This paper examines the impact of capital flows on the domestic financial sector in India. Inflow of foreign capital …, it is found, has a significant impact on domestic money supply and stock market growth, liquidity and volatility. The …

and volatility of the Shanghai market were higher. The rates of returns in the two markets were approximately serially … uncorrelated and mutually uncorrelated. Volatility, as measured by the absolute change in the rate of return, has positive serially … correlations in both markets as expected, but the autoregressions are temporarily unstable. Most surprisingly the volatility …

The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That …