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Journal articles on the topic 'Stock exchanges, india'

Author: Grafiati

Published: 4 June 2021

Last updated: 28 July 2025

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1

Dr., Ravi Kant. "GROWTH OF INDIAN STOCK EXCHANGES AND CREDIT RATING AGENCIES IN INDIA." International Journal of Marketing & Financial Management 3, no. 1 (2015): 09–19. https://doi.org/10.5281/zenodo.10807166.

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Bansal, Ved Prakash. "The Effect of Seasonality over Stock Exchanges in India." Journal of Business Management and Information Systems 4, no. 1 (2017): 65–72. http://dx.doi.org/10.48001/jbmis.2017.0401008.

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This study investigated to examine stock market seasonality effect in Indian stock market for Bombay Stock Exchange (BSE) 100. The monthly return data of BSE 100 for the period from April, 2001 to March, 2016 was used for analysis. After examining the stationarity of the return series and correlogram, regression equation & ARIMA model is used to find the monthly effect in stock returns in India. The results confirmed the existence of seasonality in stock returns in India.

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Majumder, Amit. "Thy Governance Matters: A Study on Governance Practices of Stock Exchanges in India." International Journal of Management, Entrepreneurship, Social Science and Humanities 4, no. 1 (2021): 41–54. http://dx.doi.org/10.31098/ijmesh.v4i1.525.

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Historically the responsibility of ushering the practices of good governance, transparent management and effective control process for the corporate houses rests under the jurisdiction of those stock exchanges where the shares of the companies are listed. However, the very question of the management and governance of these stock exchange houses are always under the scanner across the globe in view of the limitations of their historic pattern of member-owned ‘non-profit’ kind of mutual organizational structure. The lacunae of that typical organizational structure was that their activities are p

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Yadav, Miklesh Prasad, and Asheesh Pandey. "Volatility Spillover Between Indian and MINT Stock Exchanges: Portfolio Diversification Implication." Indian Economic Journal 67, no. 3-4 (2019): 299–311. http://dx.doi.org/10.1177/0019466220947501.

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We examine the spillover effect from the Indian stock market to Mexico, Indonesia, Nigeria and Turkey (MINT) stock markets in order to check if suitable diversification opportunities are available to global portfolio managers investing in India. We apply Granger causality test, vector auto-regression (VAR) and dynamic conditional correlation (DCC)–MGARCH to investigate the level of integration between India and MINT economies. We observe bidirectional causality between India and Nigeria, unidirectional causality in Mexico and Indonesia, while no causality is found between India and Turkey. Our

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P., Venkatesan. "National Stock Exchange Vs Bombay Stock Exchange A Comparative Analysis." International Journal of Trend in Scientific Research and Development 3, no. 1 (2018): 659–61. https://doi.org/10.31142/ijtsrd19030.

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India currently has two major stock exchanges. The Bombay Stock Exchange and National Stock Exchange, There are important differences in ownership structure, geographic reach, internal control systems and institutionalised risk management facilities between the Bombay Stock Exchange and the National Stock Exchange. The purpose of this study is to examine if these significant structural differences between these stock exchanges contribute to variations in observed measures of quality of markets. We use a paired comparison approach and document significant differences in liquidity and index pric

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Sharma, Dhanraj, Ruchita Verma, and Murad Al- Bukari. "Does Stock Market React to Terrorist Attack? An Evidence from 9/11 Attack Using Event Study." Studies in Economics and Business Relations 4, no. 1 (2023): 45–56. http://dx.doi.org/10.48185/sebr.v4i1.778.

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The global economy and financial markets around the world are said to be adversely affected by the terrorist attack of 11 September 2001. The present study empirically evaluates the impacts of terrorist attacks on the top 20 stock market indices of the world. The Event study approach is used to conclude that there is a significant impact of the terrorist attack on stock indices of the selected countries, as the following stock market indices showed an adverse abnormal return on the day of the event namely, New York Stock Exchange, NASDAQ, Shenzhen Stock Exchange, National Stock Exchange of Ind

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Dhamija, Sanjay, and Ravinder Kumar Arora. "Initial and After-market Performance of SME IPOs in India." Global Business Review 18, no. 6 (2017): 1536–51. http://dx.doi.org/10.1177/0972150917713081.

