Gotowe bibliografie tematyczne / Stock management- India

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  1. Artykuły w czasopismach
  2. Rozprawy doktorskie
  3. Książki
  4. Części książek
  5. Streszczenia konferencji

Gotowa bibliografia na temat „Stock management- India”

Autor: Grafiati
Data publikacji: 6 września 2023

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Artykuły w czasopismach na temat "Stock management- India"

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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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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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Anjana Raju, Guntur, and Sanjeeta Shirodkar. "Derivative trading and structural breaks in volatility in India: an ICSS approach." Investment Management and Financial Innovations 17, no. 2 (2020): 334–52. http://dx.doi.org/10.21511/imfi.17(2).2020.26.

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Researchers argue that ignoring the structural breaks in the time-series variance can cause significant upward biases in the degree of persistence in estimated GARCH models. Against this backdrop, the present study empirically examines the effect of stock futures on the underlying stock’s volatility in India by incorporating the structural breaks with the help of ICSS test and AR (1)-GARCH (1, 1) model for 30 most liquid and actively traded underlying stocks and their associated futures contracts. The study period ranges from the 1st January 2000 or the listing date of the particular stock (wh
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Gupta, Anjali, and Purushottam Kumar Arya. "Impact of splits on stock splits ratios around announcement day: empirical evidence from India." Investment Management and Financial Innovations 17, no. 3 (2020): 345–59. http://dx.doi.org/10.21511/imfi.17(3).2020.26.

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Stock split should not have any impact on share prices, and there should be no value creation. The purpose of this study is to find any impact of stock splits announced in India between 1999 and 2019 on stock returns. The study aims to find differences in the impact of stock splits on stock returns with differences in stock split ratios. To examine the impact, the study includes 224 splits and adopts the standard event study methodology to find results. The presence of an abnormal return around split announcement day is the main factor, which determines the impact of stock split on the stocks.
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Sahu, Tarak Nath, and Krishna Dayal Pandey. "Money Supply and Equity Price Movements During the Liberalized Period in India." Global Business Review 21, no. 1 (2018): 108–23. http://dx.doi.org/10.1177/0972150918761084.

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This study attempts to contribute towards the prevalent understanding and the extant literatures on the effect of changes in money supply as an important monetary policy shock on the stock prices of India by using a time-varying parameter models with vector autoregressive specification during the period 1996 to 2016. The result of Johansen’s cointegration test suggests a significantly positive long-run co-movement between the growth of money supply and stock prices in India but the result of vector error correction model (VECM) does not exhibit any significant relationship in short run. Furthe
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Sehgal, Sanjay, and Meenakshi Gupta. "Tests of Technical Analysis in India." Vision: The Journal of Business Perspective 11, no. 3 (2007): 11–23. http://dx.doi.org/10.1177/097226290701100303.

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The study evaluates the economic feasibility of technical analysis in the Indian stock market. It discusses that technical indicators do not outperform Simple Buy and Hold strategy on net return basis for individual stocks. Technical indicators seem to do better during market upturns compared to market downturns. However, technical based trading strategies are not feasible vis-à-vis passive strategy irrespective of market cycle conditions. Technical indicators also do not provide economically significant profit for industry as well as economy based data. Combining fundamentals with technical i
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Kumar, Gaurav, and Arun Kumar Misra. "Long run commonality in Indian stocks: empirical evidence from national stock exchange of India." Journal of Indian Business Research 12, no. 4 (2020): 441–58. http://dx.doi.org/10.1108/jibr-09-2016-0091.

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Purpose The purpose of this paper is to investigate long-run commonality in liquidity using multiple proxies computed from limited order book data of NIFTY50 stocks. The findings indicate the existence of systematic liquidity or commonality on NIFTY50 market and comprising industries. Design/methodology/approach The sample comprises all intraday transactions corresponding to NIFTY 50 stocks for April 2015. The study runs firm by firm time series regressions to test the concept of long-run commonality, while controlling other effects. Findings Strong evidence is found in support of long-run com
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Bhattacharjee, Nayanjyoti, and Anupam De. "A Perspective on Industry Classification and Market Reaction to Corporate News: Evidence from India." Scientific Annals of Economics and Business 65, no. 1 (2018): 31–50. http://dx.doi.org/10.2478/saeb-2018-0001.

