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Relevant bibliographies by topics / Stock market- India

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Academic literature on the topic 'Stock market- India'

Author: Grafiati

Published: 6 September 2023

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Journal articles on the topic "Stock market- India"

1

G. C, Surya Bahadur, Ranjana Kothari, and Rajesh Kumar Thagurathi. "Volatility Spillover Effect in Indian Stock Market." Janapriya Journal of Interdisciplinary Studies 5 (July 21, 2017): 83–101. http://dx.doi.org/10.3126/jjis.v5i0.17842.

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The study aims to empirically examine the transmission of volatility from global stock markets to Indian stock market. The study is based on time series data comprising of daily closing stock market indices from National Stock Exchange (NSE), India and major foreign stock exchange of the three countries one each from America, Europe and Asia making the highest portfolio investment in Indian stock market. The study period covers 11 years from 1st January, 2005 to 31st December, 2015 comprising a total of 2731 observations. The Indian stock index used is CNX Nifty 50 and the foreign indices are

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G Nagarakatte, Sangeetha, and Natchimuthu Natchimuthu. "Return and volatility spillover between India, UK, USA and European stock markets: The Brexit impact." Investment Management and Financial Innovations 19, no. 1 (2022): 121–34. http://dx.doi.org/10.21511/imfi.19(1).2022.09.

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The 2016 Brexit referendum created potential turmoil in financial markets. The purpose of this study is to examine the impact of the Brexit referendum on the return and volatility spillover between the EU, the UK, and the USA stock markets and the Indian stock market during the pre- and post-Brexit referendum period. The VAR and bivariate GARCH BEKK models were employed. The study results suggest that before the Brexit referendum, Indian stock market returns made no significant return spillover on the other markets. On the contrary, following the referendum, Indian stock returns significantly

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Dayanandan, Ajit, and Jaspreet Kaur Sra. "Accrual management and expected stock returns in India." Journal of Accounting in Emerging Economies 8, no. 4 (2018): 426–41. http://dx.doi.org/10.1108/jaee-08-2016-0073.

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Purpose The purpose of this paper is to examine whether the stock market in India is efficient in the semi-strong form. Design/methodology/approach The study uses financial and stock market data of 1,135 listed Indian companies (non-financial) during 2003–2011 collected from Capital IQ to estimate discretionary accruals (DA) using modified Jones model (1995). The study also examines using the widely used Mishkin (1983) test to whether equity market prices accruals in India. The study is conducted for profit/loss-making firms separately as well as for a hedge portfolio of firms based on the low

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Jaiteley, Rudra. "A comparative Study of Chinese and Indian Stock Markets." Journal of Management and Strategy 12, no. 2 (2021): 18. http://dx.doi.org/10.5430/jms.v12n2p18.

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Both China and India are developing countries with large population and low revenue. This article mainly makes a comparative analysis of the macro environment of Chinese and Indian stock markets and their perspective features. The aim is to investigate the relationships between Indian stock markets and Chinese stock markets. Using Indian and Chinese stock price daily data over the period 1991 to 2019, we found price and spillovers effect from Indian stock market to Chinese stock market and vice versa.

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Agnihotri, Shalini, and Kanishk Chauhan. "Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock market." Investment Management and Financial Innovations 19, no. 3 (2022): 1–12. http://dx.doi.org/10.21511/imfi.19(3).2022.01.

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Investment in commodity markets in India accelerated after 2007; this was accompanied by large price variability, hence, it becomes imperative to measure commodity price risk precisely. It becomes equally important to study the relationship between commodity price variability and the stock market. Hence, this study aims to calculate the tail risk of highly traded Indian commodity futures returns using the conditional EVT-VaR method for risk measurement. Secondly, the linkage between commodity markets and the stock market is also studied using the Delta CoVaR method. Results highlight the follo

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Srivastava, Sandeep, Surendra S. Yadav, and P. K. Jain. "Significance of Non-Price Variables in Price Discovery: An Empirical Study of Stock Option Market in India." Vikalpa: The Journal for Decision Makers 33, no. 2 (2008): 15–24. http://dx.doi.org/10.1177/0256090920080202.

