Sunday, March 25, 2012

Recent Research Topics - Security/Investment Analysis - January 2010








1. Equity Index Construction
 
Reference Articles
 
A Guide to Equity Index Construction
Martin S Fridson. Financial Analysts Journal. Charlottesville: Jan/Feb 2009. Vol. 65, Iss. 1; p. 66 (2 pages)
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2. Designing Defined Contribution Plans
 
Reference Articles
Designing a Defined-Contribution Plan: What to Learn from Aircraft Designers
David Blake, Andrew Cairns, Kevin Dowd. Financial Analysts Journal. Charlottesville: Jan/Feb 2009. Vol. 65, Iss. 1; p. 37 (8 pages)
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3. Operational Risk for Hedge Funds

 Operational Risk for Hedge Funds
By
Ridhima Mangal
Roll No 140
PGDIM 16

Reference Articles
1. Estimating Operational Risk for Hedge Funds: The [omega]-Score
Stephen Brown, William Goetzmann, Bing Liang, Christopher Schwarz. Financial Analysts Journal. Charlottesville: Jan/Feb 2009. Vol. 65, Iss. 1; p. 43 (12 pages)
 
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4. Soft Dollars
 
-- Binu
 
Reference Articles
1. The End of "Soft Dollars"?
John C Bogle. Financial Analysts Journal. Charlottesville: Mar/Apr 2009. Vol. 65, Iss. 2; p. 48 (8 pages)
 
 
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5. Trading Volume and Stock prices, Price Changes and Investment and ट्रेडिंग

 
 
Shwetha.C
Roll No.- 171
PGDIM 16
 
Reference Articles 
 
1. Trading Volume and Stock Investments
Jeffrey H Brown, Douglas K Crocker, Stephen R Foerster. Financial Analysts Journal. Charlottesville: Mar/Apr 2009. Vol. 65, Iss. 2; p. 67 (19 pages)
 
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Reference Articles
 
1. Governance Role of Analyst Coverage and Investor Protection
Jerry Sun. Financial Analysts Journal. Charlottesville: Nov/Dec 2009. Vol. 65, Iss. 6; p. 52 (14 pages)
 
2. Do Security Analysts Reduce Noise?
Maria Schutte, Emre Unlu. Financial Analysts Journal. Charlottesville: May/Jun 2009. Vol. 65, Iss. 3; p. 40 (16 pages)

By:
    Jai Ganesh
    IE 39, Roll No: 36
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7. Hedge Fund Performance Measurement
 
By:-
Nishant K Garg
Roll No. 105
IM - 16

Reference Articles
 
1. Measurement Biases in Hedge Fund Performance Data: An Update
William Fung, David A Hsieh. Financial Analysts Journal. Charlottesville: May/Jun 2009. Vol. 65, Iss. 3; p. 36 (5 pages)
 
2. Hedge Fund Performance Persistence: A New Approach
Nicole M Boyson. Financial Analysts Journal. Charlottesville: Nov/Dec 2008. Vol. 64, Iss. 6; p. 27 (18 pages)
 
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8. Regulating Financial Markets
Regulating Financial Markets

By
Rathina Giridhar S
Roll No. 135,
IM 16.

Reference Articles
1. Regulating Financial Markets: Protecting Us from Ourselves and Others
Meir Statman. Financial Analysts Journal. Charlottesville: May/Jun 2009. Vol. 65, Iss. 3; p. 22 (11 pages)
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9. Post-Earnings-Announcement Drift
Reference Articles
Liquidity and the Post-Earnings-Announcement Drift
Tarun Chordia, Amit Goyal, Gil Sadka, Ronnie Sadka, Lakshmanan Shivakumar. Financial Analysts Journal. Charlottesville: Jul/Aug 2009. Vol. 65, Iss. 4; p. 18 (15 pages)
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10. Wealth - Dynamics - Periodic Accumulation, Investment, and Growth
Reference Articles

