexus between the anamolies in the crude oil price and stock market

IT Hawaldar, TM Rajesha, L Lokesha… - International Journal of …, 2020 - econjournals.net.tr
The paper attempts to examine the causal association between the crude oil price
anomalies and stock market returns in the Indian stock market. The study covers nine years …

Measuring leverage effect of covid-19 on stock price volatility of energy companies using high frequency data

BK Meher, IT Hawaldar, M Thomas Gil… - International Journal of …, 2021 - papers.ssrn.com
The uprising of the pandemic COVID-19 has paralyzed the whole Indian economy, and as a
result the Indian stock market is severely affected too. The widely inclusive lockdown …

[LIBRO][B] Testing the weak form of efficiency of cryptocurrencies: A case study of Bitcoin and Litecoin

IT Hawaldar, TM Rajesha, LJD Souza - 2020 - researchgate.net
This study examines the weak form of efficiency of the exchange rate of cryptocurrencies
against US Dollar. The study is based on the exchange rate of Bitcoin and Litecoin against …

[PDF][PDF] Can crude oil futures be the good hedging tool for tyre equities?: evidence from India

KA Kumar, P Pinto, IT Hawaldar, KG Ramesh - International Journal of …, 2021 - zbw.eu
This article examines the cross-hedging performance of crude futures against the tyre equity
futures to hedge the tyre equity stocks. Three multivariate conditional volatility models …

Further evidence on efficiency of Bahrain Bourse: A high challenge for other industries

IT Hawaldar, FR Birau, CM Spulbar, B Rohit… - Industria …, 2020 - papers.ssrn.com
The purpose of the present study is to provide further evidence of the weak form efficiency of
the Bahrain Bourse. The research methodology is based on daily closing index values of the …