The presence of seasonal effects in monthly returns has been reported in several developed and emerging stock markets. The objective of this study is to explore the interplay between the month-of-the-year effect and market crash effects on monthly returns in Indian stock markets. The study uses...

The study analyzes the market behavior and causality effects between spot and futures prices in Indian commodity markets. The pattern is quite different for different commodities. Commodities that suffer from chronic backwardation should be analyzed in more detail, in order to understand the...

Stock splits are a relatively new phenomenon in Indian markets, especially since early 2005 with the bull phase in Indian stock markets, with many companies' stock prices shooting far beyond the normal trading range. Though stock splits do not change the market capitalization of a company's...

The present study is an exploratory study on Elliott waves. The primary objective of the study is to find whether there is significant occurrence of defined patterns, particularly Elliott waves, in Indian stock markets.The study has introduced an innovation whereby charting patterns are...

Volatility in financial markets is a phenomenon which is influenced by many factors. For the very reason that unexpected volatility in the market can lead to severe losses, tracking and determining its trend become very much necessary. This study focuses on identifying the factors which affect...