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Academic literature on the topic 'Nifty returns'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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Journal articles on the topic "Nifty returns"

1

Dharani, M. "Seasonal Anomalies between S&P CNX Nifty Shariah Index and S&P CNX Nifty Index in India." Journal of Social and Development Sciences 1, no. 3 (2011): 101–8. http://dx.doi.org/10.22610/jsds.v1i3.633.

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The present study compares the risk and return of the Nifty Shariah index and Nifty index at days, months and quarters wise during the period 2nd January 2007 to 31st December 2010. The raw returns of the both indices are calculated as today price minus yesterday price divided by yesterday price. The t- test has been used to test the mean returns difference between both indices. The average Monday return of the Nifty Shariah index is compared with average return of the Nifty index by using two sample t-test. Like that, the average returns of the remaining of the days of Nifty Shariah index are

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Narayan, Parab, and Y. V. Reddy. "Exploring the Causal Relationship Between Stock Returns, Volume, and Turnover across Sectoral Indices in Indian Stock Market." Metamorphosis: A Journal of Management Research 16, no. 2 (2017): 122–40. http://dx.doi.org/10.1177/0972622517730140.

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The traditional saying “Market Discounts Everything” is applicable to stock returns, trading volume, and turnover as well. The present study is an analytical attempt to examine the causal relationship between stock returns, trading volume, and turnover across 10 sectoral indices of National Stock Exchange (NSE) for the period 2006–2016. To critically examine this relation, the study uses various statistical techniques such as descriptive statistics, correlation analysis, regression analysis, and econometric tests such as Granger causality test and augmented Dickey–Fuller test. The required ana

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Mr, Jonnalagadda Anil Kumar*1 &. Dr. Bijaya Kumar Barik2. "A COMPARATIVE ANALYSIS OF PERFORMANCE OF SELECT LARGE CAP EQUITY AND INDEX MUTUAL FUND SCHEMES IN INDIA." INTERNATIONAL JOURNAL OF ENGINEERING SCIENCES & RESEARCH TECHNOLOGY 9, no. 5 (2020): 289–301. https://doi.org/10.5281/zenodo.3870477.

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The present study investigates the past performance of open-ended, growth-oriented, direct plans of large cap equity and index schemes for 1 year, 3 years and 5 years period. S&P BSE 100 and NIFTY 50 were used as Benchmark indices for Large Cap Equity and Index Schemes, respectively. The historical performance of the selected schemes was evaluated based on Weighted Average Return, Mean, Standard Deviation, Alpha, Beta, Sharpe, Tracking Error and Coefficient of Determination (r<sup>2</sup>); the results of the study will be useful to investors in taking better investment decisions. The retu

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Mishra, Ravi Ranjan, and Shirish Mishra. "Asymmetric Effects and Volatility Clustering in NSE NIFTY 50: A Comparative Analysis of GARCH Models." Asian Journal of Economics, Business and Accounting 24, no. 11 (2024): 142–52. http://dx.doi.org/10.9734/ajeba/2024/v24i111547.

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This study aims to analyze the volatility patterns, Clustering, and asymmetric effects in the NSE NIFTY 50 index. It involves using daily returns data from the NSE NIFTY 50 from 01 Jan 2010 to 31 Dec 2023. Daily closing prices are obtained from the official NSE website, and returns are calculated based on these prices. EGARCH (1, 1), TARCH (1, 1), GARCH (1, 1), GARCH-M (1,1), and models are utilized to predict volatility, capturing volatility clustering and leverage effects. Using both the Akaike and Schwarz criteria, EGARCH (1,1) was demonstrated to be the best model. The findings reveal that

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P.R, Roshni, and E. Sulaiman. "PERFORMANCE OF NIFTY 50 EXCHANGE TRADED FUNDS." International Journal of Advanced Research 9, no. 02 (2021): 77–83. http://dx.doi.org/10.21474/ijar01/12420.

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The study evaluated the performance of selected Nifty 50 ETFs tracking Nifty 50 Index listed in National Stock Exchange in India during a period of six years starting from 1st April, 2014 to 31st March, 2020. The performance of ETFs is measured using Average Daily Returns, CAGR, HPR, Standard Deviation, Tracking Error, R squared and Beta. It is found that there is difference in the risk-return pattern of Nifty 50 ETFs and its index Nifty 50. Aditya Birla Nifty ETF is the performing fund among the selected ETFs.

