Download or read book Stock Market Volatility in India written by H. Kaur and published by Deep and Deep Publications. This book was released on 2002-09 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Volatility on the Indian Stock Market written by P. Sireesha and published by . This book was released on 2015 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study is carried out to understand the volatility behavior of the Indian stock market, taking into account the NSE as the role model. Historical volatility levels of CNX Nifty are computed using classical, range-based and drift independent volatility measures. It could be concluded that Yang Zhang's measure of volatility is better and consistent in calculating the overall risk of the index under consideration.
Download or read book The Volatility of the Indian Stock Market written by Asima Sarkar and published by Asima Sarkar. This book was released on 2022-11-06 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the years, Indian stock market has become one of the most attractive markets to study. On the one hand, market efficiency cannot be denied only if the fluctuation in the market is very high, rather it is one of the most important parameters for a market to be efficient and it reflects the transparency of the market. On the other hand, excessive amount of volatility may cause destruction and which may lead to crashes or crises in financial markets. Hence, it is very important to model the volatility of a financial market. Since volatility is the most important characteristic of any stock market and so it must be looked into.
Download or read book Volatility in Indian Stock Markets written by Piyush K. Chowhan and published by . This book was released on 2003 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: The ups and downs of the financial markets are always in the news. After all, there's plenty to report. Wide price fluctuations are a daily occurrence on the world's stock markets as investors react to economic, business, and political events. Of late, the markets have been showing extremely erratic movements, which are in no way tandem with the information that is fed to the markets. Thus chaos prevails in the markets with investor optimism at unexpected levels. Irrational exuberance has substituted financial prudence. Has the stock market volatility increased? Has the Indian market developed into a speculative bubble due to the emergence of quot;New Economyquot; stocks? Why is this volatility so pronounced? In this paper we try to analyse these questions in the context of Indian stock markets. We try to unearth the rationale for these weird movements. We examine the fundamentalist view put forward by economists who argue that volatility can be explained by Efficient Market Hypothesis. On the other hand, the view that volatility is caused by psychological factors is tested. An empirical study of BSE Sensex and a set of representative stocks are carried out to find the changes in their volatility in the last two years. The stock market regulation in introduction of rolling settlement and dematerialization as a measure of reducing volatility is put to test. Thus, the paper will help the investors as well as market regulators to make the markets more efficient.
Download or read book Volatility in the Indian Stock Market written by Monisha Sareen and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book INDIAN STOCK MARKET AND INSTITUTIONAL INVESTMENTS written by Dr. Sridhar Ryakala and published by Zenon Academic Publishing. This book was released on 2017-12-01 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt: Global integration, the widening and intensifying of links between high-income and developing countries has accelerated over the years. Over the past few years, the financial markets have become increasingly global. The Indian market has gained from foreign inflows through the investment of Foreign Institutional Investors (FIIs). Following the implementation of reforms in the securities industry in the past few years, Indian stock markets have stood out in the world ranking. During the past few years India has emerged as one of the world’s fastest growing economies. The increasing interest of foreign players in the domestic broking industry is a testimony of the stock market’s growth. The Indian stock market has also received a thrust from rise in business transactions over the years, because of sharp drop in brokerage fees and transaction costs, launch of a slew of new products, and a robust regulatory environment. The importance of institutional investors’ particularly foreign investors is very much evident as one of the routine reasons offered by market analysts’ whenever the market rises, it is attributed to foreign investors' money and no wonder we see headlines like "FIIs Fuel Rally" etc., in the business press. This is not unusual with India alone as today’s most developed economies might have seen a similar trend in the past. Domestic institutional investors on the other hand being another important section of institutional investors are playing a vital role in the Indian stock market. These investors have emerged as important players in the Indian stock market and their activities are influencing the market. There are many instances where this section of investors has stabilized the market conditions on one hand whereas their moves took the market to destabilized position on the other hand. Therefore, both FIIs and DIIs have become the most important determinants in the functioning of the Indian stock market. Thus, increasing role of these institutional investors has brought both quantitative and qualitative developments in the stock market viz., expansion of securities business, increased depth and breadth of the market, and above all their dominant investment philosophy of emphasizing the fundamentals has rendered efficient pricing of the stocks. Hence, there is a need to examine how investments made by these two groups of institutional investors’ impact each other as well as stock market returns. This book is an attempt in that direction.