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This article examines the initial and after-market performance of the initial public offerings (IPOs) listed on the recently launched platform for small and medium enterprises (SMEs) by the Bombay Stock Exchange (BSE), Mumbai and the National Stock Exchange (NSE). The study does find evidence of underpricing of IPOs by SMEs in line with other studies internationally. However, the level of underpricing is found to be lower than that of IPOs listed on the main board stock exchanges in India, reported by earlier studies. This may be partially due to the fact that the SME platform is at an infancy

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Khan, Salleh Nawaz, and Mohamad Saad Aslam. "Co-integration of Karachi Stock Exchange with major South Asian Stock Exchanges." International Journal of Accounting and Financial Reporting 4, no. 1 (2014): 106. http://dx.doi.org/10.5296/ijafr.v4i1.5454.

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International cross listing have amplified the interest of academics and investors to the subject of co movement among the stock markets of the world . This study investigates the co integration of Pakistan stock exchange (KSE 100 index) with major stock exchanges of south Asia . The results reveals that there is no co integration of Pakistan’s stock market (KSE100 index) with china and Japan stock markets. However there is co integration of Pakistan’s stock market (KSE 100 index) with the stock market of India, Indonesia, Malaysia and Singapore.

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Mishra, Sakshi. "A BRIEF STUDY ON STOCK MARKET." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 04 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem32209.

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The Indian stock market has undergone a remarkable transformation over its century-long history, emerging as a dynamic and sophisticated financial ecosystem that plays a pivotal role in driving the nation's economic growth. With securities traded on prominent exchanges like the Bombay Stock Exchange (BSE) and the National Stock Exchange (NSE), the market serves as a vital platform for capital allocation and investment. Regulated by the Securities and Exchange Board of India (SEBI), it exhibits inclusivity, welcoming a diverse spectrum of participants, from retail investors to institutional fun

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Elshqirat, Mohammad K. "Stock Markets and Major Sport Events: Evidence from Cricket World Cup 2019." International Business Research 16, no. 6 (2023): 15. http://dx.doi.org/10.5539/ibr.v16n6p15.

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The effect of major sport events on stock markets has been studied by many researchers, most of them focused on soccer without considering if it&rsquo;s the most popular sport in the countries under study and without considering if the matches are important or not. The enquiry that the researcher tried to answer in this study was whether the stock market is affected by the results of the major event of the sport that is the most popular in the country of that market. To answer this question, the researcher studied the effect of the world cup of cricket, the most popular sport in India, on

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Chowdri, G. Prahlad. "Commodity Futures-an Indian Experience." Ushus - Journal of Business Management 8, no. 2 (2009): 24–39. http://dx.doi.org/10.12725/ujbm.15.3.

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   The policy liberalization by the Indian government to allow futures trading in commodities in 2003, after prolonged deliberations on this demand, has thrown open several opportunities and challenges. This paper intends focussing on the historical background and present scenario of the commodity futures market in India. This paper also focuses on the policy aspects initiated by the government in commodity futures market in India. The performances of Commodity exchanges in India and a comparative study with Stock exchange proves the direction of commodity futures trading.&#x

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Rawlin, Rajveer S., and Satya Surya Narayana Raju Pakalapati. "Forecasting Stock Prices of Select Indian Private Sector Banks – A Time Series Approach." SDMIMD Journal of Management 13, no. 1 (2022): 35. http://dx.doi.org/10.18311/sdmimd/2022/29270.

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<p>Forecasting stock markets and individual stocks has been a well-researched area in the world of finance. Fundamental and technical analysis is widely used by investors in analysing stock prices. Researchers have used various methods to predict stock prices such as Hidden Markov models, genetic algorithms and neural networks (Enke, Grauer, and Mehdiyev, 2011; Hassan, Nath, and Kirley 2007). Time series analysis is used in forecasting asset prices (Long et al, 2021; Eita, 2012). Indian private sector banks are among the best-performing stocks on the Indian stock exchanges over the last

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Tousif, Khan. "Examining Market Movement: Garch and Arima Insights into 'Nifty Midcap 50' Volatility during 2008 Financial Crises." Journal of Research and Review in Accounting, Business & Finance Management 2, no. 2 (2025): 74–80. https://doi.org/10.5281/zenodo.14590975.

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<em>This research paper specifically talks about the impact of 2008 financial crisis on Indian stock market. As far as Indian stock market is concerned, the stock prices of Nifty Midcap 50 were taken for the period of 3 years ranging from January 2007 to December 2009. The Nifty Midcap 50 is listed under the NSE (National Stock Exchange) which is one of the chief stock exchanges in India. For the purpose of analyzing the impact of financial crisis first we need to explain the volatility. The GARCH model, SGARCH was used to constrain and explain the volatility of Nifty Midcap 50 at the time of

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Parmar, Kanaiyalal Shantilal, and Chakrapani Chaturvedula. "The Effectiveness of Trade for Trade Segment as a Surveillance Effort to Prevent Price Manipulation: Evidence from India." Accounting and Finance Research 6, no. 1 (2016): 9. http://dx.doi.org/10.5430/afr.v6n1p9.