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Abstract In this paper, we provide a cross-industry perspective on the market reaction to different corporate news in the context of Indian stock market. We have studied the price and volume movements associated with eight broadly defined news categories namely Analyst Calls, Earnings, Earnings Forecasts, Finance, Legal and Regulatory, Management, Operations and Restructuring. We have employed the standard event study methodology on a sample of stocks listed on the National Stock Exchange of India for the purpose of our study. We observe that the market reaction to firm specific corporate news
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T. A., Krishna, and Suresha B. "Do geopolitical tensions instigate mindless following in stock markets? An empirical enquiry into the indices of CNX Nifty HFT." Investment Management and Financial Innovations 18, no. 2 (2021): 335–49. http://dx.doi.org/10.21511/imfi.18(2).2021.27.

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Geopolitical tensions between nations play a crucial role in triggering volatility and affecting the investors’ behavior in stock markets. This empirical work attempts to detect the traces of herding and bubble embedded in the Indian stock indices of CNX Nifty 50 and CNX Nifty 100 (both in High-Frequency Trading domains) during the latest events of geopolitical tensions escalated between India-China and India-Pakistan. An event window approach is employed to capture the impact of these events on herding behavior and information uncertainty in the considered stock indices. Multifractal Detrende
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Baker, H. Kent, and Sujata Kapoor. "Why Indian firms issue stock distributions." Managerial Finance 41, no. 7 (2015): 658–72. http://dx.doi.org/10.1108/mf-08-2014-0213.

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Purpose – The purpose of this paper is to investigate the opinions of managers of Indian firms on stock splits and bonus shares (stock dividends) and relate them to explanations for stock distributions identified in the prior literature. Design/methodology/approach – The authors use descriptive statistics from a mail survey to the company secretaries of 500 firms listed on the National Stock Exchange of India to elicit their responses about statements involving stock splits and bonus shares. Findings – The survey evidence shows that among the competing motives for stock splits, the liquidity h
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Rozprawy doktorskie na temat "Stock management- India"

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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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Biyani, Abhishek. "An Event Study to understand the Varied Response of Demonetization on the Indian Stock Exchange." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1860.

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On the 8th of November, 2016, Prime Minister Modi declared all Rs. 500 and Rs. 1000 notes in circulation, constituting 86% of the currency, to be illegal tender for transactions. All the currency had to be deposited into bank accounts, and new notes would be issued. Amounts deposited over Rs. 250,000 (approx. USD 4000) would face tax scrutiny. The reasoning given for this was to curb corruption, terrorism financing and counterfeiting. This led to a scramble in the economy, giving rise to many dubious schemes for evading the consequences of this policy. There was a significant loss in income fo
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Duncan, Murray. "The genetic stock structure and distribution of Chrysoblephus Puniceus, a commercially important transboundary linefish species, endemic to the South West Indian Ocean." Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1011868.

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Chrysoblephus puniceus is an over-exploited linefish species, endemic to the coastlines off southern Mozambique and eastern South Africa. Over-exploitation and habitat loss are two of the biggest threats to the sustainability of fisheries globally. Assessing the genetic stock structure (a prerequisite for effective management) and predicting climate related range changes will provide a better understanding of these threats to C. puniceus which can be used to improve the sustainability of the fishery. Two hundred and eighty four genetic samples were collected from eight sampling sites between P
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Dammannagoda, Acharige Sudath Terrence. "Genetic stock structure and inferred migratory patterns of skipjack tuna (Katsuwonus pelamis) and yellowfin tuna (Thunnus albacares) in Sri Lankan waters." Thesis, Queensland University of Technology, 2007. https://eprints.qut.edu.au/16479/1/Sudath_Dammanngoda_Thesis.pdf.