Download or read book Volatility in Indian Stock Market written by Salony Kansal and published by . This book was released on 2017 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Indian Stock Market Volatility written by Pradipta Kumar Sanyal and published by LAP Lambert Academic Publishing. This book was released on 2013 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volatility in Capital Markets has been an important issue since the development of capital markets across globe, however with the pioneering models by Robert Engle and Bollerslev, the study of stock market volatility has bought new dimensions in the financial literature. This book also emphasizes the study of volatility in Indian Capital Market after the introduction of financial derivatives in comparison to the pre-derivative period. The very purpose of introduction of financial derivatives in Indian Capital Market is to stabilize the price fluctuations. However, it's always been debated concerning the introduction of derivative instruments and their effectiveness in curbing the volatility and through this book a small attempt is being made to emphasize the issue. The book may help Investors, Portfolio Managers, Professional Money Managers, Researchers, Academicians and Policy Makers in understanding the extent to which financial derivative has stabilize the volatility in Indian Stock Market.
Download or read book Study of Volatility in Indian Stock Market written by Govind Patra and published by LAP Lambert Academic Publishing. This book was released on 2013 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a comprehensive study of Volatility measurement and comparison between cash and futures markets of NSE, Mumbai. Impact of derivatives trade upon cash segment of stock market Determination of market among cash and futures which react to flow of information faster and hence leads the other in a minute wise break up of data Price discovery of futures in Indian stock market. The study offers an insightful look upon the extent to which derivatives trade stabilize or destabilize the underlying cash market and how should these risks be addressed.The study and results of this study are crucial to investors, stock exchange officials, regulators, academicians, practitioners and researchers. Derivatives play an important role in price discovery process and in completing the market. Their role in risk management for institutional investors and mutual fund managers need hardly be overemphasized."
Download or read book Indian stock market and mutual fund basic written by Deepak shinde and published by deepak shinde. This book was released on with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is all about fundamental and technical basic on Indian stock market .The topic of this books as following 1)Investment basic -- why should investment ? -- when should start investment ? --what are various types of investment ? 2) Indian economy today and in future -- GDP / GDP growth -- Inflation data -- Types of deficit -- IIP data -- FDI -- FII -- Future of india economy 3) Stock market basic -- NSE& BSE -- NIFTY 50 & SENSEX -- Index -- Revenue, EBIT, Net profit ,OPM -- Cash and debit balance -- Types of Issue ( IPO,FPO,RIGHT etc ) -- Face value -- Types of ratio 4) Sectors and Index -- IT index -- Auto index -- Bank nifty index ( repo,r repo ,slr ,crr ) -- Oil and gas index -- Capital good and construction index -- FMGC -- Metal index -- Real estate index -- Power index -- Telecom index 5) technical of market -- 50&200 DMA -- Support & resistance -- Chart & volume -- Head and shoulder pattern -- Trend 6) Future and option -- Lot size -- E date -- Margin -- Rollover -- Future market -- Call option -- Put option -- Hegging 7) Element that effect the market 8) Element that should consider at time of Investment and trading -- Budget -- Man soon -- Types of trade ( short,medium and long ) 9) balance sheet Analyzing 10) Types of investment -- Mutual fund and SIP -- Forex market ( $ ,euro ) -- commodity market MCX ( gold, silver, crude oil ,steel ,natural gas ) -- Dead market ( ETF , BOND , Bank FD ) --
Download or read book Stock Market in India written by Saloni Gupta and published by . This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A stock (or share) market deals mainly in corporate securities. The securities are chiefly in the form of equity shares and debentures. The function of the stock market is two-fold: (a) to arrange for the raising of new capital (primary market function) and (b) to provide liquidity to existing securities (secondary market function). There are 24 recognized stock exchanges in India, including the Over the Counter Exchange of India (OTCEI) for small and new companies, the old established Bombay Stock Exchange (BSE), and the National Stock Exchange (NSE) that was set up as a model exchange to provide nationwide services to investors. At the end of March 2010, 4,977 companies were listed on the BSE, which is the largest exchange in the country. The number of securities available for trading under the equities segment at NSE at the end of April 2010 was 1,872. This book provides a comprehensive account of the working of India's stock market, focusing on reforms introduced during the post-liberalization (1991 onwards) period. It traces recent trends in the secondary market and offers empirical evidence of the level of efficiency and the degree of volatility in the Indian stock market.
