The Effect of Macroeconomic Factors on Indian Stock Market: An Empirical Evidence

2017 ◽  
Vol 6 (1) ◽  
pp. 68-76 ◽  
Author(s):  
Syed Tabassum Sultana ◽  
Kuchuri Sneha Reddy
Keyword(s):  
Stock Market ◽  
Empirical Evidence ◽  
Macroeconomic Factors ◽  
Indian Stock Market

scholarly journals The Relationship between Macroeconomic Factors and Stock Market Indices Performances in Indian Stock Market

2018 ◽  
Vol 7 (4.36) ◽  
pp. 592
Author(s):  
D. Kinslin ◽  
V. P. Velmurugan
Keyword(s):  
Stock Market ◽  
Capital Market ◽  
Significant Finding ◽  
Macroeconomic Factors ◽  
Money Markets ◽  
Macroeconomic Variables ◽  
Indian Economy ◽  
Financing Costs ◽  
Indian Stock Market ◽  
The Relationship

This investigation endeavors in observationally testing the connection between macroeconomic variables and the exhibitions of two noteworthy Indian security advertise lists of BSE-sensex and NSE-clever. The yearly information of a few macroeconomic elements of FIIs net venture, trade rates, oil value, financing costs, swelling rates and gold rates from 1995-96 to 2014-15 are thought about and it attempts to uncover the most impact of these elements on the 'Stock files exhibitions' of the Indian securities exchange. In compatibility of this, the connection investigation and various relapse examination was utilized to contemplate the connection between the two chose security advertise files exhibitions and the six chose macroeconomic elements from the Indian economy. The significant finding is that macroeconomic elements impact securities exchange lists exhibitions in India. It is suggested that the usage of appropriate monetary approaches will be useful to money markets files and it will result in required development in the Indian capital market.   

Day Of The Week Effect: Empirical Evidence From Indian Stock Market

Paradigm ◽  
2004 ◽  
Vol 8 (2) ◽  
pp. 9-13 ◽  
Author(s):  
Mohit Gupta ◽  
Navdeep Aggarwal
Keyword(s):  
Stock Market ◽  
Empirical Evidence ◽  
Day Of The Week ◽  
Indian Stock Market

Causal Relationship between Gold, Crude Oil & US Dollar Rates and S&P BSE 100 in India: An Experimental Study

2016 ◽  
Vol 6 (2) ◽  
Author(s):  
Suresh Gopal ◽  
Jothi Munusamy
Keyword(s):  
Stock Market ◽  
Crude Oil ◽  
Causal Relationship ◽  
Macroeconomic Factors ◽  
Research Software ◽  
Integration Test ◽  
Augmented Dickey Fuller ◽  
Causality Tests ◽  
Us Dollar ◽  
Indian Stock Market

In the present globalized business scenario, volatility in gold price, international crude oil price, and US Dollar exchange rate are likely to stimulate uncertainty in stock market conditions globally. The degree of uncertainty in stock market is high in the case of developing nations like India. Therefore, the study of causal relationship of gold, crude oil, and US Dollar rates with the stock market indices (S&P BSE 100) in India is more appropriate. The researchers have analyzed these macroeconomic variables along with the S&P BSE 100 with the help of econometric tools viz. Augmented Dickey-Fuller Test for Unit-Root, Johansen Co-Integration Test, Pairwise Granger Causality Tests, Vector Auto Regression Modeling, Variance Decomposition test, and Impulse responses analysis. The econometric research software called EVIEWS 6 was used to apply all those tools successfully. The result shows that there is a high impression in the Indian stock market due to the volatility happens in the described macroeconomic factors.

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