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Dharani, M. "Equanimity of Risk and Return Relationship between Shariah Index and General Index in India." Journal of Economics and Behavioral Studies 2, no. 5 (2011): 213–22. http://dx.doi.org/10.22610/jebs.v2i5.239.

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The present study empirically examines the risk and return of the Nifty Shariah index and Nifty index during the period 2nd January 2007 to 31st December 2010. The sample period is further divided into bull market period and bear market period based on the movement of the both indices during the study period. The objective of the study is to analyse the performance of the Islamic index and common index and to test whether any significant difference between both indices in India. Based on the previous studies, the present paper employs Risk adjusted measurement such as Sharpe index, Treynor Ind

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Pranchana, R., S. Sudhamathi, and S. Benneet. "Evaluating the Impact of Sectoral Indices on Stock Market Performance in the National Stock Exchange." Indian Journal of Information Sources and Services 15, no. 1 (2025): 238–43. https://doi.org/10.51983/ijiss-2025.ijiss.15.1.30.

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Economic growth can be measured by the stock market index industry survey, which measures the key indicators of a country's economic development. Furthermore, analyzing various indicators assists governments and investors in using them as a reference. This paper aims to explore the capital market efficiency of the NSE sector indexes by analyzing daily stock price returns. The study seeks to evaluate the effectiveness of the weak form of the selected indicators listed in the NSE. The paper will assess market efficiency by utilizing series and autocorrelation tests and testing the selected NSE i

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Gangwani, Mayank, and Dhun Sehrawat. "Covid-19-A Baleful Aftermath for the Stocks of Indian Pharmaceutical Companies." International Journal of Science, Engineering and Management 9, no. 9 (2022): 21–31. http://dx.doi.org/10.36647/ijsem/09.09.a004.

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Covid-19 catastrophe has not spared any market across the world due to widespread disruptions in its supply chain operations. In today's world, however, stock markets serve as a catalyst for a country's economic and financial development. But, with the development of Covid-19 infection and widespread lockdown in the majority of countries, its stock market has plummeted even further into the depths. Therefore, to determine whether the Covid-19 outbreak has impacted the expected return of Nifty Pharma and stock return of 3 leading pharmaceutical companies Cipla, Dr. Reddy's, and Sun Pharma in th

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Chittineni, Jyothi. "The Impact of COVID-19 Pandemic on the Relationship between India’s Volatility Index and Nifty 50 Returns." Indian Journal of Finance and Banking 4, no. 2 (2020): 58–63. http://dx.doi.org/10.46281/ijfb.v4i2.731.

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The paper intends to re-examine the relationship between India’s Implied Volatility Index (IVIX) and Nifty 50 Returns during this COVID-19 pandemic. The study results are important for two reasons, one is to understand whether Indian VIX is fulfilling the purpose of measuring the near future volatility of Nifty 50 during this pandemic, and secondly, it reports the impact of COVID-19 on the investors’ perceptions about the returns and its volatility. The study results documented that the Nifty return and IVIX are moving independently during the COVID-19 pandemic and there is no association betw

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Kumar, Pushpender, Noella Nazareth, and Harsh Pratap Singh. "Do Monetary Policy Announcements Affect Stock Market Performance: Evidence from Emerging Economy." Journal of Commerce and Accounting Research 14, no. 4 (2025): 65–76. https://doi.org/10.21863/jcar/2025.14.4.007.

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This study aims to examine the effect of monetary policy announcements on returns in the Indian stock market. An event study methodology is employed to evaluate the influence of such announcements. The research utilises daily time series data from broad market indices like the Nifty 50, Nifty 100, Nifty 200, and Nifty 500 to represent the Indian stock market, alongside sectoral indices including Nifty Auto, Nifty Bank, Nifty Financial Services, Nifty FMCG, Nifty IT, Nifty Media, Nifty Metal, Nifty Pharma, Nifty Private Bank, Nifty PSU Bank, and Nifty Realty. The results reveal that a reduction

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Book chapters on the topic "Nifty returns"

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Chhikara, Yashasvi, and Parth Desai. "Regression Analysis on Macroeconomic Factors and Dividend Yield on Bank Nifty Index Returns." In Lecture Notes in Networks and Systems. Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-9689-6_45.

