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Letteratura scientifica selezionata sul tema "NIFTY BANK"

Autore: Grafiati

Pubblicato: 26 ottobre 2023

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Articoli di riviste sul tema "NIFTY BANK"

Vijay, Dr S., e Dr V. Prabakaran. "A study on Bank and IT nifty influence on Nifty 50". Journal of University of Shanghai for Science and Technology 23, n. 12 (18 dicembre 2021): 316–22. http://dx.doi.org/10.51201/jusst/21/121030.

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NIFTY 50 is one of the benchmark indices which is been used in India. The index is built upon by the companies which are represented from various sectors. Each sector is given separate weightage depending upon the representations from each sector. This paper focused on to identify Pairwise Granger Causality between NIFTY 50 Index, NIFTY Bank Index and NIFTY IT Index. The researcher also focused on to identify the influence of Bank NIFTY and IT NIFTY and NIFTY 50 Index. The research was carried out with a total of 532 observations (closing value of each index) of spanned across January 2018 – February 2020. The study revealed that Bank NIFTY Granger Cause IT NIFTY and not vice-versa. NIFTY 50 Index is highly influenced by Bank NIFTY IT NIFTY.

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Narayan, Parab, e 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, n. 2 (12 novembre 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 analyses have been performed using statistical software E-views, SPSS, and Microsoft Excel. The study noticed a weak positive relationship between stock returns and turnover for Nifty Auto Index, Nifty Bank Index, Nifty Financial Services Index, Nifty Media Index, Nifty Metal Index, and Nifty Private Bank Index. The study also found a significant impact of turnover on stock returns in the case of Nifty Auto Index, Nifty Bank Index, Nifty FMCG Index, Nifty Metal Index, and Nifty Pharma Index and a significant impact of volume on stock returns in the case of Nifty Bank Index, Nifty FMCG Index, and Nifty Pharma Index. Augmented Dickey–Fuller test suggests that there exists no unit root in the data ( p < 1) and the data are stationary. It is evident from the study that the causal relationship between stock returns, turnover, and volume varies across the sectoral indices.

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Gadasandula, Krishna. "Effect of Macroeconomic Determinants on Indian Stock Market". Asian Journal of Managerial Science 8, n. 2 (5 maggio 2019): 22–27. http://dx.doi.org/10.51983/ajms-2019.8.2.1556.

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Stock market is one of the important forms of investment. The prices of stock markets are affected by much macro-economic factors. The study investigates the relationships between the Indian stock market index (NSE Nifty) and four macroeconomic variables, namely, GDP, Inflation, Exchange Rate and Bank Rate. The data is collected on a quarterly basis for the time period March 2000 to December 2017. The study employs the Johansen’s co-integration approach to the long-run equilibrium relationship between stock market index and macroeconomic variables. For causality analysis, the study carried out Granger and Geweke causality tests. From this paper it is observed that the Granger causality test results do not demonstrate the presence of any bidirectional causality. The results show the unidirectional causal associations running from GDP to Inflation, Bank Rate to GDP, Exchange Rate to GDP, NIFTY Index to GDP, Exchange Rate to Inflation, NIFTY Index to Inflation, and Bank Rate to NIFTY Index. Apart from that, the results also show no causal association between Inflation and Bank Rate, Bank Rate and Exchange Rate, and Exchange Rate and NIFTY Index. However, the bidirectional causal associations appear. When we look into the results of Geweke causality analysis shows that bidirectional causal associations exist between Inflation and Bank Rate, and Exchange Rate and Nifty Index.

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D., Bhuvaneshwari. "Impact of Covid-19 on the Financial Sector Indices". International Research Journal of Business Studies 14, n. 2 (15 novembre 2021): 137–45. http://dx.doi.org/10.21632/irjbs.14.2.137-145.

