A Study of Volatility of Five Major Stock Indices of Indian Stock Market

2019 ◽  
pp. 75-100
Author(s):  
Ayanangshu Sarkar ◽  
Malabika Roy
Keyword(s):  
Stock Market ◽  
Stock Indices ◽  
Indian Stock Market

Study on Indian Stock Market Performance Based on Commodities

2021 ◽  
pp. 415-431
Author(s):  
Deepika N. ◽  
Nirupama Bhat Mundukur ◽  
Victer Paul
Keyword(s):  
Stock Market ◽  
Oil And Gas ◽  
Stock Exchange ◽  
Market Performance ◽  
Listed Companies ◽  
Secondary Market ◽  
Secondary Markets ◽  
Stock Indices ◽  
Stock Market Performance ◽  
Indian Stock Market

A stock exchange facilitates trading shares of pubicly listed companies. The trading process is operated through two non-separable and mutually supporting segments called as primary and secondary markets, governed by the Security and Exchange Board of India abbreviated as SEBI. The platform which forms and sale the new securities is known as primary market and the platform in which dealings of these previously issued securities is known as secondary market. Stock market or equity market is the area that facilitates the trading of the publicly listed security shares in the secondary market, and as of now, more than 1300 securities are available in the exchange for trading. The trading process is analyzed using trading ring in earlier days. The authors focus on analyzing the effect of dollar sell, dollar purchase, and commodities price under the oil and gas group crude oil on Indian stock indices.

scholarly journals An Empirical Note on Delhi Weather Effects in the Indian Stock Market

2019 ◽  
Vol 8 (4) ◽  
pp. 1203-1208
Keyword(s):  
Stock Market ◽  
Stock Price ◽  
Weather Data ◽  
Weather Factors ◽  
Stock Market Returns ◽  
Weather Factor ◽  
Stock Indices ◽  
Daily Weather Data ◽  
Empirical Note ◽  
Indian Stock Market

This research paper investigates the dynamic linkage, between three weather factors and two top stock Indices in India, namely, BSE SENSEX and NSE NIFTY. In order to study the weather factor on stock indices, daily weather data of Delhi and daily closing stock price of BSE SENSEX and NSE NIFTY, from January 1st 2001 to 31st December 2017, were collected and analyzed. The study found that the Delhi weather namely humidity influence BSE Sensex returns. The investing community may note the findings, for making intelligent investment decisions. The findings would be useful to investors, speculators and officials managing the Indian Securities Exchanges. This is the first empirical study testing the relationship between stock market returns and weather factors in the City of Delhi in India

scholarly journals HOW VOLATILE IS INDIAN STOCK MARKET? A STUDY BASED ON SELECTED SECTORAL INDICES

2015 ◽  
Vol 3 (12) ◽  
pp. 142-149
Author(s):  
Nishad Mohamed ◽  
K.T. Thomachan
Keyword(s):  
Stock Market ◽  
Stock Exchange ◽  
Conditional Heteroskedasticity ◽  
Stock Indices ◽  
Highly Sensitive ◽  
Autoregressive Conditional Heteroskedasticity ◽  
Egarch Model ◽  
Indian Stock Market

This paper examines the nature of volatility of selected sectoral stock indices traded in the National Stock Exchange. Using the EGARCH model introduced by Nelson, it has been observed that the selected indices are subject to Autoregressive Conditional Heteroskedasticity (ARCH) effects. There are significant leverage effects in the case of five indices. Volatility seems to be highly persistent in the case of all the indices except one. Moreover, four indices are highly sensitive to market events.

Market Efficiency of Indian Stock Market – A Study of Bonus Announcement in Bombay Stock Exchange

2011 ◽  
Vol 2 (1) ◽  
pp. 45-49
Author(s):  
M. Bharath M. Bharath ◽  
◽  
Dr. H. Shankar Dr. H. Shankar
Keyword(s):  
Stock Market ◽  
Market Efficiency ◽  
Stock Exchange ◽  
Indian Stock Market

Insider Trading: A White-Collar Crime and its Impact on Share Market

Think India ◽  
2014 ◽  
Vol 17 (3) ◽  
pp. 22-24
Author(s):  
Sreekumar Ray
Keyword(s):  
Stock Market ◽  
Insider Trading ◽  
White Collar Crime ◽  
White Collar ◽  
Adverse Impact ◽  
High Ranking ◽  
Internal Information ◽  
Indian Stock Market ◽  
The Impact

