Purpose This study examined Indian institutional investors' holding data to understand their
investment strategy (Portfolio Concentration/Diversification) and explored whether their skills …

Targeting systemic risk, we propose a two-stage analysis of a large collection of stock
markets by considering their interconnections. First, we characterize the joint dynamics of …

This paper examines the shock spillovers between US sectors and their dependence on the
intersectoral business linkages. Our forecast error variance decompositions reveal …

We all know that the stock market does not perfectly reflect the overall economy. The author
shows that this fact has exciting implications for active equity management. If standard cap …