What Will the Likely Range of My Wealth Be?
Raymond Kan, Guofu Zhou. Financial Analysts Journal. Charlottesville: Jul/Aug 2009. Vol. 65, Iss. 4; p. 68 (10 pages) 
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11. Convertible Arbitrage Strategy
Reference Articles

By Vaibhav Gupta
IM-16
Roll no 196
 
The Rise and Demise of the Convertible Arbitrage Strategy
Igor Loncarski, Jenke ter Horst, Chris Veld. Financial Analysts Journal. Charlottesville: Sep/Oct 2009. Vol. 65, Iss. 5; p. 35 (17 pages)
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12. Performance of Real Estate Mutual Funds
Reference Articles
Real Estate Mutual Funds Performance

By:
Abhishek Kumar
PGDIE - 39


REIT Momentum and the Performance of Real Estate Mutual Funds
Jeroen Derwall, Joop Huij, Dirk Brounen, Wessel Marquering. Financial Analysts Journal. Charlottesville: Sep/Oct 2009. Vol. 65, Iss. 5; p. 24 (12 pages)
 
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13. Rates of Return on Equity Shares
Rates of return on Equity Shares

By
Kapoor Singh
IM -16 A
Roll No 76

Reference Articles
 
1. Adjusted Earnings Yields and Real Rates of Return
Darshana D Palkar, Stephen E Wilcox. Financial Analysts Journal. Charlottesville: Sep/Oct 2009. Vol. 65, Iss. 5; p. 66 (15 pages)
 
2. The Adjusted Earnings Yield
Stephen E Wilcox. Financial Analysts Journal. Charlottesville: Sep/Oct 2007. Vol. 63, Iss. 5; p. 54 (15 pages)
 
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14. Institutional Investment Decisions

http://knol.google.com/k/aakash/institutional-investment-decisions/1iupvk5ywsnd6/2#Rates of return on Equity Shares

By:
Aakash Chawla
Roll - 2
PGDIM 16


Reference Articles
Absence of Value: An Analysis of Investment Allocation Decisions by Institutional Plan Sponsors
Scott D Stewart, John J Neumann, Christopher R Knittel, Jeffrey Heisler. Financial Analysts Journal. Charlottesville: Nov/Dec 2009. Vol. 65, Iss. 6; p. 34 (19 pages)
 
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15. Indexed Funds - पर्फोर्मांस

Indexed Funds - Performance
 By Anurag Lakhotia
PGDIM 16 Sec A Roll No. 030
NITIE
Reference Articles
 
1. Why Fundamental Indexation Might-or Might Not-Work
Paul D Kaplan. Financial Analysts Journal. Charlottesville: Jan/Feb 2008. Vol. 64, Iss. 1; p. 32 (8 pages)
 

2. Fundamentally Flawed Indexing
André F Perold. Financial Analysts Journal. Charlottesville: Nov/Dec 2007. Vol. 63, Iss. 6; p. 31 (7 pages)
3. Index Changes and Losses to Index Fund Investors
Honghui Chen, Gregory Noronha, Vijay Singal. Financial Analysts Journal. Charlottesville: Jul/Aug 2006. Vol. 62, Iss. 4; p. 31 (14 pages)

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16. Equity Returns at the Turn of the Month
Reference Articles
Equity Returns at the Turn of the Month
John J McConnell, Wei Xu. Financial Analysts Journal. Charlottesville: Mar/Apr 2008. Vol. 64, Iss. 2; p. 49 (16 pages)
 
 
- Pranav Phatak
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17. Behavioral Asset-Pricing Model
 
Reference Articles
Affect in a Behavioral Asset-Pricing Model
Meir Statman, Kenneth L Fisher, Deniz Anginer. Financial Analysts Journal. Charlottesville: Mar/Apr 2008. Vol. 64, Iss. 2; p. 20 (10 pages)  
 
 
-- Navin Agarwal
 IM - 16 Roll नो 97
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18. Earnings Forecasts

