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Vaibhav Lalwani
Indian Institute of Management Lucknow
FinanceEconomicsQuality investingStock marketEarnings
4Publications
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#1Vaibhav Lalwani (Indian Institute of Management Lucknow)
#2Madhumita Chakraborty (Indian Institute of Management Lucknow)H-Index: 2
ABSTRACTRecent studies in macro accounting suggest that changes in aggregate accounting earnings can predict quarterly GDP growth in the USA. Our objective in this study is to test the robustness o...
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#1Vaibhav Lalwani (Indian Institute of Management Lucknow)
#2Udayan Sharma (Indian Institute of Management Lucknow)
Last. Madhumita Chakraborty (Indian Institute of Management Lucknow)H-Index: 2
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Abstract This study attempts to investigate the presence of post event over- or under-reaction in stock markets of the top 10 countries by market capitalisation. An event is defined as an extreme price movement beyond a pre-defined threshold. Intra-day stock returns at 10-minute frequency starting from June 2009 till May 2016 have been analysed using average cumulative returns (ACR) and average cumulative abnormal returns (ACAR) for a 6-day duration after the event. It appears that there is pres...
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#1Vaibhav Lalwani (Indian Institute of Management Lucknow)
#2Madhumita Chakraborty (Indian Institute of Management Lucknow)H-Index: 2
We test if seven commonly used asset-pricing factors predict future growth in GDP and industrial production. There is minimal evidence that asset-pricing factors other than the market factor predict future economic growth. Predictive power of these factors reported in earlier literature seems to have attenuated.
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#1Vaibhav Lalwani (Indian Institute of Management Lucknow)
#2Madhumita Chakraborty (Indian Institute of Management Lucknow)H-Index: 2
Purpose The purpose of this paper is to explore whether stock selection strategies based on four fundamental quality indicators can generate superior returns compared to overall market. Design/methodology/approach The sample of stocks comprises the constituents of BSE-500 index, which is a broad based index consisting of highly liquid stocks from all 20 major industries of the Indian economy. Portfolios are constructed on the basis of quality indicator rankings of companies and the returns of th...
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