Kiran Mehta

Anomalous Behavior of Stock Prices in India - Volume I: a Study of Calendar Anomalies Kiran Mehta

It is matter of great pleasure to present this book to the readers. This book is an outcome of my doctoral work and has been presented in two volumes under the title Anomalous Behavior of Stock Prices in India. A. Anomalous Behavior of Stock Prices in India-Volume I (A Study of Calendar Anomalies) B. Anomalous Behavior of Stock Prices in India-Volume II (A Study of Firm Characteristics Anomalies) A thorough study has been done to examine anomalous behavior of stock prices on Indian stock market for a comprehensive period of around ten years. The results discussed in the book can be very useful for the reader in understanding the stock price behavior during various times in a calendar year and how investors can compose various profitable investment strategies by timing their investment decisions. Volume I of the book has discussed the Calendar Anomalies in Indian Stock Market. And Volume II has explained various firm specific parameters which can help the investor in getting extra ordinary returns. It tells about the performance of value and growth stocks.