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Effect of public stockholding on wheat price dynamics in India : a quantile autoregression approach

Tripathi, Ashutosh Kumar; Mishra, Ashok K. - In: The Australian journal of agricultural and resource … 68 (2024) 1, pp. 168-185

Persistent link: https://www.econbiz.de/10014466558

Impact of foreign and domestic investment in stock market volatility: empirical evidence from India

Chhimwal, Bhaskar; Bapat, Varadraj - In: Cogent economics & finance 8 (2020) 1, pp. 1-14

Volatility is one of the most important factors of investment decisions. Unexpected information forces the investor to … trade abnormally in the market which in turn affects the volatility of the market. But this kind of trading behavior has a … volatility of large-cap, mid-cap and, small-cap stocks in Indian markets. Using ARMA (1, 1) and TGARCH (1, 1) model, we estimate …

Persistent link: https://www.econbiz.de/10012214705

Domestic institutional investments in India : an empirical analysis of dynamic interactions with stock market returns and volatility

Saxena, Shivam; Sikdar, Chandrima - In: Global business & economics review 31 (2024) 2, pp. 230-258

Persistent link: https://www.econbiz.de/10015060902

Effect of security lending and borrowing on market volatility, evidence from Indian stock market

Lakkol, Savitha G.; Srilakshminarayana, G.; Nalina, K. B. - In: International journal of business and globalisation : IJBG 38 (2024) 1, pp. 15-27

Persistent link: https://www.econbiz.de/10015064050

Spreading the fear : the central role of CBOE VIX in global stock market uncertainty

Smales, Lee A. - In: Global finance journal 51 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013431588

Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model

Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Kumar, Santosh - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 122-130