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The efficiency of the financial markets is important as it ensures increased productive efficiency and economic growth through better capital allocation. Price discovery is the central aspect of financial markets. The relatively efficient price signals also facilitate the participation of uninformed investors to make suitable portfolio choices. Derivative instruments like option contracts enhance informational efficiency of the underlying's market through better price discovery as these securities are expected to increase the flow of information in the market. Besides, they facilitate hedging

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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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Tripathi, Vanita, and Varun Bhandari. "Socially responsible stocks: a boon for investors in India." Journal of Advances in Management Research 12, no. 2 (2015): 209–25. http://dx.doi.org/10.1108/jamr-03-2014-0021.

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Purpose – The purpose of this paper is to empirically examine the performance of socially responsible stocks portfolio vis-à-vis portfolios of general companies in the Indian stock market. Design/methodology/approach – The study has used absolute rate of return as well as various risk adjusted measures like Sharpe ratio, Treynor ratio, Jensen’s α, Information ratio, Fama’s decomposition measure and dummy regression model to evaluate the performance of various portfolios. Findings – Socially responsible stocks portfolios are found to have lower relative risk despite having higher systematic ris

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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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Trivedi, Aaditya, Tajinder Pal Singh, and Kaushal Kishore. "Impact of COVID-19 on Stock Markets: An Investigation and Way Forward." International Review of Business and Economics 5, no. 1 (2021): 1–17. http://dx.doi.org/10.56902/irbe.2021.5.1.8.

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This study analyzes the impact of the COVID-19 pandemic on stock markets in different regions of the world. Impact of COVID-19 on the stock market is like a black swan event. To analyze the impact of COVID-19 on the stock market, study includes different indices, ratios, strategies and past events to compare. Study is focused on the stock market of countries such as the United States and India to see effects on developed and developing countries. The trends were found similar worldwide. The United States, which has been a bull market for a long time, is also experiencing a plummeting stock mar

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Dissertations / Theses on the topic "Stock market- India"

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Camilleri, Silvio J. "Emerging stock market microstructure : empirical studies of the National Stock Exchange of India." Thesis, Loughborough University, 2006. https://dspace.lboro.ac.uk/2134/7891.

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This thesis adopts an empirical approach to examine various market microstructure issues, using data from the National Stock Exchange of India (NSE). Whilst the respective empirical analyses may be considered as self-contained investigations, they are primarily linked through the common objective of understanding the mechanics of the pricing process as it occurs on actual markets, using the NSE as exemplar. The first major focus of the dissertation is non-synchronous trading: empirical evidence of nonsynchronicity is obtained by testing for predictability as between indices of different levels

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Baggio, Isacco <1987&gt. "The microstructure of stock and futures market on the National Stock Exchange of India." Master's Degree Thesis, Università Ca' Foscari Venezia, 2013. http://hdl.handle.net/10579/2360.

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L'elaborato propone uno studio del comportamento degli investitori attivi sul mercato azionario e su quello dei futures della borsa indiana NSE National Stock Exchange, una delle principali piattaforme di e-trading del mondo per numero di scambi. Attraverso l'analisi delle scelte di investimento dei traders nel periodo compreso tra l'inizio di aprile 2006 e la fine del mese di giugno dello stesso anno, la tesi intende approfondire le dinamiche relative alla liquidità e il ruolo dei grandi investitori nel condizionare l'andamento delle transazioni. L'analisi derivante dall'applicazione di misur

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Khan, Muhammad. "An analysis of market efficiency in the South Asian emerging stock markets : Bangladesh, India, Pakistan and Sri Lanka." Thesis, University of Dundee, 2013. https://discovery.dundee.ac.uk/en/studentTheses/83508702-3366-4045-a0b1-63adc92e3f83.

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This thesis investigates the weak-form of the Efficient Market Hypothesis (EMH) in the South Asian region. In particular, the emerging market countries of Bangladesh, India, Pakistan and Sri Lanka are considered. According to the weak-form of the EMH, current share prices reflect all available historical information such that investors should not be able to outperform the market on a consistent basis by trading on past information. It is an important topic for investigation given the economic growth as well as the financial development which have taken place in the region over the last two dec

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Johansson, Christoffer, and Petter Lundström. "Finding Value Through Sustainable Performance : A cross-sectional study of the relationship between risk-adjusted return and Environmental, Social and Governance performance on the Indian stock market." Thesis, Umeå universitet, Företagsekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-105684.