Download or read book The Empirical Investigation of Relationship Between Return Volume Volatility in Indian Stock Market written by Gurmeet Singh and published by . This book was released on 2016 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the empirical relationship between return, volume and volatility dynamics of stock market by using data of the NIFTY index of NSE during the period from Jan 2007 to March 2014. The volatility in the Indian stock market exhibits characteristics similar to those found earlier in many of the major developed and emerging stock markets. It is shown that ARCH family models outperform the conventional OLS models. We find that, the TARCH model is better fit, when we compare the GARCH, EGARCH and TARCH models, on the basis of AIC and SC criteria. Causality from volatility to volume can be seen as some evidence that new information arrival might follow a sequential rather than a simultaneous process. Moreover, in the GARCH model, ARCH and GARCH effects remain significant, which highlights the inefficiency in the market. In addition, EGARCH and TARCH models indicate the presence of leverage effect and positive impact of volatility on returns. Finally, the findings of granger causality test records the evidence of one way causality from volatility to trading volume and from return to volume.
Download or read book Momentum Trading on the Indian Stock Market written by Gagari Chakrabarti and published by Springer Science & Business Media. This book was released on 2013-03-27 with total page 123 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study is an exploration of the Indian stock market, focusing on the possible presence of momentum trading. One thing, however, should be noted. While it is true that momentum trading, which tends to generate speculative bubbles, may result in a financial market crash, its nature in contrast might depend on the nature of the economy itself. The study, while exploring the presence and nature of momentum trading on the Indian stock market in recent years, seeks to relate it to significant structural breaks in the Indian or global economy. To be precise, it outlines a potential correlation between the instability in the stock market and the speculative trading on the market, exploring the question of whether it is human psychology that drives financial markets. In the process, the choice of a significant structural break has been obvious: the global financial meltdown of 2007-2008 – a crisis that has often been referred to as the worst ever since the crash of 1929. While analyzing the nature of momentum trading on the Indian stock market with regard to the financial crisis of 2007-08, the study takes into account two major representatives of the market, the BSE (Bombay Stock Index) and NSE (National Stock Index), for the period 2005 to 2012. This study seeks to answer a few important questions. First of all, it tries to unveil the underlying structure of the market. In doing so, it examines the following issues: (i) What was the latent structure of the Indian stock market leading up to the crisis of 2007-08? Does the structure offer insights into designing profitable trading strategies? (ii) Is it possible to construct a profitable portfolio on the Indian stock market? (iii) Is there any profitable trading strategy on the Indian stock market? While exploring these issues, the study delves deeper, breaking the whole period down into two sub-periods, before the crisis of 2008 and after the crisis. The purpose of this division is to determine whether there has been any discernible change in the market structure since the shock.
