scholarly journals Impact Of Union Budget On Indian Stock Market

2015 ◽  
Vol 2 (11) ◽  
pp. 21 ◽  
Author(s):  
Divya Verma Gakhar ◽  
Neha Kushwaha ◽  
Vinita Ashok
Keyword(s):  
Stock Market ◽  
T Test ◽  
Medium Term ◽  
Short Term ◽  
Statistical Tools ◽  
F Test ◽  
Indian Stock Market ◽  
The Impact ◽  
Paired T Test

This paper analyzes the impact of Union budget on NSE’s CNX NIFTY Index. The impact is measured in terms of daily average returns and volatility over the short term, medium term and long term period in pre and post budget period. The data has been collected for five budget periods from 2011 to 2015. The statistical tools used are paired T-test and F-test. Paired T-test is conducted on average returns and F-test is conducted on variances over the period i.e., 3, 10 and 30 days in pre and post budget period. The maximum impact of budget is seen in short term then it gradually decreases in medium term and finally diminishes in the long term. The implication of this paper is that the investor should fear from investing in the stock market around the budget period.

Impact of FII’s and FDI’s on Indian Stock Market

2016 ◽  
Vol 1 (1) ◽  
Author(s):  
Dr. Kamlesh Kumar Shukla
Keyword(s):  
Stock Market ◽  
Financial Markets ◽  
Global Economy ◽  
Short Term ◽  
Earnings Growth ◽  
The Past ◽  
Bull Market ◽  
Indian Stock Market

FIIs are companies registered outside India. In the past four years there has been more than $41 trillion worth of FII funds invested in India. This has been one of the major reasons on the bull market witnessing unprecedented growth with the BSE Sensex rising 221% in absolute terms in this span. The present downfall of the market too is influenced as these FIIs are taking out some of their invested money. Though there is a lot of value in this market and fundamentally there is a lot of upside in it. For long-term value investors, there’s little because for worry but short term traders are adversely getting affected by the role of FIIs are playing at the present. Investors should not panic and should remain invested in sectors where underlying earnings growth has little to do with financial markets or global economy.

scholarly journals Vliv změny pravidel v roce 2010 na střelbu hráčů Národní basketbalové ligy

2015 ◽  
Vol 9 (2) ◽  
pp. 77-84
Author(s):  
Václav Svoboda ◽  
Emil Řepka
Keyword(s):  
Czech Republic ◽  
Negative Impact ◽  
Male Competition ◽  
T Test ◽  
F Test ◽  
The Czech Republic ◽  
Rules Changes ◽  
The Impact ◽  
Paired T Test

The aim of our study is to identify and evaluate the impact of rules changes in 2010 on success of two-point shooting and three-point shooting between selected Czech and foreign players taking part in National Basketball League- top male competition in the Czech Republic who have met with our specifi ed conditions in examined seasons 2009/10 and 2010/11. There are following methods used in the very research in the empirical part: Student’s paired t-test, Two-sample F-test, Student’s unpaired t-test of equality of variances and Size of eff ect. The results of these tests has statistically confi rmed our hypotheses H1 and H2 – it means decreasing of two-point shooting success in season 2010/11 for all examined players and reducing of success at three-point throws between players with Czech nationality. On the contrary, it has not confi rmed the hypothesis H3, thus increasing of three-point shooting success in season 2010/11 between foreign players. Substantively, we consider as an essential result the 20.1% negative impact of the rules changes on success of three-point shooting for players of Czech nationality.

scholarly journals Impact of Lockdown in the FMCG sector of the Indian Stock Market – Analysis using Statistical Methods

2021 ◽  
Vol 12 (1S) ◽  
pp. 647-654
Author(s):  
M. Vivek Prabu, Et. al.
Keyword(s):  
Stock Market ◽  
Statistical Methods ◽  
Global Economy ◽  
Market Analysis ◽  
Negative Trend ◽  
High Demand ◽  
Statistical Tools ◽  
Indian Economy ◽  
Indian Stock Market ◽  
The Impact

The Covid19 outbreak has shattered the Global economy and Indian economy too had got no exemption from it. Despite the GDP of India moving in the negative trend, very few sectors like Pharmaceutical and FMCG have shown some positive signs because of this pandemic and the lockdown followed by it. Consumer staples will always remain essential irrespective of the economical movement. In particular, during the tougher times, whenever there arises an unprecedented scenario, the humankind will always try to safeguard itself and in turn that will certainly cause a high demand in the FMCG sector. In this paper, we will be analysing the impact of lockdown in the movement of the FMCG sector using some of the Statistical tools