Since inception, the growth of the Indian stock market has been constrained through unethical, illegal and self-actualized activities of swanky persons involved in different capacities in the market. The stock market was trying to retrieve itself from the devastating effect of Harshad Mehta share market scam, when within a gap of ten years it was once again pushed into the darkness of the dungeon by another demon-child of the country- Ketan Parekh. Corporations have been looted by the insider traders, diversifying internal information to an external in lieu of cash. Investigations in the majority cases have proved the involvement of the high ranking officers of the companies in the crime, sophistically referred to as white-collar crime. It has an adverse impact on the growth and sustainability of the share market. Under the light of the above issue, this paper endeavors to study the impact of such crime on the share market. It focuses on the mechanism behind the insider-trading, its impact on the share market and the regulators supervision on the issue. Finally, suggestions have been provided which will contribute towards the dream of every Indian-a fraud-free share market focusing towards the overall development of the country.

Determinants of Trading Decision: An Experiential Examination

GIS Business ◽  
2018 ◽  
Vol 13 (1) ◽  
pp. 1-9
Author(s):  
Gunjan Sharma ◽  
Tarika Singh ◽  
Suvijna Awasthi
Keyword(s):  
Stock Market ◽  
Capital Markets ◽  
Capital Market ◽  
Capital Mobility ◽  
Influential Factors ◽  
Herd Behavior ◽  
Human Beings ◽  
The Past ◽  
The Government ◽  
Indian Stock Market

In the midst of increasing globalization, the past two decades have observed huge inflow of outside capital in the shape of direct and portfolio investment. The increase in capital mobility is due to contact between the different economies across the globe. The growing liberalization in the capital market leads to the growth of various financial products and services. Over the past decade, the Indian capital market has witnessed numerous changes in the direction of developing the capital markets more robust. With the growing Indian economy, the larger inflow of funds has been fetched into the capital markets. The government is continuously working on investor’s education in order to increase retail participation in the Indian stock market. The habits of the risk-averse middle class have been changing where these investors started participating in the Indian stock market. It is an explored fact that human beings are irrational and considering this fact becomes imperative to investigate factors that influence the trading decisions. In this research, ‘an attempt has been made to investigate various factors that affect the individual trading decision’. The data has been collected from various stockbroking firms and from clients of those stockbroking firms their opinions were recorded by means of a questionnaire. Data collected through the structured questionnaire, 33 questions were prepared which was given to the 330 respondents on the basis of convenience sampling out of which 220 individuals filled questionnaire, the total of 200 questionnaires was included in the study after eliminating the incomplete questionnaire. Various factors are being explored from the literature and then with the help of factor analysis some of the most influential factors have been explored. Factors like overconfidence, optimism, cognitive bias, herd behavior, advisory effect, and idealism are the factors which influenced the trading decision of the investors the most. Such kind of a study is contributing in the area of behavioral finance as a trading decision is an important aspect while investing in the stock market. And this kind of study would be helping and assisting financial advisors to strategies for their clients in making the right allocation and also the policy maker and market regulators to come up with better reforms for the Indian stock markets.

Relationship between Foreign Portfolio Investments (FPI), Domestic Institutional Investors, and Stock Market Returns in India

GIS Business ◽  
2017 ◽  
Vol 12 (6) ◽  
pp. 1-9
Author(s):  
Dhananjaya Kadanda ◽  
Krishna Raj
Keyword(s):  
Stock Market ◽  
Institutional Investors ◽  
Negative Relationship ◽  
Trading Strategies ◽  
Market Returns ◽  
Stock Market Returns ◽  
Foreign Portfolio Investment ◽  
Stock Market Return ◽  
Indian Stock Market ◽  
Feedback Trading

The present article attempts to understand the relationship between foreign portfolio investment (FPI), domestic institutional investors (DIIs), and stock market returns in India using high frequency data. The study analyses the trading strategies of FPIs, DIIs and its impact on the stock market return. We found that the trading strategies of FIIs and DIIs differ in Indian stock market. While FIIs follow positive feedback trading strategy, DIIs pursue the strategy of negative feedback trading which was more pronounced during the crisis. Further, there is negative relationship between FPI flows and DII flows. The results indicate the importance of developing strong domestic institutional investors to counteract the destabilising nature FIIs, particularly during turbulent times.

The Informational Roles of Institutions in the Indian Stock Market

2011 ◽  
Author(s):  
Prithviraj Banerjee ◽  
Jayanta Nath Nath Mukhopadhyaya ◽  
Munmun Dey
Keyword(s):  
Stock Market ◽  
Indian Stock Market
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