Energy is the most important factor for our daily lives, but traditional energy sources like coal, petroleum and gas were polluting the environment. To address this issue, people are considering energy-efficient technologies, which consume less energy and eco-friendly in nature. This paper investigates the factors influencing the intention to purchase of energy-efficient appliances in India. Utilizing the Technology Acceptance Model (TAM), the study examines how perceived ease of use, perceived usefulness, functional value, perceived cost, environmental concern affects their intention to purchase. Non-probability convenience sampling technique was applied. Based on the results, perceived ease of use, perceived usefulness, functional value, perceived cost, environmental concern positively influences the intention to purchase energy-efficient appliances. The eco-friendly purchasing behaviour has significant societal implications, including reduced carbon emissions, conservation of natural resources and environmental sustainability.

The present study proposes to investigate the influence of the covid-19, on the adjusted closing price of the digital currency based on energy consumption during the process of mining. The study employed the secondary data analysis of top ten market capitalization of cryptocurrencies with the combination of high energy consume mechanism (proof of work) and low energy consume mechanism (proof of stake). Statistical tools like Descriptive analysis,Augmented Dickey-Fuller (ADF) test, ARCH, and GARCH models were used in the study. The present study finds that the prices of cryptocurrencies were highly volatile. This study could assist investors towards better understanding of the dynamics of the cryptocurrency market based on energy consumption which helps them to make more effective decisions, on investing cryptocurrencies with a scientific approach.

The aim of the study was to investigate the presence of volatility among the Energy Indices of Asia Pacific Stock Markets. To test the volatility among the daily returns of Energy Indices of Asia Pacific Stock Markets, the study selected five sample Asian Pacific stock markets’ Energy Indices on the basis of availability of data. The findings of descriptive statistics and the ADF Test revealed, that the daily returns of the sample energy indices of Asian Pacific stock markets were not normally distributed and achieved stationarity at level difference, over the research period. Hence the data may be used for additional analysis. The data were then analysed, by using the GARCH (1,1) model to assess the considerable volatility of daily returns of sample energy indices and the study, which revealed that during the study period, all of the sample energy indices were volatile.

The study measures the efficiency of NSE Pharma Index listed companies, during the COVID-19 pandemic period, ranging from December 2019 to November 2020.The main objective of this paper was to test the price movement of pharmaceutical companies, by using the statistical tools like descriptive statistics, ADF and GARCH (1,1) model. NIFTY Pharma Index reported high volatility duringCOVID-19 pandemic period.

The research intends to assess the efficiency of NSE Energy Index-listed firms throughout the COVID-19 before and post pandemic phases, which run from 2019 to 2021. The primary goal of this article was to examine the price movement of corporations in the petroleum, gas, and electricity sectors by employing statistical methods such as descriptive statistics, ADF, and the GARCH (1,1) model, during the period of study. When comparing the post-COVID-19 pandemic era to the pre-COVID-19 pandemic period, certain firms experienced excessive volatility. The energy market's investor sentiment was significantly higher on the tail events, suggesting that anxious investors raced to put options and paid an exorbitant premium to shield them against unprecedented danger in the energy market.

The purpose of this research was to examine the dynamics of volatility spillover between energy and environmental, social, and sustainable indices. COVID19 prompted the research to select April 2019 to March 2022 as a sample period, and the respective data (Daily Prices) of the Nifty Energy and Nifty ESG indices were obtained from the National Stock Exchange of India Limited. The outcomes of the study confirmed that the daily returns of Nifty Energy and Nifty 100 ESG indices were not normally distributed and reached stationarity at level difference. Further, the study employed GARCH Models such as ARCH, GARCH (1,1), and GARCH-M to determine conditional volatility, and it validated the ARCH influence on the daily returns of the Nifty Energy and Nifty 100 ESG, during the study period

The commodity futures market plays a major role in reducing the price risk for the participants. Unfortunately, the farmers’ participation in the futures market particularly from the Tamil Nadu region is very less. A survey was conducted using the interview method to identify the information sources used by farmers for taking pricing decisions, the awareness and perception of farmers towards the futures market, and its effect on preferred marketing alternatives. The data cleaning process was done using content validity, confirmatory factor analysis, and reliability test using Cronbach's alpha, and the assumptions of normality and multicollinearity were examined. The data will be of potential use to researchers who wish to explore farmers’ behavior towards hedging in the commodity futures market.