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This study is an attempt to assess the impact of Covid-19 and the lockdown pronounced thereof on the Nifty sectoral indices with specific reference to the financial sector indices owing to their significance in the economy. The OLS regression, Granger Causality and Impulse Response Function were estimated to measure the changes in the future responses of Nifty 50 to the changes in the select sectoral indices, namely, Nifty Bank, Nifty Financial Services and Nifty Private Banks and Nifty PSU Banks for the period consisting two sub-periods, i.e., the first sub-period from April 2019 to March 2020 are assumed as the preCovid-19 period and the second sub-period from April 2020 to March 2021 is assumed as the period during Covid-19. The results indicated that the shock of the Covid-19 had an impact on the financial sector indices in India during the Covid-19 period.

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Subha, M. V., e A. Musthaffa. "Testing Pricing Relationship between Bank Nifty futures & Bank Nifty Indices – Evidences from India". Asian Journal of Research in Social Sciences and Humanities 6, n. 7 (2016): 1397. http://dx.doi.org/10.5958/2249-7315.2016.00520.7.

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Singh, Gurmeet. "Estimating Optimal Hedge Ratio and Hedging Effectiveness in the NSE Index Futures". Jindal Journal of Business Research 6, n. 2 (4 settembre 2017): 108–31. http://dx.doi.org/10.1177/2278682117715358.

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This study attempts to study and suggest an optimal hedge ratio to Indian investors and traders by examining the three main indices of National Stock Exchange of India (NSE), namely, NIFTY, Bank NIFTY, and IT NIFTY, over the sample period from January 2011 to December 2015. The present study estimated the hedge ratio through six econometric models, namely, OLS, GARCH, EGARCH, TARCH, VAR, and VECM, in the minimum variance hedge ratio framework as suggested by Ederington (1979). The findings of the present study confirm the theoretical properties of Indian cash and futures market and suggest that the optimal hedge ratio estimated through EGARCH model was lowest for the NIFTY and Bank NIFTY, and that for IT NIFTY, the OLS model shows the lowest optimal hedge ratio as compared to that estimated through other models.

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Amuthan, R. "Co relating NIFTY 50 Index Trend’s impact on NSE’s Sector based Indices Growth Momentum in Post COVID-19 led Indian Economy with Special reference to NIFTY Bank, NIFTY Consumer Durables, NIFTY IT and NIFTY Pharma Indices using Arithmetic Modelling". Turkish Journal of Computer and Mathematics Education (TURCOMAT) 12, n. 6 (5 aprile 2021): 2184–89. http://dx.doi.org/10.17762/turcomat.v12i6.4824.

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The NIFTY 50 is the flagship index on the National Stock Exchange of India Ltd. (NSE). The Index tracks the behavior of a portfolio of blue chip companies, the largest and most liquid Indian securities. It includes 50 of the approximately 1600 companies traded (listed & traded and not listed but permitted to trade) on NSE, captures approximately 65% of its float-adjusted market capitalization and is a true reflection of the Indian stock market. This study probed in to the correlation between NIFTY 50 and NIFTY Bank, NIFTY 50 and NIFTY Consumer Durables, NIFTY 50 and NIFTY IT and NIFTY 50 and NIFTY Pharma Indice.

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Ashri, Dhananjay, Bibhu Prasad Sahoo, Ankita Gulati e Irfan UL Haq. "Repercussions of COVID-19 on the Indian stock market". Linguistics and Culture Review 5, S1 (17 novembre 2021): 1495–509. http://dx.doi.org/10.21744/lingcure.v5ns1.1792.

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The present paper determines the repercussions of the coronavirus on the Indian financial markets by taking the eight sectoral indices into account. By taking the sectoral indices into account, the study deduces the impact of virus outbreak on the various sectoral indices of the Indian stock market. Employing Welch's t-test and Non-parametric Mann-Whitney U test, we empirically analysed the daily returns of eight sectoral indices: Nifty Auto, Nifty FMCG, Nifty IT, Nifty Media, Nifty Metal, Nifty Oil and Gas, Nifty Pharma, and Nifty Bank. The results unveiled that pandemic had a negative impact on the automobile, FMCG, pharmaceuticals, and oil and gas sectors in the short run. In the long run, automobile, oil and gas, metals, and the banking sector have suffered enormously. The results further unveiled that no selected indices underperformed the domestic average, except NIFTY Auto.