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Indian Stock Exchanges use trade for trade segment as part of surveillance activity to restrict the unwanted growth in prices to safeguard the interest of the investors. This paper studies the impact of the announcement to shift securities to trade for trade segment on stock returns and volatility of the stock returns using event study methodology. It was found that the securities have generated exorbitant positive average abnormal returns during 30 days in the pre event period, which led the exchanges to shift these stocks to trade for trade segment. The event is found to be significantly imp

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T., Lakshmanasamy. "Relationship Between Exchange Rate and Stock Market Volatilities in India." International Journal of Finance Research 2, no. 4 (2021): 244–59. http://dx.doi.org/10.47747/ijfr.v2i4.443.

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With increasing globalisation and integration of national stock exchanges, for the global investor, the portfolio risk increases not only from the local stock market volatility but also in the exchange rate risk. This paper examines the exchange rate volatility effect on volatility in stock market return from India’s perspective for the period January 2010 to December 2015, applying ARCH and GARCH estimation. The daily data of the BSE SENSEX returns, exchange rates of US dollar/rupee, British pound/rupee, Euros/rupee are used. It is estimated that the Euro/rupee exchange rate volatility has a

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Hammad, Muhammad, Adil Awan, and Amir Rafiq. "Demutualization in Developing and Developed Country Stock Exchanges." Lahore Journal of Business 3, no. 2 (2015): 35–58. http://dx.doi.org/10.35536/ljb.2015.v3.i2.a3.

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This study considers seven different stock exchanges in order to measure the impact of demutualization announcements on stock market return volatility. This is measured based on the daily index prices of all seven indices: the Toronto Stock Exchange (TSX) in Canada, the FTSE 100 in the UK, the Straits Times Index (STI) in Singapore, the Nikkei 225 in Japan, the Kuala Lumpur Composite Index (KLCI) in Malaysia, the SENSEX in India, and the Hang Seng Index (HSI) in Hong Kong, China. A dummy variable is used to differentiate between pre- and post-event data. We use the augmented Dickey–Fuller test

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Pandey, Alok, and Surya Bhushan Kumar. "Volatility Transmission from Global Stock Exchanges to India." Vision: The Journal of Business Perspective 15, no. 4 (2011): 347–60. http://dx.doi.org/10.1177/097226291101500404.

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Ullah, Muhammad Usman Sana, Naveed Ul Haq, Hood Laeeq, and Ammar Aftab Raja. "Financial Contagion and Globalization: Evidence from South Asian Countries." International Business and Accounting Research Journal 2, no. 2 (2018): 61. http://dx.doi.org/10.15294/ibarj.v2i2.40.

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This study investigates the contagion and globalization between the South Asian (Pakistan, India, Bangladesh and Sri Lanka) and five largest economies (US, UK, China, Japan and Germany) stock markets. Daily stock returns data from 1st July 1997 to 30th June 2015 consisting of total 4695 observation is analyzed. DCC GARCH is applied to calculate the conditional correlation coefficients to overcome the issue of heteroscedasticity. Null hypothesis of no globalization got rejected eleven times out of twenty while the hypothesis of no contagion got rejected six times. Further analysis of conditiona

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Y. Uppal, Jamshed, and Inayat U. Mangla. "Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges." LAHORE JOURNAL OF ECONOMICS 11, no. 2 (2006): 79–105. http://dx.doi.org/10.35536/lje.2006.v11.i2.a5.

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This study examines the regulatory intervention in India and Pakistan in response to episodes of excessive market volatility and manipulation and its effectiveness in achieving declared objectives. Our empirical analysis indicates that while the Indian regulatory agencies seem to have achieved their objectives in curtailing manipulative and speculative behavior, there appears to be little impact on such behavior in the case of the Karachi Stock Exchange. Significant differences in the regulatory effectiveness and industry structure may explain the difference in the market behavior outcomes fol

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DR., Nitin Sharma, and Chadda Richa. "AN ANALYSIS OF THE LEVEL OF KNOWLEDGE ABOUT ONLINE TRADING MECHANISM AMONG INVESTORS." International Journal of Marketing & Financial Management 8, no. 1 (2020): 08–13. https://doi.org/10.5281/zenodo.10823695.