The paper proposes to analyse the price movement of metal commodities such as aluminium, copper and zinc, during the study period from January 2015 to January 2020. ADF, GARCH Model, Correlation and Granger Causality Test were used, to identify the bidirectional relationship between Aluminium and Zinc. The study found that copper reported a unidirectional relationship with Aluminium and Zinc, during the study period. In short, the price of one metal commodity is based on the other metal commodity.

Over the years, the prices of commodities have been moving in an upward direction and hence Commodities Investment is considered an attractive portfolio diversification. Risk is a part of all investments and investors need to use a mechanism which can help them to minimize their risk in investment. One of the derivatives namely futures contracts are used as a tool to effectively manage the risks involved in investments. The present study evaluates the pricing behaviour of Indian Commodities Markets and assesses the hedging effectiveness of futures contract for selected sample commodities, traded at Multi Commodity Exchange India Limited. The major results of the study indicate that the future price of commodities determines the spot price for majority of sample commodities and natural gas future contracts provided a higher hedging effectiveness when compared to other sample commodities.

The aim of the study was to investigate the effect of quality of E banking services on users’ level of satisfactions. The required data were collected from the e banking users with the use of survey questionnaires, administered to bank clients, in Tamil Nadu. The Structural Equation Model was used for testing the data. The results of the study indicated that service quality dimensions like reliability, efficiency, responsiveness and safety, did have a positive impact on users satisfaction and reliability had exercised the strongest impact on users, satisfaction. Hence the study suggests that banks should provide more quality e banking services, in order to increase their customer level of satisfaction.

The paper examined the impact of converging with IFRS, on stock market performance of 12 pharmaceuticals companies listed in S&P BSE 100. The time frame of six years from 2013 to 2018 was selected and Ordinary Least Square (OLS) regression model was used for the analysis. The result revealed that the value relevance of financial statements was high on converging with IFRS. The impact of financial statement variables on Indian Stock Market was significantly positive with reference to PAT. However, all financial variables did show significant association with stock market indicators.

An attempt has been made in this paper, to investigate the effect of oil prices on the exchange rate of 13 Asia – Pacific sample countries against USD, for the period from 04th January 2000 to 31st March 2020. OLS and QR Models were adopted for the analysis. Japanese Yen and Hong Kong Dollar were not affected by the oil prices during the study period. Sample currencies responded differently to oil price shocks under current market conditions. The results of this study would be useful to the policy makers, in the context of variations of oil and currency markets.

The present study aims to explore the price volatility and linkages of Indian capital market with SAARC nations’ capital market . The top three capital market indices were selected from the SAARC nations, namely, CSE 30, ASPI and KSE 30, for testing the linkages with NSE Nifty. GARCH (1, 1) , Regression Analysis and Granger Causality Test were applied to find out whether the daily prices of Indian capital market Indices and sample SAARC nations’ indices, were volatile. The results of Linear regression model revealed that daily returns of Indian stock market index, NSE Nifty 50 index, was influenced by SAARC nations, capital market indices. The outcome of Granger Causality exhibited that there was unidirectional causation impact between the Indian capital market and sample SARC nations’ capital market indices namely, CSE 30 and KSE 30. Hence the investors of these nations have the hedging opportunities, for reducing their investment risk, in future.

The capital structure refers to the components of capital needed to establish and expand its business activities. The study was made with an objective to examine the determinants of capital structure of multinational and domestic companies listed in S&P BSE automobile sector. The study concluded that there is significant impact on capital structure determinants such as size, business risk, non debt shield tax, return on assets, tangibility, profit, return on capital employed and liquidity on the capital structure of multinational and domestic companies of Indian Automobile Sector.