Aditya Kaul
Section A
Roll no. 13


Reference Articles
1. Buy-Side vs. Sell-Side Analysts' Earnings Forecasts
Boris Groysberg, Paul Healy, Craig Chapman. Financial Analysts Journal. Charlottesville: Jul/Aug 2008. Vol. 64, Iss. 4; p. 25 (15 pages)
 

2. Chronic Bias in Earnings Forecasts
Seung-Woog Kwag, Ronald E Shrieves. Financial Analysts Journal. Charlottesville: Jan/Feb 2006. Vol. 62, Iss. 1; p. 81 (16 pages)
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Reference Articles
Stock Repurchases and the EPS Enhancement Fallacy
Jacob Oded, Allen Michel. Financial Analysts Journal. Charlottesville: Jul/Aug 2008. Vol. 64, Iss. 4; p. 62 (14 pages)
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20. Consensus Forecasts
 
Consensus Forecasts

Yash Agrawal
IM 16
Section C

Reference Articles
Creating a "Smart" Conditional Consensus Forecast
Lawrence D Brown, Gerald D Gay, Marian Turac. Financial Analysts Journal. Charlottesville: Nov/Dec 2008. Vol. 64, Iss. 6; p. 74 (13 pages)
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21. Cash Flow and Valuations
Reference Articles
1.Is Cash Flow King in Valuations?
Jing Liu, Doron Nissim, Jacob Thomas. Financial Analysts Journal. Charlottesville: Mar/Apr 2007. Vol. 63, Iss. 2; p. 56 (13 pages)
 

2. Cash Flows, Accruals, and Future Returns
Joshua Livnat, Massimo Santicchia. Financial Analysts Journal. Charlottesville: Jul/Aug 2006. Vol. 62, Iss. 4; p. 48 (14 pages)
3. Do We Accept Accrual Profits at Our Peril?
Qiao Liu, Rong Qi. Financial Analysts Journal. Charlottesville: Jul/Aug 2006. Vol. 62, Iss. 4; p. 62 (12 pages)
 
 
 
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22. Country Selection
 
Country Selection

By
Shiwam
Roll No # 166
IM 16 C

Reference Articles
Residual Income Approach to Equity Country Selection
Stéphanie Desrosiers, Natacha Lemaire, Jean-François L'Her. Financial Analysts Journal. Charlottesville: Mar/Apr 2007. Vol. 63, Iss. 2; p. 76 (14 pages)
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23. Relation between Stock Returns  with Earnings Measures and Reports
Reference Articles
Interaction of Stock Return Momentum with Earnings Measures
Ilya Figelman. Financial Analysts Journal. Charlottesville: May/Jun 2007. Vol. 63, Iss. 3; p. 71 (9 pages)
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24. Is Illiquidity a Risk Factor?

Is Illiquidity a Risk Factor?

By, Shailendra Kumar Mahanta
Roll No - 161, IM 16 C
 
Reference Articles
Is Illiquidity a Risk Factor? A Critical Look at Commission Costs
Jinliang Li, Robert M Mooradian, Wei David Zhang. Financial Analysts Journal. Charlottesville: Jul/Aug 2007. Vol. 63, Iss. 4; p. 28 (12 pages)
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25. Asset Allocation
 
Reference Articles

1. Expected Utility Asset Allocation
William F Sharpe. Financial Analysts Journal. Charlottesville: Sep/Oct 2007. Vol. 63, Iss. 5; p. 18 (13 pages)
 
2. Human Capital, Asset Allocation, and Life Insurance
Peng Chen, Roger G Ibbotson, Moshe A Milevsky, Kevin X Zhu. Financial Analysts Journal. Charlottesville: Jan/Feb 2006. Vol. 62, Iss. 1; p. 97 (13 pages)
3. After-Tax Asset Allocation
William Reichenstein. Financial Analysts Journal. Charlottesville: Jul/Aug 2006. Vol. 62, Iss. 4; p. 14 (7 pages)
4. Covariance Misspecification in Asset Allocation
Steven P Peterson, John T Grier. Financial Analysts Journal. Charlottesville: Jul/Aug 2006. Vol. 62, Iss. 4; p. 76 (10 pages)
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26. Portfolio Revision
 