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<strong>ABSTRACT</strong> <em>The current research is meant to gauge investors' familiarity with the stock market, its workings, and the SEBI's regulations. Researchers want to gauge participants' familiarity with stock exchanges and the Securities and Exchange Board of India. Statisticians used the standard deviation, mean, frequency, and percentage analysis to make sense of the data. According to the research, investors know very little about SEBI's regulations, client training, and community outreach. Therefore, SEBI must travel both to the rural and urban areas to educate people about the

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ARSHDEEP, Arshdeep, Nishi SHARMA, Kiran JINDAL, and Meena SHARMA. "Social Stock Exchange – An Innovative Mechanism for Philanthropy through Bourse." Theoretical and Practical Research in Economic Fields 16, no. 1 (2025): 18. https://doi.org/10.14505/tpref.v16.1(33).02.

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Purpose: Two decades ago, Brazil established a formal social stock exchange, followed by several other countries. This unique concept links social enterprises with philanthropic investors, but their success rate is low. This paper analyzes the mechanisms of social stock exchanges in different countries and identifies factors affecting their success. Design: The present study is exploratory in nature whereby an attempt has been made to understand the framework of social stock exchanges established across the globe. Findings: The failure of social stock exchanges in Brazil, South Africa, Portuga

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Sehgal, Sanjay, and Mala Dutt. "Domestic and International Information Linkages for the US Dollar/Indian Rupee Contracts: An Empirical Study." Management and Labour Studies 43, no. 4 (2018): 205–33. http://dx.doi.org/10.1177/0258042x18791625.

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This study examines price discovery and volatility linkages between USD/INR spot and futures contracts in India and between USD/INR futures contracts on National Stock Exchange of India Limited (NSE), India and on three international exchanges, namely Singapore Exchange (SGX), Dubai Gold and Commodity Exchange (DGCX) and Chicago Mercantile Exchange (CME), from 29 August 2008 to 30 March 2015. Findings show that, at domestic level, the futures dominate spot in the Indian currency market; these findings are stronger than those in an earlier study, indicating improved pricing as well as hedging e

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Brahmaiah, Bezawada. "Dispute Resolution on Unauthorized Liquidation of Futures Positions at the Leading Stock Exchange in India: A Case Study." Indian Journal of Finance and Banking 4, no. 1 (2020): 65–68. http://dx.doi.org/10.46281/ijfb.v4i1.523.

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The paper studies compliances of Futures Trading rules and regulations of the Stock Exchange .in the derivate market in India. The paper applies case method approach to study the trading practices of trading members of the Exchanges. It investigates the derivative market’s misuses and abuses by the trading members of the Exchange. The paper provides guidance for the appropriate regulatory framework to curtail violations of rules and regulations in Indian derivative market, and enables the investor protection. The results may be generalized in the emerging markets. Hence, researchers are encour

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Nikolaichuk, О. А. "CURRENT TRANSFORMATIONS OF GLOBAL EXCHANGE TRADING." TRADE AND MARKET OF UKRAINE, no. 2 (52) 2022 (2022): 118–26. http://dx.doi.org/10.33274/2079-4762-2022-52-2-118-126.

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Objective. The objective of the study is to analyze the current state and identify the main trends in the development of world stock trading. Methods. In the research process, general scientific methods and techniques of research were used: analysis, synthesis, generalization, induction, deduction, abstract-logical method, graphic and tabular methods (for a visual representation of the analyzed material). The results. The article analyzes the main trends in the development of global stock trading. The development trends of the international stock market are considered and characterized. The cu

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Awalakki, Manjunath, and H.N. Archanna Dr. "A Study On Accounting Ratios And Stock Returns With Reference To National Stock Exchange Of India." A Study On Accounting Ratios And Stock Returns With Reference To National Stock Exchange Of India 12, no. 7 (2021): 6858–70. https://doi.org/10.5281/zenodo.5255431.

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Accounting ratios and published financial information are important tools for investors, creditors and other interested parties to determine the profitability and control. A good financial condition of the company, have a significant impact on the performance of the stocks and on the performance of the stocks exchanges. The aim research paper isto study whether key accounting information will affect the prices of NationalStock Exchange. The studyused fifteen year accounting ratios from 2005–2020such as ROE (Return on Equity), ROA (Return on Assets), P/E (Price to Earnings ratio), P/B (Pr

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Chouhan, Vineet, and Shubham Goswami. "Evaluating SMEs Exchange as an Emerging Platform in India." Journal of Commerce and Accounting Research 14, no. 1 (2025): 70–78. https://doi.org/10.21863/jcar/2025.14.1.006.