Download or read book Indian Stock Market written by Gourishankar S. Hiremath and published by Springer Science & Business Media. This book was released on 2013-10-28 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: India is one of the major emerging economies of the world and has witnessed tremendous economic growth over the last decades. The reforms in the financial sector were introduced to infuse energy and vibrancy into the process of economic growth. The Indian stock market now has the largest number of listed companies in the world. The phenomenal growth of the Indian equity market and its growing importance in the economy is indicated by the extent of market capitalization and the increasing integration of the Indian economy with the global economy. Various schools of thought explain the behaviour of stock returns. The Efficient Market Theory is the most important theory of the School of Neoclassical Finance based on rational expectation and no-trade argument. The book investigates the growth and efficiency of the Indian stock market in the theoretical framework of the Efficiency Market Hypothesis (EMH). The main objective of the present study is to examine the returns behaviour in the Indian equity market in the changed market environment. A detailed and rigorous analysis, made with the help of the sophisticated time series econometric models, is one of the key elements of this volume. The analysis empirically tests the random walk hypothesis and focuses on issues like nonlinear dynamics, structural breaks and long memory. It uses new and disaggregated data on recent reforms and changes in the market microstructure. The data on various indices including sectoral indices help in measuring the relative efficiency of the market and understanding how liquidity and market capitalization affect the efficiency of the market.
Download or read book Time Varying Volatility in the Indian Stock Market written by Gurmeet Singh and published by . This book was released on 2017 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the volatility dynamics of stock market in India by using daily data of the NIFTY index of NSE from Jan 2000 to Dec 2014. The volatility in the Indian stock market exhibits characteristics similar to those found earlier in many of the major developed and emerging stock markets. Various volatility estimators and diagnostic tests indicate volatility clustering, i.e., shocks to the volatility process persist and the response to news arrival is asymmetrical, meaning that the impact of good and bad news is not the same. It is shown that ARCH family models outperform the conventional OLS models. We find that, the TARCH model is better fit, when we compare the GARCH, EGARCH and TARCH models, on the basis of AIC and SC criteria. Moreover, in the GARCH model, ARCH and GARCH effects remain significant, which highlights the inefficiency in the market. In addition, EGARCH and TARCH models indicate the presence of leverage effect and positive impact of volatility on returns.
Download or read book Analytical Study on the Impact of Monetary Policy and Stock Market Volatility in India written by Dr. Puja Dua and published by Book Rivers. This book was released on 2023-01-10 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Analysis of Price Volatility Trading Volume and Market Depth of Stock Futures Market in India written by Srinivasan Kaliyaperumal and published by GRIN Verlag. This book was released on 2018-03-13 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: Project Report from the year 2010 in the subject Business economics - Investment and Finance, , course: Ph. D, language: English, abstract: Every modern economy is based on a sound financial system and acts as a monetary channel for productive purpose with effecting economic growth. It encourages saving habit by throwing open and plethora of instrument avenues suiting to the individuals requirements, mobilizing savings from households and other segments and allocating savings into productive usage such as trade, commerce, manufacture etc. Thus a financial system can also be understood as institutional arrangements, through which financial surpluses are mobilized from the units generating surplus income and transferring them to the others in need of them. In nutshell, financial market, financial assets, financial services and financial institutions constitute the financial system. The activities include exchange and holding of financial assets or instruments of different kinds of financial institutions, banks and other intermediaries of the market. Financial markets provide channels for allocation of savings to investment and provide variety of assets to savers in various forms in which the investors can park their funds. At the same time, financial market is one that integral part of the financial system which makes significant contribution to the countries’ economic development. It establishes a link between the demand and supply of long-term capital funds. The economic strength of a country depends squarely on the state of financial market, apart from the productive potential of the country. The efficient allocation of fund by the capital market depends on the state of capital market. All the countries therefore focus more on the functioning of the capital market. Indian financial market has faced many challenges in the process of effecting more efficient allocation and mobilization of capital. It has attained a remarkable degree of growth in the last decade and in continuing to achieve the same in current decade also. Opening up of the economy and adoption of the liberalized economic policies have driven our economy more towards the free market. Over the last few years, financial markets, more specifically the security market were experiencing a lot of structural and regulatory changes. The major constituents of financial market are money market and the capital market catering to the type of capital requirements.
