What explains millennials' intention to invest in the stock market? An extension to the theory of planned behavior

S Bhatia, N Singh, H Jain - The Journal of Wealth …, 2021 - search.proquest.com
The study intends to determine the factors that influence millennial investors' attitudes and
behavioral intention to invest in the stock market in a developing nation. We extended the …

Portfolio construction and management in the BARRA aegis system: A case study using the USER data

W Miller, GL Xu, JB Guerard - The Journal of Investing, 2014 - joi.pm-research.com
In this article, we demonstrate the effectiveness of the Barra Aegis system and Barra factor
model to construct portfolios representing popular and well-established investment …

Strangle to resuscitate: Evidence from India

P Bangur - Journal of Investment Strategies, 2020 - papers.ssrn.com
This study examines the performance of two strangle strategies at different legs to find the
best strategy for consistent profit generation when trading on the Indian stock market index …

Determination of Properties of the Benchmark Index through Strangle Option Strategies

P Bangur, M Singh, PK Singh… - Journal of Asia-Pacific …, 2022 - Taylor & Francis
The purpose of this paper is to measure the intrinsic characteristics of the Indian capital
market through the long and short strangle options strategies. The study uses the …

Angled short straddle: A new dimension of trading

P Bangur, MK Singh, PK Singh… - The Journal of Wealth …, 2021 - search.proquest.com
In this article, the authors propose a novel option strategy that is better (in terms of success
rate, profitability, risk, and return) than the short straddle option strategy on the Indian stock …

Performance of strip option strategy on Indian capital market

P Bangur - International Journal of Financial Services …, 2020 - inderscienceonline.com
The aim of this study is to analyse the performance of two different strip option strategies are
analysed on the Indian stock market index, Nifty. The strategies on the data ranges from …

Properties of Indian stock market: Evidence using strap option strategy

P Bangur, MK Singh, PK Singh… - International Journal of …, 2021 - World Scientific
This study aims to measure the volatility behavior and movement property of the Nifty Index
through the strap option strategies by using the trigonometric ratio of options (tan θ). These …

International vs. Local Credit Ratings for Structured Products: The Case of Brazilian ABSs

L Alvarenga, G Varga - Journal of Structured Finance, 2018 - search.proquest.com
This article documents the growing market share of the Brazilian credit rating agencies
(CRAs) versus the big three in rating Brazilian ABS securities (FIDC). These agencies have …