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Stock exchanges are the cornerstones of every nation’s growth, and capital markets are the nation’s foundation too. Hence, the growth of the Stock Markets of the world is directly related to the production of the economy of every country. It can be noted from the last few years that the stock markets have expanded to suit the unmet needs. Stock market improvement has been created, and different products have been produced to meet the requirements. Commodities and the financial markets are the correct examples. The goal of this paper is to assess that the SME exchange provides companies with a

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Dr., Kanhaiya Lal. "Role of Securities and Exchange Board of India (SEBI) in the Changing Financial Scenario of India." Journal of Scientific and Engineering Research 10, no. 12s (2023): 15–19. https://doi.org/10.5281/zenodo.10466587.

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<strong>Abstract </strong>SEBI is the regulator of the securities market in India. It was established to protect the interests of investors and support the development of the securities market. SEBI is responsible for regulating and monitoring the activities of stock exchanges, brokers and other intermediaries in the securities market. SEBI's role includes regulating and supervising the securities market, protecting the interests of investors, encouraging fair and transparent trading processes, and informing investors about their legal rights and obligations. In short, SEBI plays a key role in

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Razzaq, Bilal, Sabra Noveen, Adeel Mustafa, and Rabia Najaf. "ARBITRAGE PRICING MODEL IN RELATION TO EFFICIENT MARKET HYPOTHESES." International Journal of Research -GRANTHAALAYAH 4, no. 7 (2016): 137–49. http://dx.doi.org/10.29121/granthaalayah.v4.i7.2016.2605.

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The purpose of this thesis is to distinguish between efficient and inefficient markets and check the validity and efficiency of Arbitrage Pricing Theory in these markets (United States and Hong Kong). In order to distinguish between efficient and inefficient markets, Durbin Watson Autocorrelation tests were applied on 12 stock exchanges name EUROPE, HONG KONG, INDIA, TAIWAN, AMSTERDAM, MALAYSIA, UNITED STATES, CANADA, TOKYO, AUSTRALIA, AUSTRIA, and SWITZERLAND. Furthermore, the efficiency was further checked through comparison of the market and locally listed mutual funds. After the sele

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KALPAKAM, Gopalakrishnan, and Smita RAMAKRISHNA. "Contagion Effects of Covid-19 on Select Stock Market Indices." Eurasian Journal of Business and Economics 15, no. 30 (2022): 45–61. http://dx.doi.org/10.17015/ejbe.2022.030.03.

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We examine the impact of the COVID-19 pandemic on the interlinkages between the Indian stock market and some of the largest indices across the world. We compare the co-movements of these stock markets to identify the possibilities for international portfolio diversification. We use the Johansen cointegration technique and Vector Error Correction Mechanism to understand the nature of long-run and short-run cointegration. We also apply the Impulse Response Function to understand the time effects of the shock. The results of the Johansen cointegration test indicate that there is an increased leve

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R. Chakravarty, Ranjan, and Sudhanshu Pani. "Are Asian exchanges outliers? A market quality criterion." Investment Management and Financial Innovations 18, no. 2 (2021): 64–78. http://dx.doi.org/10.21511/imfi.18(2).2021.06.

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This paper provides a practical, empirical and theoretical framework that allows investment managers to evaluate stock exchanges’ market quality when choosing among different plausible international trading venues. To compare trading exchanges, it extends the hypothesis of market microstructure invariance to trading across exchanges. A measure ω, the ratio of the market-wide volatility to microstructure invariance, is introduced. The paper computes ω for the exchanges around the world. Its value for the NSE (India) is 24.5%, the Korea Exchange (Korea) is 7.9%, the Shanghai Exchange (China) is

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Özdurak, Caner, Derya Hekim, and Kaan Evren Bolgün. "From Dragon to Elephant: Decoding Recent Shifts between China and India Stock Exchanges." Trakya Üniversitesi Sosyal Bilimler Dergisi 27, IERFM 2025 Özel Sayı (2025): 81–106. https://doi.org/10.26468/trakyasobed.1515655.

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This paper investigates the interconnectedness between the Chinese and Indian stock markets using Vector Autoregression (VAR) and Threshold ARCH (TARCH) model (VAR-VECH-TARCH). Our analysis focuses on the dynamic spillover effects, particularly their intensification following the aftermath of Covid-19 pandemic. The empirical results suggest a differentiated short-term volatility transmission. The Indian market exhibits lower dependence on its own past volatility and weaker short-term linkages with other markets compared to China and the US. However, in the long-term, cointegration is evident,

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Mroua, Mourad, and Lotfi Trabelsi. "Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries." Journal of Economics, Finance and Administrative Science 25, no. 50 (2020): 395–412. http://dx.doi.org/10.1108/jefas-04-2019-0054.