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Sehgal, Meru, e Shruti Gupta. "Stock Markets in Changing Times". International Journal of Business Analytics 8, n. 3 (luglio 2021): 14–25. http://dx.doi.org/10.4018/ijban.2021070102.

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The impact of COVID-19 on the stock markets of US, UK, and India has been analyzed. Daily market returns of the stock indices (Dow Jones Industrial Average, FTSE-100, Nifty 50 Index, and Nifty Bank Index) have been examined using paired t-test for 40 days before and after the reporting of the first case. Index performance has also been investigated for the quarter ending June 2020 along with comparative performance analysis of the indices with Nifty Bank Index. The results showed that markets have borne substantially negative returns, but they are not statistically significant. This indicates the resilience of these markets to restore to previous index levels after taking a short-term hit. This paper adds value to the literature by acting as a resource for academia as well as industry by spelling out changes in markets during this pandemic and supporting evidence from Indian banks that are catalysts of growth for businesses in uncertain times.

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Garg, Deeksha. "Does the Nature of Index and Liquidity Influence the Mispricing in Future Contracts in India?" Applied Finance Letters 9, SI (18 novembre 2020): 15–22. http://dx.doi.org/10.24135/afl.v9i2.244.

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In this study, we investigate the variations in the mispricing of futures in Nifty (benchmark index), Bank Nifty and Nifty IT. Using a regression model on 1230 observations for the period of 1 January 2014 to 31 December 2018, we find no significant mispricing exists in the last week to the expiry of the contract in all three indices. This finding supports the existing literature that as the contract moves towards the maturity date, its value converges the market value. However, the main highlight of the paper is to reveal the difference in the life of mispricing in different indices. This difference in mispricing can be allocated to the liquidity in that indices. We report that being the most liquid, Bank Nifty is having mispricing only in 1 week (first week) of the contract, after that no significant mispricing exists in mispricing, Nifty shows significant mispricing for the first two weeks and Nifty IT shows mispricing for all weeks except last week. This is the pioneering work which considers the sectoral differences while evaluating futures mispricing. The findings of this study will provide a useful insight to the regulator and investors.

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Più fonti

Tesi sul tema "NIFTY BANK"

RANA, VINAY. "INVESTMENT IN BANKING AND FINANCIAL SERVICES SECTOR : PERFORMANCE EVALUATION OF ETF AND MUTUAL FUNDS". Thesis, 2021. http://dspace.dtu.ac.in:8080/jspui/handle/repository/18763.

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An exchange traded fund is an investment vehicle that reflects the performance of an underlying index by holding the assets like stocks, commodities or bonds to replicate the composition of the market index. Whereas a mutual fund is a type of financial instrument made up of a pool of money gathered from numerous investors to put in securities such as stocks, bonds, money market instruments, and other assets. Mutual funds are operated by fund managers, who attempt to produce capital gains or income for the fund's investors. This paper is an empirical study of the performance of exchange traded funds that aim to provide returns closely corresponding to Nifty Bank and Nifty PSU Bank Index along with mutual funds that invests in equity of companies in the banking and financial services sector with the benchmark being Nifty Financial Services Index. The performance of the funds is examined based on the following parameters: active returns, Jensen‟s alpha, tracking error and Sharpe ratio. The active returns analysis showed that ETFs tracking Nifty Bank Index both underperformed and outperformed while ETFs tracking Nifty PSU Bank Index underperformed. Also all the mutual funds underperformed except SBI Banking and Financial Services Fund. Jensen‟salphaisnegativeformajorityofthefundsbothETFandmutualfundwhichmeansthey have not been able to provide excess return over the market. The study reveals SBI ETF Nifty Bank has the lowest tracking error among the ETFs. Again the SBI ETF Nifty Bank was rank first based on Sharpe ratio among the ETFs under study and in mutual funds SBI Banking and Financial Services fund was ranked first. Overall active returns analysis shows that the ETF performed better than the mutual funds while the Jensen‟s alpha better for the mutual fund than ETF. The study may be useful for those interested in financial instruments investing in banking and financialsect.

