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Stock market plays an important role in the economy as it helps in diversifying the investments. However, to perform this role, it must have significant relationship with the economy. Thus, the analysis of macroeconomic factors is essential to understand the behavior of stock market. This paper...
Persistent link: https://www.econbiz.de/10013100167
to judge the market volatility during the period of Quarterly results announcements. For the fulfillment of these … extent quarterly reporting of constituents of sectoral indices have laid their impact on sensex. To see the market volatility …
Persistent link: https://www.econbiz.de/10013103654
market volatility. This project has been dedicated to solving this mystery. The project work was initiated to discover the … dependence of stock market volatility on inflation for a period of 2008 to 2011 in the Indian economy. The period was carefully … chosen as it was time when recession hit the global economy and it was pre election and post election period in India. The …
Persistent link: https://www.econbiz.de/10013072731
This paper examines the volatility pattern in Indian stock markets during the time period January 1, 2011 to March 31 … models like Exponential GARCH (EGARCH) and Threshold GARCH (TGARCH to explain the volatility. Considering the minimum values … model for return volatility over EGARCH. The findings suggest that there is no volatility persistence as well as leverage …
Persistent link: https://www.econbiz.de/10013015878
The present study aims to examine the investor's perception on trading volume and stock return volatility in Indian … volatility. The main implication of this study is for the investors and portfolio managers, as a majority of the respondents show … strong willingness to use trading volume and stock return volatility as an informational tool. Therefore, this study suggests …
Persistent link: https://www.econbiz.de/10013015882
This paper attempts to investigate empirically the dynamic relationship among crude oil price, exchange rate and Indian stock market. Using daily data of Crude oil price, Dollar-Rupee value and Nifty returns from April 2010 to March 2015, correlation, regression and Granger-causality approach in...
Persistent link: https://www.econbiz.de/10012999793
The sectoral indices will act as a bench marking indicator for observing the performance stocks from a particular sector. An in depth examination on causal impact of a sector on the other sectors and the market index can assist the investors and portfolio managers to a great extent in addressing...
Persistent link: https://www.econbiz.de/10012927085
In this paper, an attempt has been made to determine the forecasting performance of symmetric and asymmetric volatility …
Persistent link: https://www.econbiz.de/10013112806
The present study investigates the weak-form efficiency of Indian stock markets using both parametric and non-parametric tests, viz., auto-correlation test, augmented Dickey-Fuller test, runs test and variance ratio test. To test the market efficiency, the study considers the daily closing...
Persistent link: https://www.econbiz.de/10013001558
listing of futures and options lead to any significant change in the volatility of the stock market in India … each stock is. Stock market volatility is significant and understanding it is imperative to investing in stocks that suit … the impact of derivatives trading on the stock market volatility. The study attempted to estimate the volatility …
Persistent link: https://www.econbiz.de/10012836272