Download or read book VOLATILITY IN INDIAN AND INTERNATIONAL STOCK MARKETS written by Mhalu L and published by . This book was released on 2022-12-29 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 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 Empirical Studies on Volatility in International Stock Markets written by Eugenie M. J. H. Hol and published by . This book was released on 2014-01-15 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Indian Stock Market Volatility in Recent Years written by Amitava Sarkar and published by . This book was released on 2008 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study investigates volatility in Indian stock markets. Specifically, it looks for the possible volatility transmission channel for Indian stock market from the Indian sectoral developments as well as developments in the global market. SENSEX is used as the Indian market index and its response to overseas market indices like Dow Jones, FTSE, BVSP, MerVal, JKSE; further the relationship between SENSEX and domestic sectoral indices have also been examined. As it has been found, the volatility in the developed market indices Granger causes SENSEX volatility, showing a strong existence of a global contagion. SENSEX volatility is also related to some extent to the volatility of Jakarta Stock index, hinting towards some kind of regional contagion. Moreover, as the impulse response function shows, a shock in Dow Jones, Jakarta stock index and BVSP has profound effect on the SENSEX, (Dow Jones having the most important one). As for sources from its domestic sectors, capital goods and consumer durables are the most prominent contributors to the volatility of the SENSEX.
Download or read book Common Short term Volatility on International Stock Markets written by Johan Knif and published by . This book was released on 1998 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book FINANCIAL CRISIS AND VOLATILITY OF STOCK MARKET AND FOREIGN EXCHANGE MARKET written by Das Soma and published by Soma Das. This book was released on 2023-01-02 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis of stock market for the assessment of the risk has assumed greater significance in india, after liberalization. Usefulness of efficident stock market in mobilzing resources is well-known among policy makers and investors. Volatility In the prices of stock adversely affects individual earnings and health of the economy. Volatility in the price of stock market can arise because of several reasons. It creates atmosphere of uncertainty and thus it hampers productive investment. Volatility is inherent feature of stock markets. It should be known to those who are concerned directly and indirectly with stock markets. Volatility of stock prices refers to the frequency with which changes in stock prices over a given period of time. The volatility can also be understood as the frequency or relative rate at which the price of a security moves up and down. Volatility Is found by calculating the annualized standard deviation of daily change in price. Standard deviation of return is widely used as a measure of total risk of a financial asset. If a stock is highly volatile, there is risk of losing capital and thus investors tend to avoid Investing in these stocks.
Download or read book Stock Market Volatility written by Greg N. Gregoriou and published by CRC Press. This book was released on 2009-04-08 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Download or read book STOCK MARKET VOLATILITY IN INDIA A Study with reference to Equities written by Dr. A. Latha and published by Archers & Elevators Publishing House. This book was released on with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Stock Market Volatility and Corporate Investment written by Zuliu Hu and published by International Monetary Fund. This book was released on 1995-10-01 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite concerns are often voiced on the so called “excess volatility” of the stock market, little is known about the implications of market volatility for the real economy. This paper examines whether the stock market volatility affects real fixed investment. The empirical evidence obtained from the US data shows that market volatility has independent effects on investment over and above that of stock returns. Volatility and its changes are negatively related to investment growth. To the extent volatility depresses fixed capital formation and hence future income growth, the results suggest the desirability of reducing stock market volatility.
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 Analysing Volatility of Indian Stock Markets Using EViews written by Prashant Joshi and published by . This book was released on 2014-08-09 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Volatility in International Stock Markets written by Eugenie M.J.H. Hol and published by . This book was released on 2002 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Volatility in International Stock Markets An Empirical Study written by Shalu Lu and published by Shalu. This book was released on 2022-11-11 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Business investment is concerned with the provision of funds for investment in business enterprise, an investor must offer whatever is invested in this way, and this means that the investor must sacrifice consumption and save to offer the funds. Savers and the users of their funds come jointly in the market for investment, where the normal rules of supply and demand apply unless there is government interfering with interest rates. The cost of money is the rate of interest rewarded for the use. If the demand for investment funds is greater than the funds offered for investment by savers, then the rate of interest will increase until people in the market are induced to sacrifice consumption and make their reserves available for investment.
Download or read book From Stock Market Volatility to Economic Development A Study of the Indian Context written by George Zaad and published by . This book was released on 2023-02-28 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The role of stock market in the process of economic development has been well recognised today. thedeveloping countries have started liberalising their financial markets giving considerable importance to the development of stock markets. However, in India stock market remained a dormant part of the financial system until the initiation of the structural adjustment programme . The structural adjustment programme implemented in a gradualistic pattern consisted of comprehensive fiscal, financial and external sector reforms. As part of it capital market reforms were launched.The process of reforms has led to a pace of growth of the stock market unparalleled in the history of any country. Stock market in India has grown exponentially as measured in terms of investor participation, amount raised from the market, number of stock exchanges and other intermediaries, number of listed stocks, trading volumes and turnover on the stock exchanges. Along with these physical changes, there has also been a change in the perception about stock markets and its role in the country's economic development. The present study aims to explore the impact of stock market development on the macro economy of the country, specifically in the post-reform period. It attempts to test the extent to which stock market development affects long-term economic growth, corporate capital structure, and behaviour of retail equity investors. The study also explores the direction of causality between stock prices and major macro economic variables.
Download or read book Volatility Contagion Between India and Selected Stock Markets written by Ruhee Mittal and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The present study is an attempt to investigate the linkage between the financial markets of developing and developed economies. For the purpose, the interdependence between Indian implied volatility index and six international indices (VIX, VCAC, VDAX-NEW, VSMI, VXJ and VSTOXX) is investigated in the framework of the volatility transmission and spillover mechanism. The bivariate [VAR(p)] system and BEKK-GARCH model are employed to quantify the given phenomenon of interdependence. The results indicate that there is a significant relationship between IVIX and VIX, as IVIX responds strongly to a shock in VIX index and this effect continues for about six days, post which it tapers off and vice versa. Granger causality test confirms bidirectional causality between the two volatility indices. At individual level, it is found that there are bidirectional crossshock spillover effects between India-America, India-Germany, India-Switzerland and India- Eurozone markets and bidirectional volatility linkages between IVIX and other indices, namely, VIX, VCAC and VSTOXX. The importance and implication of the study lies in the usefulness of the measurement of second moment and its behaviors which has been an important input in financial decision making. For instance, it can provide valuable input for developing better portfolio diversification strategies.