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Problem background and discussion: Emerging countries economies are growing substantially; one of these is India which stock market has been one of the best performing in the world in recent years. Analysts are forecasting further development and some claims that India has the most business- and investment-stimulating political leaders in the world. However, stock markets in emerging countries are highly volatile and normally more risky than in developed economies. One approach to emphasise the more common risks in emerging countries are by including Environmental, Social and Governance (ESG)

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Rao, Jyothi G. "A Theoretical Model And Empirical Analysis Of Components Of Spread In Over The Counter Exchange Of India." Thesis, Indian Institute of Science, 2001. https://etd.iisc.ac.in/handle/2005/267.

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Over the Counter Exchange of India (OTCEI) was established in 1992 mainly to provide a platform for small and medium sized companies to raise money for their capital requirements. It is a well defined dealer market with market makers giving bid and ask quotes. It was established with state-of-the art technology with ringless, scripless trading. In this study, we develop a theoretical model to decompose spread into its three components in a dealer market. This model is further empirically examined by using OTCEI data. We find that Inventory holding cost to be the highest on OTCEI followed by

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Rao, Jyothi G. "A Theoretical Model And Empirical Analysis Of Components Of Spread In Over The Counter Exchange Of India." Thesis, Indian Institute of Science, 2001. http://hdl.handle.net/2005/267.

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Over the Counter Exchange of India (OTCEI) was established in 1992 mainly to provide a platform for small and medium sized companies to raise money for their capital requirements. It is a well defined dealer market with market makers giving bid and ask quotes. It was established with state-of-the art technology with ringless, scripless trading. In this study, we develop a theoretical model to decompose spread into its three components in a dealer market. This model is further empirically examined by using OTCEI data. We find that Inventory holding cost to be the highest on OTCEI followed by A

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Mathew, David G. "On The Impact Of Fundamental Variables In The Determination Of Stock Returns In India." Thesis, 1997. https://etd.iisc.ac.in/handle/2005/1826.

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Mathew, David G. "On The Impact Of Fundamental Variables In The Determination Of Stock Returns In India." Thesis, 1997. http://etd.iisc.ernet.in/handle/2005/1826.

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Harshita. "Stock market anomalies : an empirical study in Indian context." Thesis, 2018. http://eprint.iitd.ac.in:80//handle/2074/7933.

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Jothimani, Dhanya. "Portfolio optimization in Indian market : a study using financial analytics." Thesis, 2017. http://localhost:8080/iit/handle/2074/7517.

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Books on the topic "Stock market- India"

1

Bal, Krishan. Industrial securities market in India. Commonwealth Publishers, 1989.

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Gupta, Saloni. Stock market in India: Working and reforms. New Century Publications, 2010.

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Alak, Ghosh, and Indian Economic Association, eds. Emerging money markets in India. Deep & Deep Publications, 2001.

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Kanuk, Alan R. Capital markets of India: An investor's guide. John Wiley & Sons, Inc., 2007.

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Biswal, Pratap Chandra. On stock market development, banks, and economic growth in India. Institute for Social and Economic Change, 2000.

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Biswal, Pratap Chandra. Stock market development in India: Is there any trend break? Institute for Social and Economic Change, 2000.

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Gokhale Institute of Politics and Economics, ed. Evolution of the capital markets and their regulations in India. Gokhale Institute of Politics and Economics, 2009.

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Functional instability or paradigm shift?: A characteristic study of Indian stock market in the first decade of the new millennium. Springer, 2012.

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National Conference on Forecasting Financial Markets in India (2008 Kharagpur, India) and National Conference on Forecasting Financial Markets in India (2008 Vinod Gupta School of Management). Forecasting financial markets in India. Allied Publishers, 2009.

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Hiremath, Gourishankar S. Indian Stock Market. Springer India, 2014. http://dx.doi.org/10.1007/978-81-322-1590-5.