Reference Articles
1. Rebalancing Revisited: The Role of Derivatives
David T Brown, Gideon Ozik, Daniel Scholz. Financial Analysts Journal. Charlottesville: Sep/Oct 2007. Vol. 63, Iss. 5; p. 32 (13 pages)  
 
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27. Trading Patterns and Stock Returns
 
 
Reference Articles
Trading Patterns and Excess Comovement of Stock Returns
Robin M Greenwood, Nathan Sosner. Financial Analysts Journal. Charlottesville: Sep/Oct 2007. Vol. 63, Iss. 5; p. 69 (13 pages)
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28. Statistical Arbitrage
IM-16, Sec-B
Reference Articles 
 
The Statistics of Statistical Arbitrage
Robert Fernholz, Cary Maguire Jr. Financial Analysts Journal. Charlottesville: Sep/Oct 2007. Vol. 63, Iss. 5; p. 46 (7 pages)
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29. Industry Classification Level Price Changes
 
Reference Articles
 
1. Industry Classifications and Return Comovement
Louis K C Chan, Josef Lakonishok, Bhaskaran Swaminathan. Financial Analysts Journal. Charlottesville: Nov/Dec 2007. Vol. 63, Iss. 6; p. 56 (15 pages)
2. Sector Effects in Developed vs. Emerging Markets
Jianguo Chen, Andrea Bennett, Ting Zheng. Financial Analysts Journal. Charlottesville: Nov/Dec 2006. Vol. 62, Iss. 6; p. 40 (12 pages)
 
 
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30. Corporate Distress and Equity Valuation
 
Reference Articles
 
Corporate Failure and Equity Valuation
Sherrill Shaffer. Financial Analysts Journal. Charlottesville: Jan/Feb 2006. Vol. 62, Iss. 1; p. 71 (10 pages)  
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31. International Patterns of Payout Ratio, Earnings, Dividends, and Returns
-- Deepak Suresh

Reference Articles
 
International Evidence on the Payout Ratio, Earnings, Dividends, and Returns
Owain ap Gwilym, James Seaton, Karina Suddason, Stephen Thomas. Financial Analysts Journal. Charlottesville: Jan/Feb 2006. Vol. 62, Iss. 1; p. 36 (18 pages)
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32. Long-Term Returns on Equity Shares
 
 
- Bhavik Sanghavi
  Roll no: 19
  PGDIE - 39
  NITIE
 
Reference Articles
 
Long-Term Returns on the Original S&P 500 Companies
Jeremy J Siegel, Jeremy D Schwartz. Financial Analysts Journal. Charlottesville: Jan/Feb 2006. Vol. 62, Iss. 1; p. 18 (14 pages)
 
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33. Dividend Payout and Future Earnings Growth

- Saurabh Sharma
  Roll No. 159

Reference Articles
 
Dividend Payout and Future Earnings Growth
Ping Zhou, William Ruland. Financial Analysts Journal. Charlottesville: May/Jun 2006. Vol. 62, Iss. 3; p. 58 (12 pages)
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34. Information Ratio
Information Ratio
- Rohit Nandalal Pillai
 Roll No. 146

Reference Articles
 
Information Ratios and Batting Averages
Neil Constable, Jeremy Armitage. Financial Analysts Journal. Charlottesville: May/Jun 2006. Vol. 62, Iss. 3; p. 24 (9 pages)
 
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35. The January Effect

Lavanya Jyothilingam
Roll No 83
IM-16
Lavanya Jyothilingam
Roll No 83
IM-16

Reference Articles
 
The January Effect
Mark Haug, Mark Hirschey. Financial Analysts Journal. Charlottesville: Sep/Oct 2006. Vol. 62, Iss. 5; p. 78 (11 pages)
 