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Libri sul tema "NIFTY BANK"

photographer, McEuen William E., Burns, Ken, 1953- writer of foreword, Duncan, Dayton, writer of foreword e Nitty Gritty Dirt Band, a cura di. Will the Circle Be Unbroken: The Making of a Landmark Album, 50th Anniversary. Blue Ridge Summit: Backbeat, 2022.

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United, States Congress Senate Committee on Banking Housing and Urban Affairs. Nomination of Richard H. Hughes: Hearing before the Committee on Banking, Housing, and Urban Affairs, United States Senate, Ninety-ninty Congress, first session, on the nomination of Richard H. Hughes, to be a member of the Board of Directors of the Export-Import Bank of the United States for a term expiring January 20, 1987, March 13, 1985. Washington: U.S. G.P.O., 1985.

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patel, Akash. Secret Bank Nifty Future Strategy. Independently Published, 2020.

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G, A. V. Nifty Bank Intraday Option Buying Single Successful Strategy. Independently Published, 2021.

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McEuen, John. The life I've picked: A banjo player's nitty gritty journey. 2018.

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Brencher, Hannah, Janet Metzger e Shelley Giglio. Fighting Forward: Your Nitty-Gritty Guide to Beating the Lies that Hold You Back. Brilliance Audio, 2021.

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Fighting Forward: Your Nitty Gritty Guide to Beating the Lies That Hold You Back. Zondervan, 2021.

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Brencher, Hannah. Fighting Forward: Your Nitty Gritty Guide to Beating the Lies That Hold You Back. Zondervan, 2021.

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Vu, Henry. Never Give up on Your Dream Notebook: Nifty Wide Ruled Paper Notebook Journal. Back Cover and Quote Motivation Workbook for Teens Kids Students for Home School College for Writing Notes. Independently Published, 2020.

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Capitoli di libri sul tema "NIFTY BANK"

Chhikara, Yashasvi, e Parth Desai. "Regression Analysis on Macroeconomic Factors and Dividend Yield on Bank Nifty Index Returns". In Lecture Notes in Networks and Systems, 419–27. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-9689-6_45.

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Sagar, Dheeraj, e Swetha Appaji Parivara. "Indian Stock Market Analysis - Nifty 50 Versus Bank Nifty". In Recent Advances in Commerce, Management, and Tourism, 2–9. B P International (a part of SCIENCEDOMAIN International), 2023. http://dx.doi.org/10.9734/bpi/mono/978-81-19761-70-8/ch1.

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Nayak, Sushma, e Abhishek Behl. "Role of Organizational Culture in Quality Management". In Cases on Quality Initiatives for Organizational Longevity, 324–50. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-5288-8.ch013.

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In this intensely competitive world, an organization can survive in business only as long as it is consistently able to deliver quality products and services. The impulse for higher quality has brought about far-reaching changes in the way business is conducted. Likewise, studies in recent years are attempting to establish the interrelationship between organizational culture and total quality management. An organization is likely to attain a set of core managerial standards, norms, and practices that distinctively identifies the way it runs business; such standards give rise to a culture that may confer the organization a persistent competitive advantage, particularly if it is nifty, atypical, and imperfectly replicable. The present study explores the case of Bhagini Nivedita Sahakari Bank Ltd., Pune, functioning in the state of Maharashtra in India. The bank serves as a classic example of business excellence through continuous quality improvement; it has a unique organizational culture realized by the adoption of a customer-centric business model.