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Yadav, Sachita, and Phayetmi Mungrei. "Risk and Return Analysis of ESG Funds, Other Funds, and Nifty: Sustainable Development in India." In Advances in Economics, Business and Management Research. Atlantis Press International BV, 2025. https://doi.org/10.2991/978-94-6463-696-3_9.

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Cohen, Jeffrey Jerome. "The Sea is a Conveyance-Machine." In Oceanic New York. punctum books, 2015. https://doi.org/10.21983/p3.0112.1.13.

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There came over them the hosts of Portugalto destroy and to exterminate all that is called Israel, children and women in one day.”1 So wrote Isaac Aboab in the first Hebrew poem of the Americas, around 1649. Aboab composed this text in Recife, destined to become a city of Brazil but at the time capital of a fleeting entity called Nieuw-Holland. The port was under siege by the Portuguese, determined to destroy the Jewish commu-nity sheltered there. Born to Marranos fleeing religious persecution, Isaac Aboab and his family had dwelled for a while in France, practicing a reclaimed Judaism. To avo

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Glück, Kim. "Islands of hope." In Saving and Being Safe Away from Home. transcript Verlag, 2024. http://dx.doi.org/10.14361/9783839471272-009.

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Informal savings associations (known as equb/qubye in the Ethiopian context) are a global phenomenon and a future-oriented practice that is ubiquitous in the diverse Ethiopian-Eritrean community in Israel. The heterogeneity of this commu-nity is reflected in the fact that it is divided into two groups, differentiated primarily by their legal status. On the one hand, there are Ethiopian Israelis, most of whom immigrated to Israel in the early 1990s and were naturalized under the Israeli Law of Return. Since their arrival in their long-awaited religious homeland, they have been an integral part

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Barott, Sarah, and Rachel Munson. "The Lone Medievalist." In The Ballad of the Lone Medievalist. punctum books, 2018. https://doi.org/10.21983/p3.0205.1.03.

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When we first attended the International Congress for Medi-eval Studies in 2013, we had just begun to dip our toes into the expansive world of Medieval Studies. When we returned home we were so inspired that we both began extensively studying the Middle Ages and founded the Bemidji State University Medi-eval Club. Within months we had a solid community of medi-evalists and we felt at home. In 2015 at the 50th Annual Interna-tional Congress for Medieval Studies, we attended the “Ballad of the Lone Medievalist” panel hosted by Dr. Kisha Tracy of Fitchburg State University and Dr. John Sexton of

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Veeralakshmi R, Deiva, and Dr M. Bhoopal. "RISK AND RETURN ANALYSIS OF NSE NIFTY BANK STOCKS." In Futuristic Trends in Management Volume 3 Book 17. Iterative International Publisher, Selfypage Developers Pvt Ltd, 2024. http://dx.doi.org/10.58532/v3bhma17p2ch12.

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Even if there are many other investment alternatives, investing in the stock market carries the greatest risk. Without considering the stock performance, the majority of investors base their investing decisions purely on their feelings. Changes in bank stock prices will undoubtedly impact investor investing behavior and have an impact on the nation's economy. The study examines the return and risk of the Bank NIFTY-listed Banking equities. The research is descriptive and analytical in nature. The top 12 Banks listed under the NSE NIFTY Bank index make up the sample size. Secondary information

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Chaturvedi, Shubhangi, and Swarna Parmar. "The Green Economy and Sustainability." In Advances in Finance, Accounting, and Economics. IGI Global, 2024. https://doi.org/10.4018/979-8-3693-7570-9.ch024.

