This paper investigates the relationship between the volatility of the stock market and that of the nominal exchange volatilities of the indian stock market and the rupee-dollar exchange rate it also addresses the question of the study uses daily closing data on two stock market indices viz bse30 (sensex), and the. Already appreciable studies have been conducted in this area this paper is an attempt to analyze stock market conditions with all related measure to check on risk management tools with their respective return with the help of secondary sources like current research studies, reports of bse, nse this study has been taken. Research paper ijbarr issn no 2347 – 856x 128 international journal of business and administration research review voli, issue no3, jan-march 2014 a study on market anomalies in indian stock market archana s asstprofessor, tkm institue of management, karuvelil hills, ezhukone, kollam. Section i : literature overview batra( 2004)2 in his paper attempts to analyze the time variation in volatility in the indian stock market during 1979- 2003 various models like naïve model and augmented garch model were used for the study it was found out that sudden shifts in volatility and the possibility of coincidence. Research paper for national stock exchange on imbalances created because of structured products in indian equity markets by gopikrishna suvanam & amit trivedi. In this paper we present a review of research done in the field of indian capital markets during the fifteen years from 1977 to 1992 the research works included in the survey were identified by two search procedures firstly, we wrote to 118 indian university departments and research institutions requesting. Bis papers no 42 integration of india's stock market with global and major regional markets janak raj and sarat dhal 1 1 introduction national stock markets have emerged as the major channel for financial an earlier draft of the paper presented at the first annual workshop of the asian research network, organised.
Global markets this paper captures the trends, similarities and patterns in the activities and movements of the indian stock market in comparison to its international counterparts this study covers new york stock exchange (nyse), hong kong stock exchange (hse), tokyo stock exchange (tse), russian stock exchange. Regarding the causal relationship between fii net inflows and stock market capitalization and returns of bse/ nse therefore, there is a need to investigate whether fiis are the cause or effect of stock market fluctuations in india rajesh chakraborty(2001) in his research paper titled „fii flows to india: nature and causes. Equity research reports from bse helps you investigate & identify market trends for better investment decisions also the indian stock market analysis reports are available here on a single click. This paper introduces an algorithm, which includes the tools correlation and beta, to interpret the relationship and the risk associated with the stock 2 backround study the analysis was made, based on the past historical data of bse and nse the recent research , in association with data mining techniques for.
This paper studied the impact of the corporate scams on the share prices of the companies in the pre-fraud period, the typical fraudulent firm has a higher valuation, invests more and exhibits higher sensitivity of investment than industry peers the fraud period, by contrast, is characterized by sign cant drops in valuation and. However, there is a possibility of making excess returns if the market is not efficient this article analyses the five popular stock indices of bse this would not only test the efficiency of the indian stock market but also test the random walk nature of the stock market the study which was undertaken in this paper has provided. Imperial journal of interdisciplinary research (ijir) vol-3, issue-4, 2017 market scam in 1991 with the establishment of sebi and technological advancement indian stock market has now reached the global standard indian stock market has gained new the main aim to this paper is to find out the information that what.
The present paper is an attempt to find out determinants of foreign institutional investment in india, a country that opened its economy to foreign capital following a foreign exchange crisis the objective of the study is to find out whether there exist relationship between fii and indian stock market key terms – fii, indian stock. Research on stock market in india get sector analysis and company information that includes equity share data, income statements and balance sheet data on your screen only at equitymaster. Nber working paper no 16061 issued in june 2010 nber program(s):asset pricing in this paper, we take a critical look at the relationship between the value of capital stock in the indian corporate sector and the valuation of claims to this capital stock in capital markets we address the question of whether indian equity.
2 nse working paper india volatility index (india vix) and risk management in the indian stock market prepared by m thenmozhi1 and abhijeet chandra2 abstract this study examines the asymmetric relationship between the india volatility index (india vix) 3 and stock market returns, and demonstrates that nifty. Movements of india with respected to american and other stock markets the purpose of the paper is to provide such analysis with a special emphasis on integrating relationship of selected stock markets the organization of the paper is as follows section 2 discusses research design results are presented in section 3.
One of the anxieties of stock market investors is whether the markets operate efficiently, independently and with sound fundamentals the purpose of this paper is to examine whether the stock markets in the indian subcontinent have any link with the major stock markets from china, singapore, america, and hong kong. Stock market seasonality: a study of the indian stock market speculation' in 1900 and seminal paper titled 'proof that properly anticipated prices fluctuate nse they reported negative returns on tuesday in the indian stock market moreover, they found returns on monday were higher compared to the returns of other. It facilitates investors' to recognize the current trend and risks associated with the scrip at par with the market this paper aims at carrying out technical analysis of the securities of selected companies and to assist investment decisions in the indian stock market and technical analysis provides unbiased solutions in a.