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Risk-return relationship in Asian, American and European stock markets
Mittal, Ruhee; Narwal, Karam Pal; Sheera, Ved Pal - In: The Singapore economic review : journal of the Economic … 66 (2021) 5, pp. 1397-1420
Persistent link: https://www.econbiz.de/10012664116
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International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures
Sundararajan, Sivakumar; Balasubramanian, Senthil Arasu - In: Managerial finance 49 (2023) 3, pp. 577-593
Persistent link: https://www.econbiz.de/10014227233
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Discrete wavelet transform-based prediction of stock index : a study on national stock exchange fifty index
Jothimani, Dhanya; Shankar, Ravi; Yadav, Surendra S. - In: Journal of financial management and analysis : … 28 (2015) 2, pp. 35-49
Persistent link: https://www.econbiz.de/10011535334
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Is implied volatility index (VIX) a forward-looking indicator of stock market movements in India?
Acharya, Amarendra; Seet, Subrat Kumar; Salvi, Prakash A. - 2022
Persistent link: https://www.econbiz.de/10013402152
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Causality between equity mutual fund flows, stock market return and volatility : Indian evidence
Kaur, Inderjit; Vagrecha, Kamal - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 88-106
Persistent link: https://www.econbiz.de/10014388713
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Price and volatility spillovers across North American, European and Asian stock markets : with special focus on Indian stock market
Singh, Priyanka D. (contributor); Kumar, Brajesh (contributor) - 2008
Persistent link: https://www.econbiz.de/10003791262
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Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara; Mittal, Sachin K.; Choudhary, Vipin - In: Finance India : the quarterly journal of Indian … 36 (2022) 1, pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
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An empirical examination of investor sentiment and stock market volatility : evidence from India
Haritha P H; Rishad, Abdul - In: Financial innovation : FIN 6 (2020) 34, pp. 1-15
explores the role of irrational investors’ sentiments in determining stock market volatility. By employing monthly data on … sentiment index was modelled in the GARCH and Granger causality framework to analyse its contribution to volatility. The results … showed that irrational sentiment significantly causes excess market volatility. Moreover, the study indicates that the …
Persistent link: https://www.econbiz.de/10012296000
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The empirical investigation of causal relationship between intraday return and volume in Indian stock market
Sahota, Gurleen; Singh, Balwinder - In: Vision : the journal of business perspective 20 (2016) 3, pp. 199-210
Persistent link: https://www.econbiz.de/10011667354
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FX volatility impact on Indian stock market : an empirical investigation
Aravind M - In: Vision : the journal of business perspective 21 (2017) 3, pp. 284-294
Persistent link: https://www.econbiz.de/10011833400