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Purpose This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major stock market indices of Brazil, Russia, India, China and South-Africa (BRICS) nations. Design/methodology/approach This paper applies a new methodology combining the panel generalized method of moments model and the panel auto-regressive distributed lag (ARDL) method to investigate the existence of a causal short-/long-run relationships and dynamic dependence among all stock m

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Krishnegowda, Ashwini Tubinakere, Tamizharasi Durai, and Suma Sathyanarana. "Inter-linkages between the stock exchanges of emerging economies: Evidence from BRICS." Asian Journal of Social Sciences and Management Studies 10, no. 1 (2023): 29–36. http://dx.doi.org/10.20448/ajssms.v10i1.4447.

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The economic liberalization took place in the year 1991, opened up wide range of opportunities to the industries, service providers as well as to the investors. Investors overcome the geographical boundaries to diversify their portfolio to foreign markets. So, it is highly important to understand the inter-linkages among the nations. The present study chosen the Brazil, Russia, India, China and South Africa (BRICS) consortium’s stock market indices to analyze the connectedness among them, by taking the daily closing price levels, from 1st of Feb 2015 to 31st of March 2021, applied descriptive

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SATISH KUMAR DINAVAHI. "REGULATORY HURDLES IN LISTING OF SHARES OF NON-PROFIT COMPANIES." Cuestiones de Fisioterapia 54, no. 3 (2025): 2688–700. https://doi.org/10.48047/0bcx2h69.

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Companies Act, 2013 provides for incorporation of non-profit companies (NPCs) under section 8of the said Act.The Working Committee appointed by Securities and Exchange Board of India (SEBI) for makingrecommendations on social stock exchanges has in its report submitted to SEBI observed that thereare no regulatory hurdles for the NPCs in listing their equity shares on recognised stock exchanges.This paper names and discusses the legal and regulatory hurdles in the non-profit companies inlisting their shares on a recognised stock exchange in the context of the existing provisions underCompanies

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Baykut, Ender, and Selver Diyar. "The Effect of Global Risk Indicators on Developing Country Stock Exchanges." Journal of corporate governance, insurance and risk management 8, no. 1 (2021): 101–17. http://dx.doi.org/10.51410/jcgirm.8.1.7.

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Global risk factors have great impacts on the economies and financial markets. It is observed that the stock markets of countries are affected by globalization especially in times of global crisis. To this end, CDS, VIX and Credit Ratings have started to be examined recently in order to decrease global risk factors. CDS, VIX, and Credit Ratings were determined as global risk indicators and these variables used as independent variables to detect the effect on BRICS-T (Brazil, Russia, India, China, South Africa and Turkey) stock market returns. Daily data set of these variables from 2008 to 2020

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Peswani, Shilpa, and Mayank Joshipura. "Low-risk investment strategy: sector bets or stock bets?" Managerial Finance 48, no. 3 (2022): 521–39. http://dx.doi.org/10.1108/mf-09-2021-0415.

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PurposeThe portfolio of low-risk stocks outperforms the portfolio of high-risk stocks and market portfolios on a risk-adjusted basis. This phenomenon is called the low-risk effect. There are several economic and behavioral explanations for the existence and persistence of such an effect. However, it is still unclear whether specific sector orientation drives the low-risk effect. The study seeks to answer the following important questions in Indian equity markets: (a) Whether sector bets or stock bets mainly drive the low-risk effect? (b) Is it a mere proxy for the well-known value effect? (c)

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Chakraborty, Jayant Kumar, and Sudeshna Sarkar. "Examining the Impact of Revised XBRL Mandate on the Performance of Firms in India." SEDME (Small Enterprises Development, Management & Extension Journal): A worldwide window on MSME Studies 48, no. 4 (2021): 330–40. http://dx.doi.org/10.1177/09708464211069446.

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Extensible Business Reporting Language (XBRL) is becoming increasingly popular in the area of financial accounting data. On 2 May 2018, it was announced that public listed companies (PLC) must document their reports in XBRL format at the three cross-country exchanges, namely, the Bombay Stock Exchange (BSE), National Stock Exchange (NSE) and MCX. This article examines whether such PLCs' operational performance has improved since the mandate began. The performance variables of the company are investigated. Our findings reveal that the XBRL-adopted PLC's success is mostly driven by growth (sales

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Dr., D. S. Selvakumar*. "THE REGULATION AND TREND OF PARTICIPATORY NOTES (PN) IN INDIA-- A Review." Global Journal of Engineering Science and Research Management 3, no. 12 (2016): 13–16. https://doi.org/10.5281/zenodo.199408.

