Showing 141 - 150 of 199,227
Persistent link: https://www.econbiz.de/10013349012
Persistent link: https://www.econbiz.de/10013455508
Persistent link: https://www.econbiz.de/10014414209
the implied volatility index of India, denoted by the symbol 'India VIX'. Historical daily data from 18 September, 2009 …, to 2 December, 2021, was acquired, and the target labels were created from changes in the India VIX. A set of classifiers … variables according to their importance. This study revealed that India's VIX was impacted most by the previous day's changes in …
Persistent link: https://www.econbiz.de/10014230843
Persistent link: https://www.econbiz.de/10013484540
Efficiency of the equity market is one of the areas of prime concern for the stock market regulators because of its bearing on the investment behavior of investors. Also, with the increase in the level of integration with global stock markets, information originating in different countries has...
Persistent link: https://www.econbiz.de/10013132983
This report looks at the performance of a portfolio of Top 50 Indian stocks by market capitalisation with equal weights against the performance of the Nifty Index which are the Top 50 Indian stocks weighted by their market capitalisation. The equal weight portfolio shows substantial out...
Persistent link: https://www.econbiz.de/10013108405
Exchange (NSE), India by studying the returns and volatility behavior of one benchmark index (NSE's Nifty) and 10 Nifty …
Persistent link: https://www.econbiz.de/10013011994
Financial Times Series such as stock price and exchange rates are, often, non-linear and non-stationary. Use of decomposition models has been found to improve the accuracy of predictive models. The paper proposes a hybrid approach integrating the advantages of both decomposition model (namely,...
Persistent link: https://www.econbiz.de/10012993885
This purpose of this paper is to present the expected equity returns for the Indian stock market for the benefit of investors, who may then compare such returns with actual market returns to evaluate whether the Indian stock market provides returns in excess of expectations. Both the capital...
Persistent link: https://www.econbiz.de/10012980409