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This study evaluates the influence of Climate Change Policies (CCPs) on the Nifty 50 benchmark index and its sectoral indices (Nifty FMCG, Nifty IT, and Nifty Metal) across pre CCP, post CCP and overall period including specific event days. Additionally, it investigates the presence of Granger causality between these sectoral indices and Nifty 50 returns. The theoretical framework integrates Climate Finance Theory, the ESG Framework, and Resilience Theory, with conceptual elements such as Climate Risk Indices, Event Study Methodology, and Sustainable Finance Principles. Employing a mixed-metho

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Krishnan, Deepika, Mohsen Brahmi, and K. Archana. "Examining the Sector-Specific Ramifications of Initial Public Offering (IPO) Underpricing in the Indian Stock Market." In Advances in Finance, Accounting, and Economics. IGI Global, 2025. https://doi.org/10.4018/979-8-3693-5723-1.ch003.

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This study delves into the phenomenon of IPO (Initial Public Offerings) under-pricing in India and its implications on Nifty 50 index, both pre-pandemic and during the pandemic, with a specific focus on categorizing IPOs into three sectors: industrial, financial, and service. To analyse this, we employed the Market Adjusted Abnormal Return (MAAR) and Ordinary Least Squares Regression (OLS) model, which allowed us to investigate how market return, listing gain, oversubscription, issue price, and issue size impact IPO under-pricing and its subsequent effect on the Nifty 50 index. The results obt

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Bansal, Divya, Srilakshmi Rao, and Karpagam T. "An Empirical Study on Pharmaceutical and Personal Care Stocks Using Sharpe's Single-Index Model." In Advances in Marketing, Customer Relationship Management, and E-Services. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-7231-3.ch010.

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As the various avenues for better returns in India are slowly dwindling due to various global scenarios as well as due to domestic government policies, more and more people are turning towards stock market for better returns. This poses a challenge to the fund managers when they have to construct a portfolio, which maximizes return and minimizes risk. This has become more and more challenging in the recent years as the investors are also becoming more knowledgeable. Timely and correct investment decision on the part of the investor requires an in-depth knowledge of the stock that he intends to

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Arya, Urvashi, Rajesh Tiwari, and Anuradha Jain. "Sustainability of IPO Returns in the Indian Equity Market." In Advances in Business Strategy and Competitive Advantage. IGI Global, 2024. http://dx.doi.org/10.4018/979-8-3693-9117-4.ch004.

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Sustainability of has attracted attention of researchers, policy makers, organisations and stakeholders. In the current era of geo-political uncertainty, sustainability of returns on investment has been a cause of concern for investors and portfolio managers. This study aims to conduct a holistic assessment to thoroughly analyse the Indian Initial Public Offering (IPO) industry over the years 2022–2023. The study will first assess the accuracy of IPO valuation by comparing initial returns with predicted values to ascertain if offers were overpriced or underpriced. A comparison of IPO returns a

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Conference papers on the topic "Nifty returns"

1

Roy, Sahajaunna, Abdul Hameed, Amrin Samar Sultana, and Rekha R. Nair. "Risk and Return Analysis of Prominent Sectoral Indices of NSE and NIFTY 50." In 2025 International Conference on Data Science and Business Systems (ICDSBS). IEEE, 2025. https://doi.org/10.1109/icdsbs63635.2025.11031781.

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Fernando, D. N. N., W. A. D. A. U. Perera, S. M. H. Perera, A. M. N. Sumaiya, and S. D. Perera. "Comparison of the behavior of markowitz model across three broad indices under different market conditions." In International Conference on Business Research. Business Research Unit (BRU), 2023. http://dx.doi.org/10.31705/icbr.2023.13.

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The Markowitz model, introduced by Harry Markowitz in 1952, forms the basis of Modern Portfolio Theory and provides a mathematical framework for investors to create well-diversified portfolios by balancing risk and return. This research investigates the performance of the Markowitz model across three major indices: Nifty 50 of India, PSEi composite of the Philippines, and Straits Times Index of Singapore, under different market conditions in different time regimes. The study covers a 15-year period starting from 2007, encompassing the global financial crisis and the COVID-19 pandemic. From eac

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Nikita, B., P. Balasubramanian, and Lakshmi Yermal. "Impact of key macroeconomic variables of India and USA on movement of the Indian stock return in case of S&P CNX nifty." In 2017 International Conference on Data Management, Analytics and Innovation (ICDMAI). IEEE, 2017. http://dx.doi.org/10.1109/icdmai.2017.8073536.

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