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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 : official journal of … 14 (2016) 1, pp. 137-150

Persistent link: https://www.econbiz.de/10011639870

Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks

Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 199-215

Persistent link: https://www.econbiz.de/10011639888

Time-series and cross-sectional momentum in Indian stock market

Simarjeet Singh; Walia, Nidhi - In: Copernican Journal of Finance & Accounting : CJF&A 9 (2020) 3, pp. 161-176

Persistent link: https://www.econbiz.de/10012506310

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

Cointegration and stock market interdependence : evidence from India and selected Asian and African stock markets

Jacob, Tom; Littleflower P. J - In: Theoretical and applied economics : GAER review 29 (2022) 4/633, pp. 133-146

Persistent link: https://www.econbiz.de/10014325660

Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets

Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005

Persistent link: https://www.econbiz.de/10003156287

Risk bearing ability of investors in Indian stock market

Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293

Persistent link: https://www.econbiz.de/10011419781

Momentum effect in Indian stock market : a sectoral study

Garg, Ashish Kumar; Varshney, Pankaj - In: Global business review 16 (2015) 3, pp. 494-510

Persistent link: https://www.econbiz.de/10011409303

Portfolio Selection Revisited : Evidence from the Indian Stock Market

Dey, Kushankur - 2012

This paper is an attempt to examine the reliability and usefulness of ex ante measures of portfolio formulation by selecting securities from a well-defined sampling frame. Four indices are employed to achieve the objectives of the study, namely, Sharpe index, Treynor index, Jensen index and...

Persistent link: https://www.econbiz.de/10013098396

Better Portfolio Diversification – A Neglected Aspect of Stock Splits : Findings from Indian Stock Market

Datta, Debabrata - 2012

after stock split. With this focus on optimization of the investors, we introduce the aspect of diversification, as a factor … for diversification by the investors. In this case there may be increase in demand but there may also be a change in … priced stock and small priced stock are different, giving credence to diversification theory …

Persistent link: https://www.econbiz.de/10013100550