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Modeling jumps and volatility of the indian stock market using high-frequency data

Sen, Rituparna; Mehrotra, Pulkit - In: Journal of quantitative economics 14 (2016) 1, pp. 137-150

Persistent link: https://www.econbiz.de/10012418200

Causal nexus between the anamolies in the crude oil price and stock market

Hawaldar, Iqbal Thonse; Rajesha, T. M.; Lokesha, Lokesha; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 3, pp. 233-238

Persistent link: https://www.econbiz.de/10012496508

Time-varying correlation between indian equity market and selected Asian and US stock markets

Seth, Neha; Panda, Laxmidhar - In: Global business review 21 (2020) 6, pp. 1354-1375

Persistent link: https://www.econbiz.de/10012388968

Conditional relation between return and co-moments : an empirical study for emerging Indian stock market

Chaudhary, Rashmi; Misra, Dheeraj; Bakhshi, Priti - In: Investment management and financial innovations 17 (2020) 2, pp. 308-319

Persistent link: https://www.econbiz.de/10012303177

Stylized facts of the Indian stock market

Sen, Rituparna; Subramaniam, Manavathi - In: Asia-Pacific financial markets 26 (2019) 4, pp. 479-493

Persistent link: https://www.econbiz.de/10012309816

Self-attribution, overconfidence and dynamic market volatility in Indian stock market

Mushinada, Venkata Narasimha Chary; Veluri, Venkata … - In: Global business review 21 (2020) 4, pp. 970-989

Persistent link: https://www.econbiz.de/10012287507

International linkages of Indian equity market : evidence from panel co-integration approach

Choudhary, Sangita; Singhal, Shelly - In: The journal of asset management 21 (2020) 4, pp. 333-341

Persistent link: https://www.econbiz.de/10012292803

Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence

Li, Rong; Li, Sufang; Yuan, Di; Yu, Keming - In: Applied economics 52 (2020) 39, pp. 4300-4316

Persistent link: https://www.econbiz.de/10012259034

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

The role of the volatility index in asset pricing : the case of the Indian stock market

Pati, Pratap Chandra; Rajib, Prabina; Barai, Parama - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 336-346

Persistent link: https://www.econbiz.de/10012297322