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Book chapters on the topic "Stock market- India"

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Dhankar, Raj S. "Stock Market Overreaction." In India Studies in Business and Economics. Springer India, 2019. http://dx.doi.org/10.1007/978-81-322-3950-5_4.

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Dhankar, Raj S. "Market Efficiency and Stock Market." In India Studies in Business and Economics. Springer India, 2019. http://dx.doi.org/10.1007/978-81-322-3950-5_8.

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Chattopadhyay, Sadhan Kumar. "Dynamics of the Indian Stock Market." In India Studies in Business and Economics. Springer India, 2014. http://dx.doi.org/10.1007/978-81-322-1650-6_25.

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Vanipriya, C. H., and K. Thammi Reddy. "Indian Stock Market Predictor System." In ICT and Critical Infrastructure: Proceedings of the 48th Annual Convention of Computer Society of India- Vol II. Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-03095-1_3.

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Barodawala, Rubina, and Diksha Ranawat. "Fundamental Drivers of Indian Stock Market." In Current Issues in the Economy and Finance of India. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-99555-7_5.

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Paul, Moumita, and Kalluru Siva Reddy. "Impact of US UMP on Indian Stock Market." In India Studies in Business and Economics. Springer Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-7062-6_33.

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Chakraborty, Kuntal. "An empirical exploration of the Indian stock market." In Neoliberalism in the Emerging Economy of India. Routledge, 2021. http://dx.doi.org/10.4324/9781003131762-8.

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Chakrabarti, Gagari. "Regime Switching Dynamic Currency Exposure of Indian Stock Market." In India Studies in Business and Economics. Springer Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-7668-0_12.

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Dhankar, Raj S. "Indian Stock Market and Relevance of Capital Asset Pricing Models." In India Studies in Business and Economics. Springer India, 2019. http://dx.doi.org/10.1007/978-81-322-3950-5_2.

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Chakraborty, Indrani. "Stock Returns and Real Economic Activities: Is There a Connection in India?" In Exploring What Drives Indian Stock Market During Covid-19. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-19-8001-5_6.

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Conference papers on the topic "Stock market- India"

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Naik, Suchismita. "A Narrative Data Visualization Of The Indian Stock Market." In IHCI '16: India HCI 2016. ACM, 2016. http://dx.doi.org/10.1145/3014362.3014382.

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Agarwal, Udit, and A. Sai Sabitha. "Time series forecasting of stock market index." In 2016 1st India International Conference on Information Processing (IICIP). IEEE, 2016. http://dx.doi.org/10.1109/iicip.2016.7975381.

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Dias, Rui, Paula Heliodoro, Paulo Alexandre, and Cristina Vasco. "THE SHOCKS BETWEEN OIL MARKET TO THE BRIC STOCK MARKETS: A GENERALIZED VAR APPROACH." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.2020.25.

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The pandemic (Covid-19) has affected the global economy, and the impact on financial markets seems inevitable. In view of these events, this essay aims to analyse the shocks between the stock market indices of Brazil (BOVESPA), China (SSEC) India (SENSEX), Russia (IMOEX) and oil (WTC), in the period from January 2, 2019 to May 29, 2020. In order to carry out this analysis, different approaches were undertaken with a view to gauging whether (i) the global pandemic has accentuated the shocks between the BRIC financial markets and the WTC? The daily yields do not have normal distributions, show n

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Sidhu, Priya, Himanshu Aggarwal, and Madan Lal. "Stock Market Prediction using LSTM." In Proceedings of the 2nd International Conference on ICT for Digital, Smart, and Sustainable Development, ICIDSSD 2020, 27-28 February 2020, Jamia Hamdard, New Delhi, India. EAI, 2021. http://dx.doi.org/10.4108/eai.27-2-2020.2303545.

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Silva, Natacha, Maria José Palma Lampreia Dos Santos, and Nuno Baptista. "The impact of COVID-19 pandemic on South Asian Stock Markets." In 14th International Conference on Applied Human Factors and Ergonomics (AHFE 2023). AHFE International, 2023. http://dx.doi.org/10.54941/ahfe1003902.