The Effect of Capital Structure, Size and Revenue Growth on the Effectiveness of Garment Businesses Listed on Vietnam’s Stock Market

2019 ◽  
Vol 35 (4) ◽  
Author(s):  
Do Huy Thuong ◽  
Tran Luu Ngoc ◽  
Nguyen Thi Phuong Hong
Keyword(s):  
Stock Market ◽  
Capital Structure ◽  
Firm Size ◽  
Business Performance ◽  
Negative Impact ◽  
Short Term ◽  
Return On Equity ◽  
Revenue Growth ◽  
The Impact

Considering the impact of the capital structure on the effectiveness of businesses is extremely important. Therefore, this study is conducted in order to find the influences of capital structure, firm size and revenue growth on the performance of the garment businesses listed on Vietnam stock market in the period of 2013-2018 with the representation of return on equity (ROE). The research with the use of panel data has shown that the ratio of short-term debt on total assets, the firm size and the revenue growth all have positive impacts on business performance. Meanwhile, the ratio of long-term debt on total assets has a negative impact on the performance of garment businesses at the statistically significant level of 5%.

Linkages between India and three ASEAN Stock Markets: A Co-integration Approach

2015 ◽  
Vol 4 (1) ◽  
Author(s):  
Giridhari Singh Rajkumar
Keyword(s):  
Stock Market ◽  
Stock Markets ◽  
Short Term ◽  
Term Relation ◽  
Integration Test ◽  
Asean Countries ◽  
Indian Stock Market ◽  
The Relationship ◽  
Investment Choices

Today, an investor has an array of investment choices including the opportunities to approach overseas market which were unavailable a few decades ago. In literature, the integration of stock markets has been widely discussed and analyzed. This paper examines the relationship between Indian stock market and the three stock markets of the ASEAN countries viz. Indonesia, Malaysia, and Singapore. Using the daily closing prices of the indices over a period of ten years i.e. 2004 to 2014, the study examined the inter-linkages of Indian stock market with the three markets. The Granger-causality and co-integration test were used to check the causal relationship. The study found that there is a significant short-term unidirectional influenced from the Indian stock market to the three ASEAN countries stock markets while no long-term relation (no co-integration) are found between the Indian equity market with that of three ASEAN countries viz. Indonesia, Malaysia, and Singapore equity markets.

scholarly journals Application of the Value Averaging Investment Method on the US Stock Market

2015 ◽  
Vol 63 (6) ◽  
pp. 2151-2160
Author(s):  
Martin Širůček ◽  
Ivana Škatuĺárová
Keyword(s):  
Stock Market ◽  
Real Data ◽  
Investment Horizon ◽  
Medium Term ◽  
Short Term ◽  
Specific Investment ◽  
The Us ◽  
Expansion Period ◽  
Annual Risk

The paper focuses on empirical testing and the use of the regular investment, particularly on the value averaging investment method on real data from the US stock market in the years 1990–2013. The 23-year period was chosen because of a consistently interesting situation in the market and so this regular investment method could be tested to see how it works in a bull (expansion) period and a bear (recession) period. The analysis is focused on results obtained by using this investment method from the viewpoint of return and risk on selected investment horizons (short-term 1 year, medium-term 5 years and long-term 10 years). The selected aim is reached by using the ratio between profit and risk. The revenue-risk profile is the ratio of the average annual profit rate measured for each investment by the internal rate of return and average annual risk expressed by selective standard deviation. The obtained results show that regular investment is suitable for a long investment horizon or the longer the investment horizon, the better the revenue-risk ratio (Sharpe ratio). According to the results obtained, specific investment recommendations are presented in the conclusion, e.g. if this investment method is suitable for a long investment period, if it is better to use value averaging for a growing, sinking or sluggish market, etc.

scholarly journals Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets

Mathematics ◽  
2021 ◽  
Vol 9 (19) ◽  
pp. 2484
Author(s):  
Vladimir Balash ◽  
Alexey Faizliev ◽  
Sergei Sidorov ◽  
Elena Chistopolskaya
Keyword(s):  
Stock Market ◽  
Spillover Effects ◽  
Political Crisis ◽  
Dynamic Factor ◽  
Short Term ◽  
Volatility Spillovers ◽  
Conditional Time ◽  
Russian Stock Market ◽  
The Impact