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Acharyya, Madhu, e Congzhong Ye. "CEO Compensation and Firm’s ESG Performance – An Analysis of Banks and Insurance Companies". In Contemporary Financial Management, 481–524. Institute for Local Self-Government Maribor, 2023. http://dx.doi.org/10.4335/2023.3.25.

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Chief executive officers (CEOs) of environmental, social, and governance (ESG) firms are known to take lesser pay and engage themselves in corporate social responsibility activities to achieve the dual objective of the enhancement of firm’s performance as well as benefit for stakeholders in the long run. This study examines the role of ESG transparency in strengthening the impact of firm performance on total CEO pay in ESG firms. A panel of 67 firms for the period of 2014–2019 has been analyzed using the two-step system GMM model, with NSE Nifty 100 ESG Index as the data sample and ESG scores from Bloomberg database as a proxy for transparency. Findings reveal that environmental and governance disclosure scores have the potential to intensify the negative relationship between firm performance and CEO compensation, while social disclosure scores do not. In addition, various firm-specific, board-specific, and CEO-specific attributes have also been considered controls affecting remuneration. This paper contributes to the literature by exploring the effect of exhibiting ESG transparency and its nexus with CEO pay as well as firm performance.

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Timmons, Jill. "From Vision to Plan". In The Musician's Journey, 51—C6P141. 2^a ed. Oxford University PressNew York, 2023. http://dx.doi.org/10.1093/oso/9780197578513.003.0006.

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Abstract Responding to the soul’s desire is the first step in crafting an artistic vision. In Chapter 6, the author leads us to the next step in developing a thriving career—the creation of a dynamic plan of action. Grounded in the fundamentals of successful entrepreneurship, the vision–plan continuum joins heaven and earth: inspiration first, then the action plan. Throughout Chapter 6, the author gets to the nitty-gritty of timelines, concrete planning strategies, business plan models, income production, inspiring mentors, and more. Moreover, the author explores a number of common thinking errors that can hold musicians back from success. All great dreams and artistic visions can only be realized though action. The key is through strategic action, and the author provides a useful roadmap.

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Goldsmith, Thomas. "Scruggs without Flatt". In Earl Scruggs and Foggy Mountain Breakdown, 117–30. University of Illinois Press, 2019. http://dx.doi.org/10.5622/illinois/9780252042966.003.0013.

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When Lester Flatt and Earl Scruggs split up in 1969, it freed Scruggs to play music that was more to his taste and even to express political opinions, as he did when playing at a massive protest of the war in Vietnam during the same year. He started his own group, the Earl Scruggs Revue, in which he performed with his sons, supplemented by additional musicians including future Southern rock star Charlie Daniels. Flatt also started his own group, using several musicians who had played in the Foggy Mountain Boys and sticking with a traditional bluegrass direction. Meanwhile, Scruggs was collaborating with musicians such as Bob Dylan and the Nitty Gritty Dirt Band. These ventures echoed an earlier jam with jazz/r&b saxophonist King Curtis, an encounter Scruggs said influenced him profoundly.

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Atti di convegni sul tema "NIFTY BANK"

Kumra, Neha, L. M. Saha e M. K. Das. "Investigation of chaos in Indian bank stocks, NIFTY and bank NIFTY indices". In DIDACTIC TRANSFER OF PHYSICS KNOWLEDGE THROUGH DISTANCE EDUCATION: DIDFYZ 2021. AIP Publishing, 2022. http://dx.doi.org/10.1063/5.0080700.

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Rawlin, Rajveer S., e Priyanjali Das. "Forecasting India's Bank Nifty Index - A Time Series Approach". In 2022 Interdisciplinary Research in Technology and Management (IRTM). IEEE, 2022. http://dx.doi.org/10.1109/irtm54583.2022.9791767.

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