Similar Search Results

Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques

Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-19

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed … behavior in India. This paper also discusses issues related to panel data, such as cross-section dependency and slope …

Persistent link: https://www.econbiz.de/10013470997

Relationship among macroeconomic factors and stock prices : cointegration approach from the Indian stock market

Keswani, Sarika; Puri, Veerma; Jha, Rimjhim - In: Cogent economics & finance 12 (2024) 1, pp. 1-20

context of India. Moreover, this study conducts an exhaustive analysis to assess the relative significance of these variables … in India. By identifying the predictive capacity of key economic indicators on stock price movements, this research …

Persistent link: https://www.econbiz.de/10015375604

Is CAPM Still Alive for Sensex Stocks in Indian Stock Market? - an Empirical Analysis

E.S, Dr. Suraj - 2020

Capital Asset Pricing Model (CAPM) is one of the valuation model used to calculate the expected stock return for individual company in the stock market. Investors in Indian stock market used it extensively. This study mainly focused on the relevance and suitability of CAPM in BSE for Sensex...

Persistent link: https://www.econbiz.de/10012834114

Estimating and Forecasting Volatility Using Arima Model : A Study on NSE, India

Wadhawan, Dikshita - 2019

forecasting technique with respect to various volatility estimators. The methodology of volatility estimation includes Close …

Persistent link: https://www.econbiz.de/10012860158

An Econometric Study of Trading Behaviour of Institutional Investors in Indian Stock Market : The Vector Auto Regression Approach

Mishra, Shekhar - 2017

The present paper endeavours to study the trading behaviour of foreign institutional investors (FIIs) and domestic institutional investors (DIIs) in Indian stock market. The study ascertains whether the purchase trade and sale trade behaviour of foreign institutional investors is different from...

Persistent link: https://www.econbiz.de/10012949470

Market Efficiency in India : An Empirical Study of Random Walk Hypothesis of Indian Stock Market – NSE Midcap

kumar, Satish - 2018

form during the testing period. The results suggest that the stock prices in India do not reflect all the information in …

Persistent link: https://www.econbiz.de/10012931917

Nexus between crude oil, exchange rate and stock market returns : an empirical evidence from Indian context

Raju, Guntur Anjana; Shirodkar, Sanjeeta; Marathe, … - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 170-175

Persistent link: https://www.econbiz.de/10012622259

Causal relationship between stock market and macroeconomic variables : Indian evidence

Roy, Subrata - In: EuroEconomica 39 (2020) 3, pp. 227-247

Persistent link: https://www.econbiz.de/10012613535

An Empirical Study on the Dynamic Relationship between Oil Prices and Indian Stock Market

Sahu, Tarak Nath - 2017

Purpose– This study aims to investigate the dynamic relationships between oil price shocks and Indian stock market.Design/methodology/approach– The study used daily data for the period starting from January 2001 to March 2013. In this study, Johansen's cointegration test, vector error...

Persistent link: https://www.econbiz.de/10012972835

Empirical Analysis of the Causality between Indian and U.S. Stock Markets’ Conditional Volatility : Further Evidence

Kumar, Rakesh - 2016

This paper is an attempt to investigate the dynamic relationship between U.S. and Indian stock markets through the conditional volatility of two stock markets, during the 1995-2007 period, using the monthly data of BSE listed BSE 100 and NYSE listed S & P 500 indices. The research methodology...

Persistent link: https://www.econbiz.de/10013002313