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On the random walk characteristics of stock returns in India
Hiremath, Gourishankar S; Bandi, Kamaiah - Volkswirtschaftliche Fakultät, … - 2009
An attempt is made in this paper to examine whether stock returns in two premier two exchanges in India namely, Bombay Stock Exchange (BSE), and National Stock Exchange (NSE) follow a random walk. Towards this end, data on major indices during the period 1997 to 2009 are analyzed by using...
Persistent link: https://www.econbiz.de/10011113811
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The Time-Varying Risk and Return Trade Off in Indian Stock Markets
Mohanty, Roshni; P, Srinivasan - Volkswirtschaftliche Fakultät, … - 2014
This paper investigates the relationship between stock market returns and volatility in the Indian stock markets using AR(1)-EGARCH(p, q)-in-Mean model. The study considers daily closing prices of two major indexes of Indian stock exchanges, viz., S&P CNX NIFTY and the BSE-SENSEX of National...
Persistent link: https://www.econbiz.de/10011107467
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The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis
Nath, Golaka - Volkswirtschaftliche Fakultät, … - 2013
prediction errors than the one-month contracts. The also paper finds that the prediction errors have information content which …
Persistent link: https://www.econbiz.de/10011111648
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Relationship between macroeconomic variables and stock market index: evidence from India
Pathan, Rubina; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2013
The purpose of this paper is to study the direction of causality between the stock market and macroeconomic variables. India is taken as a case study. Although, there have been many studies which attempted to find out the relationship between Indian stock market and economic variables, this...
Persistent link: https://www.econbiz.de/10011212585
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On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
electronic trading in the foreign currencies exchange markets in the conditions of the discrete information absorption processes … currencies exchange rates dynamics in the short and long time periods. We consider the financial analysis methods, including the … exchange rates dynamics in the short and long time periods. We discuss the application of the Stratanovich …
Persistent link: https://www.econbiz.de/10011156962
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On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
electronic trading in the foreign currencies exchange markets in the conditions of the discrete information absorption processes … currencies exchange rates dynamics in the short and long time periods. We consider the financial analysis methods, including the … exchange rates dynamics in the short and long time periods. We discuss the application of the Stratanovich …
Persistent link: https://www.econbiz.de/10011110289
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Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis
Ali, Mohsin; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
This paper investigates the time-varying relationship between the oil price and disaggregated stock market of India using DCC-MGARCH and Continuous Wavelet Transformation methodologies. Our findings reveal the evolving relationship between the oil price and disaggregated stock market. The...
Persistent link: https://www.econbiz.de/10011114152
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The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach
Ayub, Aishaton; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2013
The issue of relationship between exchange rate and stock market is still not conclusive even though many studies have been done and the results are mixed. There is no theoretical consensus on the relationship between stock prices and exchange rates. Thus, this paper aims to examine the...
Persistent link: https://www.econbiz.de/10011114551
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Testing for weak form market efficiency in Indian foreign exchange market
Sasikumar, Anoop - Volkswirtschaftliche Fakultät, … - 2011
analysis. NEER series was considered for the analysis as it is supposed to capture more information compared to the bilateral …
Persistent link: https://www.econbiz.de/10009652037
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Share repurchases, signaling effect and implications for corporate governance: Evidence from India
Reddy, Kotapati Srinivasa; Nangia, Vinay Kumar; … - Volkswirtschaftliche Fakultät, … - 2013
It is worth mentioning that a great deal of financial liberalization, privatization and internationalization policies in emerging economies have significantly increased the corporate restructuring activities like mergers, acquisitions, share repurchases, and stock splits, among others. Indeed,...
Persistent link: https://www.econbiz.de/10011110702