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36. Expected Returns
Roll No.: 160

Reference Articles
The Misuse of Expected Returns
Eric Hughson, Michael Stutzer, Chris Yung. Financial Analysts Journal. Charlottesville: Nov/Dec 2006. Vol. 62, Iss. 6; p. 88 (9 pages)
 
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37. Utility of Target Prices
Reference Articles
 
1. Portfolio Returns and Target Prices By Stefano Bonini et al.

n      http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1063861

2. Asquith P. et al.  Information Content of Equity Analyst Reports, Journal of Financial Economics, 2005, Vol. 75, pp.245-282
Saurabh Dalal
IM 16-158
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38. Setting of Target Prices
 
Reference Articles

1. Bradshaw, Mark T., The Use of Target Prices to Justify Sell-Side Analysts' Stock Recommendations (December 2001). Available at SSRN: http://ssrn.com/abstract=303162 or doi:10.2139/ssrn.303162
2. Demirakos, Strong and Walker, Does valuation model choice affect target price accuracy? http://www.aislab.aueb.gr/accfin/DownLoads/seminars/ATT00094.pdf


http://knol.google.com/k/lokesh/setting-of-target-prices/7sxxypjy4ygj/4#

Lokesh Bhirud
IM -16
Roll No : ०८४


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39. Investors - Characteristics

Investors Characteristics

By
    Avinash Raj
    IM - 16   
    Roll No. 040

Reference Articles
Normal Investors, Then and Now
Meir Statman. Financial Analysts Journal. Charlottesville: Mar/Apr 2005. Vol. 61, Iss. 2; p. 31 (7 pages)
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40.Momentum
Reference Articles

Understanding Momentum
Alan Scowcroft, James Sefton. Financial Analysts Journal. Charlottesville: Mar/Apr 2005. Vol. 61, Iss. 2; p. 64 (19 pages)
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41.  Beta as a Risk Measure and Measurement of Beta
 
 
      Srinivasan.L
      IM -16
      Roll No. 212
 
Reference Articles
 
1. Value and Risk: Beyond Betas
Aswath Damodaran. Financial Analysts Journal. Charlottesville: Mar/Apr 2005. Vol. 61, Iss. 2; p. 38 (6 pages)
 
2. Allocation Betas
Martin L Leibowitz, Anthony Bova. Financial Analysts Journal. Charlottesville: Jul/Aug 2005. Vol. 61, Iss. 4; p. 70 (13 pages)
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42. Monetary Policy and Stock Price Returns
Reference Articles
More on Monetary Policy and Stock Price Returns
J Benson Durham. Financial Analysts Journal. Charlottesville: Jul/Aug 2005. Vol. 61, Iss. 4; p. 83 (8 pages)

  - Rohit Kumar Gupta (ITM - 14)
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43. Fees for Portfolio मैनेजमेंट
 
 
Reference Articles
 
Are Active Management Fees Too High?
Richard M Ennis. Financial Analysts Journal. Charlottesville: Sep/Oct 2005. Vol. 61, Iss. 5; p. 44 (8 pages)
 
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44. Portfolio Implementation Efficiency
 
Reference Articles

Implementation Efficiency
Richard Grinold. Financial Analysts Journal. Charlottesville: Sep/Oct 2005. Vol. 61, Iss. 5; p. 52 (13 pages)
 
-Rohan Kumar(IM16)
Roll no 143
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45. Efficient Securities Markets Theory or Efficient Markets Hypothesis (EMH)

Sagar Kasare
IM-16
Roll No - 150

Reference Articles

Market Efficiency: A Theoretical Distinction and So What?
Harry M Markowitz. Financial Analysts Journal. Charlottesville: Sep/Oct 2005. Vol. 61, Iss. 5; p. 17 (14 pages)
 
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