Friday, July 29, 2011

Event Study: Effect of quarterly results on Apple's stock price

I did an event study on Apple's share price for each of the 4 quarter's in 2010  to understand the effects of quarterly result announcement on apple's share price. I thought I would share the same with you. I look forward to your comments.

Apple Event Study Document

Tuesday, July 26, 2011

Pair trading strategy on India and China

As part of my summer internship I have worked on a pair trading strategy on the Shanghai Composite and the BSE Sensex. The report has been prepared by factoring in the socio economic and equity valuation perspective for the two countries.

Pair trading strategy on India and China