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The main aim of this paper is to analyze the impact of the pandemic COVID-19 on the efficiency of capital markets in countries of South Asia, namely, the market efficiency of these stock markets in the pre and post-COVID-19 global wave. The methods include quantitative research and time series analysis. Information and data were collected from the stock indices of Pakistan (KSE), India (BSE), Bangladesh (DSE) and Sri Lanka (CSE) for the period from August 2018 to July 2021. The results confirm that all capital markets are efficient before the global outbreak. In a meanwhile, after the pandemic

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T, Praveen Kumar, Mallieswari R, and Kirupa Priyadarsini M. "Predicting Stock Market Price Movement Using Machine Learning Technique: Evidence from India." In 2022 Interdisciplinary Research in Technology and Management (IRTM). IEEE, 2022. http://dx.doi.org/10.1109/irtm54583.2022.9791640.

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Dias, Rui, Paula Heliodoro, Paulo Alexandre, and Maria Manuel. "EVIDENCE OF INTRADAY MULTIFRACTALITY IN BRIC STOCK MARKETS: AN ECONOPHYSICS APPROACH." In Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.s.p.2020.57.

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The pandemic outbreak (Covid-19) has affected the global economy, and the impact on financial markets seems inevitable. In view of these events, this essay intends to analyse the efficiency, in its weak form, in the BRIC markets, namely the stock indexes of Brazil (BRAZIL IBOVESPA), China (Shanghai Stock Exchange), India (S&P BSE SENSEX), Russia (MOEX Russia). The data are intraday (1 hour), from May 2019 to May 2020; to obtain more robust results, we divided the sample into time scales up to 5 days (Period I), and above 10 days (Period II), in a complementary way, and we use the opening a

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Verma, Rajit, Kiran Sood, and Shivani Inder. "An Event Study Analysis on Stock Market Reaction amid Geo-Political Crisis in India." In 2022 International Conference on Emerging Smart Computing and Informatics (ESCI). IEEE, 2022. http://dx.doi.org/10.1109/esci53509.2022.9758374.

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Sapkota, Amosh, Anand Kumar, and Anjali Mathur. "Intelligent System for the Detection of Insider Trading in Indian Stock Market." In Proceedings of the First International Conference on Combinatorial and Optimization, ICCAP 2021, December 7-8 2021, Chennai, India. EAI, 2021. http://dx.doi.org/10.4108/eai.7-12-2021.2314574.

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Hsueh, Hsin-Pei, and Fangjhy Li. "Wavelet Analysis on the Relevance of Stock Market and Exchange Rate between China and India." In the 2nd International Conference. ACM Press, 2019. http://dx.doi.org/10.1145/3366650.3366673.

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Reports on the topic "Stock market- India"

1

Campbell, John, Tarun Ramadorai, and Benjamin Ranish. Do the Rich Get Richer in the Stock Market? Evidence from India. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w24898.

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Trembeczki, Zsolt. Japanese FDI in India Part II : Drivers and Obstacles from the Viewpoint of Japanese Investors. Külügyi és Külgazdasági Intézet, 2022. http://dx.doi.org/10.47683/kkielemzesek.ke-2022.69.

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This policy brief is part of a two-part series analysing the history and current situation of Japanese foreign direct investment (FDI), and its potential role in India’s economy. The previous part found that while Japan has become a major investor in India over the recent decades, top-level political relations in the past had limited impact on India’s actual ability to attract Japanese foreign direct investment. This policy brief examines the factors that determine Japanese companies’ willingness to establish or increase their presence in India. It finds that India’s dynamically growing market

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Das, Jishnu, Joanna Härmä, Lant Pritchett, and Jason Silberstein. Forum: Why and How the Public vs. Private Schooling Debate Needs to Change. Research on Improving Systems of Education (RISE), 2023. http://dx.doi.org/10.35489/bsg-rise-misc_2023/12.

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“Are private schools better than public schools?” This ubiquitous debate in low- and middle-income countries is the wrong one to have. The foreword and three essays collected in this Forum each explore how to move past the stuck “public vs. private” binary. Jason Silberstein is a Research Fellow at RISE. His foreword is titled “A Shift in Perspective: Zooming Out from School Type and Bringing Neighborhood Education Systems into Focus.” It summarizes the current state of the “public vs. private” debate, outlines an alternative approach focused on neighborhood education systems, and then synthes

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