The information about changes in economic policies in a country may influence its stock market. The demonetisation has its impact on various segments of the economy. Thus the study aims to analyse the price movement of Indian sectoral indices around the demonetisation announcements. The daily price returns were tested using GARCH (1, 1) Model and it found that low volatility was found in the post announcement period compared to the pre-announcement period. Thus the present study confirmed that Indian sectoral indices were influenced by the demonetization announcement. Therefore, investors should be aware of economic events while investing in the stock market.

Risk, diversification, features of investment avenues, and tax benefit are the factors considered by the investors in their decision making. The convenience of investing in small proportions and tax benefits attracts the investors towards mutual fund investments. The studies prove that market timing ability of fund managers drives the mutual fund scheme performance. This assessment of the above factors would help to the investors in their choice of mutual funds. 36 Indian Mutual Funds Schemes were assessed using the Sharpe, Treynor, Jensen’s measure from January to June 2019. L&T Liquid Fund –Direct (Growth), L&T Low Duration Fund-Growth and Edelweiss Large Cap Fund - Direct (Growth) performed well.

Mutual funds are most suitable investment for a common man as it offers an opportunity to invest in a diversified, professionally managed basket of securities at a relatively low cost. The diversification of schemes provides variety of options to suit the individual objectives according to their age, financial position, risk tolerance and return expectations. In the past few years, we had seen a dramatic growth of the Indian Mutual Fund industry with many private players bringing global expertise to the industry. Investment in mutual funds is effected by the perception of the investors. The objectives of the study are to identify the investor’s perception on mutual funds and to analyze the factors affecting investors’ perception towards mutual funds by using 200 convenience samples in Madurai District, Tamil Nadu. The study found in Madurai District is that mostly the Lower Net worth Individuals have positive approach towards investing in mutual funds.

Changes in an index are a regular phenomenon and they take place due to the inclusion and exclusion of stocks from the index. The inclusion or exclusion of stocks creates great impact on the value of the firm. However, these changes are simply a short-lived event with no permanent valuation effect. The present research study analyzed the impact of the inclusion into and exclusion of certain stocks from National Stock Exchange (NSE) S&P CNX Nifty index with Indian perspective. The study provides evidence on whether the announcements of Nifty index maintenance committee have any information content. This will also demonstrate the efficiency of Indian stock market with particular reference to NSE. The study revealed that on an average, no permanent effects were observed on stock prices. It is also found from the study that the NSE reacted unfavourably to the inclusion and exclusion of stocks and it is impossible to earn any excess returns where the particular stocks are included or excluded from the index.

Mergers and Acquisitions (M&As) have long been a popular strategy for firms and represent an important alternative for strategic expansion. Technological development and globalization have vastly contributed to the popularity of Mergers and Acquisitions. The Mutual Fund Industry is a fast growing sector in Indian capital and financial markets. They have become major vehicle for mobilization of savings, especially from the small and household savers. The mutual fund mergers are a recent phenomenon in India. There are many different reasons for mutual fund schemes merger or buy-outs. Unlike many non-investment products, mutual funds live and die by their performance. This article attempts to study the performance of mutual fund merger in Indian mutual fund industry by using performance measures like Sharpe Ratio and Treynor Ratio.

Mergers, acquisitions and corporate control have emerged as major forces in the modern financial and economic environment. The mergers and acquisitions in India have changed dramatically after the liberalization of Indian economy. To assess the impact of an “event” announcement of a tender offer, share repurchase, amalgamation, and so on, on the gains and stock value of the shareholders, it is necessary to measure the total holding period gains around the day of announcement of the transaction. Therefore, to determine the impact of a merger the share price, it is to be ascertained if there is a gain from mergers. The present study is limited to a sample of companies which underwent merger during the period of 2002-2005 in Indian stock exchange namely BSE. It is proposed to analyze the share price reaction of the acquirer and target companies from the same industry during 20 days before and after the day of merger by using CAR analysis and t-test. The study found that the shareholders of the acquirer companies reacted positively after the merger event.