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India allowed Foreign Institutional Investors (FIIs) to buy stocks listed on Indian exchanges. However, all investors, whether institutions or individuals, were required to register themselves with the capital markets regulator, SEBI. To get around these restrictions, FIIs started to issue so-called participatory notes. This paper attempts to review the problems, regulations, growth and the recent trends in PN investments.

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Taneja, Yash Pal. "Stock Market Integration: A Study of World’s Major Stock Exchanges with Special Reference to India." Vision: The Journal of Business Perspective 16, no. 2 (2012): 109–20. http://dx.doi.org/10.1177/097226291201600204.

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S.R., Vishwanath, Kulbir Singh, Jaskiran Arora, and Durga Prasad. "Restructuring at Suzlon Energy Ltd." CASE Journal 13, no. 2 (2017): 218–48. http://dx.doi.org/10.1108/tcj-05-2016-0035.

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Synopsis The case highlights the ambitious growth strategy of Suzlon, an Indian company specializing in non-conventional (wind) energy. In 2007, Suzlon announced the acquisition of REpower of Germany, one of the top wind power companies in the world. It issued zero coupon and coupon bearing foreign currency (US dollar) convertible bonds (FCCB) amounting to $760 million to finance the acquisition. These bonds were listed in Singapore. Due to deteriorating business conditions the company experienced a sharp decline in profitability and stock price resulting in a debt overhang. At the same time,

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Prajapati, Chhaya, and Kamini Shah. "Environmental Accounting as a Tool for Sustainable Development: An Empirical Study on Large Scale Companies in Gujarat." Journal of Commerce and Accounting Research 13, no. 1 (2024): 81–89. http://dx.doi.org/10.21863/jcar/2024.13.1.008.

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The disclosing of environmental accounting information is a crucial step towards achieving the aim of “carbon emission.” The corporate sector’s role is higher in polluting the environment as well as the extravagant use of natural resources. Many steps have been initiated by the Indian government in favour of environmental protection and sustainable development. PM Modi introduced India’s “Panchamrit” to achieve the net zero emissions target by 2070. In this regard, this study has been undertaken to examine the environmental variable disclosure score (EVDS) by the selected thirty (30) companies

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Malhotra, Dr Pooja, and Dr Chanchal Gupta. "Foreign Direct Investment in India: A Sectoral Analysis." Journal Global Values XVI, no. 1 (2025): 45–52. https://doi.org/10.31995/jgv.2025.v16i01.006.

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Foreign Direct Investment (FDI) serves as a critical catalyst for economic development in emerging markets like India. This study explores recent trends and sectoral patterns of FDI inflows across key areas of the Indian economy, including retail, real estate, stock exchanges, industrial manufacturing, and information technology. Utilizing secondary data from 2024 and 2025, the research analyzes the influence of liberalized FDI policies, highlights prevailing challenges, and proposes strategic recommendations to enhance future FDI inflows. Adopting an exploratory research design, the study aim

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Prasanta, Kumar Dey. "Growth Analysis of Stock Market in India An Empirical Study." International Journal of Trend in Scientific Research and Development 2, no. 3 (2018): 386–92. https://doi.org/10.31142/ijtsrd10895.

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Capital Market is a sine quo non for speedy growth and development of a country's economy and India is no exception to it. Capital market has two components - i Primary Capital Market and ii Secondary Capital Market. Transactions in the Secondary Capital Market which is popularly known as 'Stock Market", can broadly be divided into three parts cash market transactions, wholesale debt market transactions and derivatives market transactions. The Stock Market gives the scope of securities holders to adjust their holdings in response to changes their assessment of risk and return. An

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Singla, Arun. "Corporate Governance and Legal Compliance in Indian Business Sector." Indian Journal of Law 1, no. 1 (2023): 1–7. http://dx.doi.org/10.36676/ijl.2023-v1i1-01.

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This paper provides a comprehensive analysis of corporate governance and legal compliance within the Indian business sector. Corporate governance has evolved significantly in India, influenced by regulatory reforms and the growing importance of ethical business practices. The legislative framework controlling corporate governance consists in accordance with the Securities and Exchange Board of India's guidelines and the stock exchanges' requirements for listing. This analysis takes a close look at the fundamentals of corporate governance in India. Including board composition, shareholder right

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Matha, Rajeev, Geetha E., Satish Kumar, and Raghavendra. "Dynamic relationship between equity, bond, commodity, forex and foreign institutional investments: Evidence from India." Investment Management and Financial Innovations 19, no. 4 (2022): 65–82. http://dx.doi.org/10.21511/imfi.19(4).2022.06.

