- Bengaluru, Karnataka, India
- +919341105794
Anilkumar G Garag
Chanakya University, School of Commerce and Management, Faculty Member
- Consultant, Management, Post-Docadd
- A Management Professional with wide area of expertise and experience in Investment Banking, Management Consultancy, M... moreA Management Professional with wide area of expertise and experience in Investment Banking, Management Consultancy, Management Education and Corporate Training.
For an idea about what I stand for and my views about the economy, markets, etc. please visit http://www.anilgarag.blogspot.com
Specialties: Investment Management, Derivatives, International Finance, Management Consulting, Management Development Programs, Corporate Restructuringedit - Ramesh Bommadevaraedit
Research Interests:
Research Interests:
Research Interests:
Chetan G K and Dr. Anilkumar G Garag (2017), "An Empirical Analysis of Lead and Lag Relationship between CNX Bank Index and Bank Nifty Futures of Indian Capital Market", International Conference on Global Healthcare Management... more
Chetan G K and Dr. Anilkumar G Garag (2017), "An Empirical Analysis of Lead and Lag Relationship between CNX Bank Index and Bank Nifty Futures of Indian Capital Market", International Conference on Global Healthcare Management and Business Issues, Conducted by: Kirloskar Institute of Advanced Management Studies, Pune, pp223-234. (ISBN:978-93- 86256-31-7)<br>
The research study attempts to make the mutual fund (MF) investor understand how the various risk parameters like Alpha, Asset under management, Beta, Expense Ratio, R-Squared, Sharpe Ratio, Sortino Ratio, and Standard deviation impact... more
The research study attempts to make the mutual fund (MF) investor understand how the various risk parameters like Alpha, Asset under management, Beta, Expense Ratio, R-Squared, Sharpe Ratio, Sortino Ratio, and Standard deviation impact the returns of the MF. This information is instrumental to make dynamic investor choices. To narrow down the scope of the study analysis of 193 schemes of the top 15 MFs was considered. Only MFs with a minimum of 5 years of existence were considered. The relationship between the funds’ parameters was found using correlation and multiple regression statistical techniques. It was observed that the Sharpe ratio and Sortino ratio had a high positive correlation with the returns of the MF. The highest contributing regression predictor to explain the performance of the MF was the Sharpe ratio followed by Alpha, Expense ratio, & Asset under management.
Research Interests:
The study is an attempt to find a relation between the change in the prices of futures contracts of specific stocks and the change in Open Interest. Participants in the stock markets believe that the amount of open interest in a... more
The study is an attempt to find a relation between the change in the prices of futures contracts of specific stocks and the change in Open Interest. Participants in the stock markets believe that the amount of open interest in a particular contract has a bearing on the behavior of the price of the contract. This popular perception is put to test in the following research by correlating the change in open interest in stock futures with the change in the futures prices. Empirical data has been collected from bhav copies published by the National Stock Exchange, India and then the data is subjected to correlation analysis to find out the significance of these parameters. The daily price data and open interest data is collected for sixteen stocks and the index (NIFTY) for a period of 4 years. The correlation between the change in futures price and the change in open interest is calculated for near month contracts of these seventeen futures contracts. Keywords-Futures, Derivatives, Open ...
Research Interests:
This paper calculates the z-score for NIFTY companies and comments on their financial status
Research Interests:
This paper probes the relationship between Futures Price and the cost of carry in Indian stock markets
Research Interests:
The study is an attempt to find a relation between the change in the prices of futures contracts of specific stocks and the change in Open Interest. Participants in the stock markets believe that the amount of open interest in a... more
The study is an attempt to find a relation between
the change in the prices of futures contracts of specific stocks
and the change in Open Interest. Participants in the stock
markets believe that the amount of open interest in a
particular contract has a bearing on the behavior of the price
of the contract. This popular perception is put to test in the
following research by correlating the change in open interest in
stock futures with the change in the futures prices.
Empirical data has been collected from bhav copies published
by the National Stock Exchange, India and then the data is
subjected to correlation analysis to find out the significance of
these parameters. The daily price data and open interest data
is collected for sixteen stocks and the index (NIFTY) for a
period of 4 years. The correlation between the change in
futures price and the change in open interest is calculated for
near month contracts of these seventeen futures contracts.
the change in the prices of futures contracts of specific stocks
and the change in Open Interest. Participants in the stock
markets believe that the amount of open interest in a
particular contract has a bearing on the behavior of the price
of the contract. This popular perception is put to test in the
following research by correlating the change in open interest in
stock futures with the change in the futures prices.
Empirical data has been collected from bhav copies published
by the National Stock Exchange, India and then the data is
subjected to correlation analysis to find out the significance of
these parameters. The daily price data and open interest data
is collected for sixteen stocks and the index (NIFTY) for a
period of 4 years. The correlation between the change in
futures price and the change in open interest is calculated for
near month contracts of these seventeen futures contracts.
Research Interests:
The study is an attempt to find a relation between the prices of futures contracts of specific stocks, spot prices in the cash market, the cost of carry and the MIBOR rates. The study assumes that the cost of carry is closely related to... more
The study is an attempt to find a relation between the prices of futures contracts of specific
stocks, spot prices in the cash market, the cost of carry and the MIBOR rates. The study
assumes that the cost of carry is closely related to the MIBOR rates and it varies according to
the MIBOR rate which signifies the cost of Liquid funds in the system.
Based on the Empirical data collected from bhav copies published by the National Stock
Exchange, India for the period of 2002 to 2006, it was found that there is very low correlation
between the cost of carry and the risk free rate of return. The same results were found
between the change in cost of carry and the change in risk free rate of return.
This study concludes that, the cost of carry cannot be assumed to be the risk free rate and a
component of risk in the form of volatility has to be inducted into the model to make it
complete.
stocks, spot prices in the cash market, the cost of carry and the MIBOR rates. The study
assumes that the cost of carry is closely related to the MIBOR rates and it varies according to
the MIBOR rate which signifies the cost of Liquid funds in the system.
Based on the Empirical data collected from bhav copies published by the National Stock
Exchange, India for the period of 2002 to 2006, it was found that there is very low correlation
between the cost of carry and the risk free rate of return. The same results were found
between the change in cost of carry and the change in risk free rate of return.
This study concludes that, the cost of carry cannot be assumed to be the risk free rate and a
component of risk in the form of volatility has to be inducted into the model to make it
complete.