This study analyzes the spillover effects of volatility in the Russian stock market. The paper applies the Diebold–Yilmaz connectedness methodology to characterize volatility spillovers between Russian assets. The spectral representation of the forecast variance decomposition proposed by Baruník and Křehlik is used to describe the connectivity in short-term (up to 5 days), medium-term (6–20 days) and long-term (more than 20 days) time frequencies. Additionally, two new augmented models are developed and applied to evaluate conditional spillover effects in different sectors of the Russian economy for the period from January 2012 to June 2021. It is shown that spillover effects increase significantly during political and economic crises and decrease during periods of relative stability. The rising of the overall level of spillovers in the Russian stock market coincides in time with the political crisis of 2014, the intensification of anti-Russian sanctions in 2018 and the fall in oil prices and the start of the pandemic in 2020. With the consideration of the augmented models it can be argued that a significant part of the long-term spillover effects on the Russian stock market may be caused by the influence of external economic and political factors. However, volatility spillovers generated by internal Russian idiosyncratic shocks are short-term. Thus, the proposed approach provides new information on the impact of external factors on volatility spillovers in the Russian stock market.

Trust in the executive

2018 ◽  
Vol 55 (5) ◽  
pp. 609-624 ◽  
Author(s):  
Thomas Clark Durant ◽  
Michael Weintraub ◽  
Daniel Houser ◽  
Shuwen Li
Keyword(s):  
Time Horizon ◽  
Medium Term ◽  
Short Term ◽  
Promising Alternative ◽  
Trade Offs ◽  
Turn Taking ◽  
Institutional Types ◽  
Winner Takes All ◽  
The Impact

Why is it so hard to get opposing elites to work together rather than to seek partisan gains and/or political survival? While the credible commitment problem is widely known, there are a number of lesser known obstacles to building trust and trustworthiness between opposing elites. This article presents an account of how some of those obstacles interact through time. Common institutional types, particularly winner-takes-all and power-sharing institutions, force trade-offs between agile responses in the short term and medium-term trust between elites, on the one hand, and between trust among elites in the medium term and the adaptability of agreements in the long term, on the other. We call this the ‘time horizon trilemma’. As an alternative approach, we consider a variant on the two-person consulate used by the Roman Republic for more than 400 years as Rome rose to prominence. In our variant, a ‘turn-taking institution’, opposing executives take short alternating turns as the ultimate decisionmaker within one term. We conduct behavioral games in the experimental lab to provide an initial estimate of the impact of these institutional types – winner-takes-all, requiring consensus only, requiring turn-taking only, or requiring both – on overcoming obstacles to agile responses in the short term, trust among elites in the medium term, and adaptability of agreements in the long term. We find that turn-taking is a promising alternative to solving the time horizon trilemma.

scholarly journals A STUDY ON DOMESTIC INSTITUTIONAL INVESTMENTS AND ITS IMPACT ON MEJOR SECTORS OF ECONOMY

2021 ◽  
Vol 9 (12) ◽  
pp. 379-389
Author(s):  
Prashanth Kumar A. ◽  
Sumathi a ◽  
Sushmitha R Shetty
Keyword(s):  
Stock Market ◽  
Work Culture ◽  
Statistical Tools ◽  
Work From Home ◽  
Cost Cutting ◽  
The Government ◽  
Indian Stock Market ◽  
The Relationship ◽  
Cutting Strategy

India is a developing economy, which has undergone a series of developmental events in last two years. Covid -19 Pandemic has created a lot of challenges across various sectors of the economy. Major sectors of the economy has underwent a series of changes during this phase. IT industries adopted work from home as a long-term cost cutting strategy bringing in necessary changes in work culture. The government has also made all the possible efforts to keep up the phase of development in spite of the challenges posed by the pandemic. Pandemic gave a new dimension to the Indian stock market as many DII & FII became active leading to the further growth of the market in spite of the pandemic.The paper attempts to identify Impact of DIII in the Indian Stock Market. An attempt is made to study the relationship between Selected Nifty Indices movements, DII Inflow/Outflow, by evaluating their investments in equity, Debt and Future& Options segments by applying Statistical Tools. Thus,overall impact of these Players on the Stock Market & Economy is studied. Paper concludes suggesting the measures to identify the major players and empower them as it is necessary tobuild future developing India.

Sign in / Sign up

Export Citation Format

Share Document