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The interrelationship between equity, bond, commodity and forex movements can provide investors with abundant trading opportunities regardless of whether one market is trending upward or downward. Hence, to understand the interlinkage between markets, this study examines the long-run and causal linkage between forex, G-sec bonds, oil prices, gold rates, foreign institutional investment (FII) flows, and equity market and sectoral index returns. Daily time-series data from August 2012 to August 2021 were considered for empirical analysis. Johansen’s cointegration test revealed that foreign excha

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Et. al., RadhakrishnaNayak. "Do Market and Herding Effect Really Impact on Investment Decision Making in the Indian Share Market?" Turkish Journal of Computer and Mathematics Education (TURCOMAT) 12, no. 3 (2021): 5540–55. http://dx.doi.org/10.17762/turcomat.v12i3.2218.

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“Mad March – 2020, witnessed dramatic down-slide in the world’s top stock exchanges due to COVID-19 pandemic with worrying volatility which resulted in traders panic sold off their holdings out of fear”.2020’s first quarter witnessed substantial losses in the several well-recognized stock indices, especially between March 6 to 18, more than 20% that were triggered downward by the outbreak of COVID-19. Dow Jones Industrial Average and S&P 500 experienced the worst first quarter ever in the history during the year 2020 reducing its value by 23.2%. The year 2020 witnessed several historical l

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Bhatia, Aparna, and Binny Makkar. "Stage of development of a country and CSR disclosure – the latent driving forces." International Journal of Law and Management 62, no. 5 (2020): 467–93. http://dx.doi.org/10.1108/ijlma-03-2020-0068.

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Purpose The purpose of this paper is to investigate the impact of various determinants at the country level, the industry level, the firm level and the corporate governance (CG) level on the extent of corporate social responsibility (CSR) disclosure in the group of developing and developed nations. Design/methodology/approach The data set comprises 310 companies listed on stock exchanges of developing and developed markets (Brazil – IBrX 100, 42 companies; Russia – Broad Market Index; 48 companies; India – Bombay Stock Exchange (BSE) 100, 50 companies; China – Shanghai Stock Exchange (SSE) 180

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Nazir, Noman, Zahid Bashir, Syed Usman Izhar, and Yasir Jamshed. "Sources of uncertainty and their impact on stock prices evidence from emerging economies." Financial Internet Quarterly 19, no. 2 (2023): 49–67. http://dx.doi.org/10.2478/fiqf-2023-0012.

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Abstract This study investigates the short- and long-term effects of various sources of uncertainty on the share prices of key exchanges in emerging nations. The sample comprises monthly time series data from January 2017 to December 2021 for China, India, Russia, and Brazil. The study contains a version of Autoregressive-Distributive-Lag (ARDL) with error correction as well as other relevant approaches to time series. Economic policy, climate policy, pandemics, and Twitter-based uncertainty may cause a long-term decline in SSE (Shanghai Stock Exchange) composite index and BSE (Bombay Stock Ex

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Mathur, Divya, and Dr A. Senthil Kumar. "Sparking Inclusive Growth: SME Exchanges as Drivers of a Developed India (Vikasit Bharat)." MET Management Review 11, no. 02 (2024): 78–86. http://dx.doi.org/10.34047/mmr.2024.11208.

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SMEs (Small and Medium Enterprises) are considered the backbone of a "Viksit Bharat" (Developed India). often cater to niche markets and are known for their agility and adaptability. This fosters a culture of entrepreneurship and innovation, driving the development of new products and services that cater to the specific needs of a growing Vikasit Bharat. To equip them accessibility of finance via various sources is the need of time. The Initial Public Offering also provides the opportunity for SMEs to bring in sufficient funds into the business. After listing the stock of the company trade on

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Rupali Atul Mahajan, Arup Kadia, Monika Singh, Rajesh Dey, Salina Kassim, Sudhanshu Maurya,. "Machine Learning Based Automated Trading Strategies for Indian Stock Market." Journal of Electrical Systems 20, no. 2s (2024): 747–58. http://dx.doi.org/10.52783/jes.1572.

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Stock market is a very important and one of the main financial platforms for a country. It measures the growth of all financial components associated with the base of economy. Firms can raise capital through bonds, IPO, FPO etc. and investors can participate in this market. Different stock exchanges are regulatory bodies are responsible to regulate the system and provides the platform to the investors for the participation into market. In India investors participating in this marketplace over than 10 crores demat accounts. Investors analyses the fundamental, technical, price action and differe

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