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Tuna are the major marine fishery in Sri Lanka, and yellowfin tuna (YFT) (Thunnus albacares) and skipjack tuna (SJT) (Katsuwonus pelamis) represent 94% of all tuna caught. The tuna catch in Sri Lanka has increased rapidly over recent years and this is true generally for the Indian Ocean. Tuna are a major animal protein source for 20 million people in Sri Lanka, while marine fisheries provide the main income source for most Sri Lankan coastal communities. While the importance of the fishery will require effective stock management practices to be employed, to date no genetic studies have been
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Dammannagoda, Acharige Sudath Terrence. "Genetic stock structure and inferred migratory patterns of skipjack tuna (Katsuwonus pelamis) and yellowfin tuna (Thunnus albacares) in Sri Lankan waters." Queensland University of Technology, 2007. http://eprints.qut.edu.au/16479/.

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Tuna are the major marine fishery in Sri Lanka, and yellowfin tuna (YFT) (Thunnus albacares) and skipjack tuna (SJT) (Katsuwonus pelamis) represent 94% of all tuna caught. The tuna catch in Sri Lanka has increased rapidly over recent years and this is true generally for the Indian Ocean. Tuna are a major animal protein source for 20 million people in Sri Lanka, while marine fisheries provide the main income source for most Sri Lankan coastal communities. While the importance of the fishery will require effective stock management practices to be employed, to date no genetic studies have been u
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Otwoma, Levy Michael [Verfasser], Hauke [Akademischer Betreuer] Reuter, Martin [Gutachter] Zimmer, and Hauke [Gutachter] Reuter. "Connectivity and exploitation of Acanthurus triostegus and Acanthurus leucosternon in the Indian Ocean : Application of genetics and single stock assessment to aid coral reef management / Levy Michael Otwoma ; Gutachter: Martin Zimmer, Hauke Reuter ; Betreuer: Hauke Reuter." Bremen : Staats- und Universitätsbibliothek Bremen, 2018. http://d-nb.info/1171420498/34.

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Książki na temat "Stock management- India"

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Buyback of shares in India. New Century Publications, 2008.

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Madhusoodanan, T. P. Portfolio management and Beta: An appraisal of the Indian Stock Market. UTI Institute of Capital Markets, 1996.

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Gopalsamy, N. Capital issues and SEBI guidelines: Including project management & project finance. South Asia Publications, 1994.

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Pande, Alok. Studying earnings management in initial public offerings (IPOS) and its impact on IPO pricing in India. Fellow Programme in Management, Indian Institute of Management Bangalore, 2009.

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Food and Agriculture Organization of the United Nations., ed. Review of the state of world marine capture fisheries management: Indian Ocean. Food and Agriculture Organization of the United Nations, 2006.

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Office, General Accounting. Financial management: Defense accounting adjustments for stock fund obligations are illegal : report to the Secretary of Defense. The Office, 1987.

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Indian Ocean Fishery Commission. Committee for the Management of Indian Ocean Tuna. Session. Report of the eleventh session of the Committee for the Management of Indian Ocean Tuna: Bangkok, Thailand, 9-12 July 1990. Food and Agriculture Organization of the United Nations, 1990.

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Office, General Accounting. Financial management: Operating cash requirement for Air Force stock fund can be reduced : report to the chairman, Subcommittee on Defense, Committee on Appropriations, House of Representatives. The Office, 1989.

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Office, General Accounting. Financial management: Analysis of operating cash balance of the Defense Logistics Agency's stock fund : report to the chairman, Subcommittee on Defense, House Committee on Appropriations, House of Representatives. The Office, 1990.

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Office, General Accounting. Financial management: Analysis of operating cash balance of the Defense Logistics Agency's stock fund : report to the chairman, Subcommittee on Defense, House Committee on Appropriations, House of Representatives. The Office, 1990.

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Części książek na temat "Stock management- India"

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Dhir, Sanjay, and Sushil. "National Stock Exchange of India." In Flexible Systems Management. Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-7064-9_10.

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Panda, Brahmadev. "Ownership concentration, institutional ownership and stock return: The case of India." In Advances in Management Research. Routledge, 2022. http://dx.doi.org/10.4324/9781003366638-7.

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Verma, Ruchita, Dhanraj Sharma, and Heavendeep Singh. "Day-of-week-effect in stock market of India: A case study of sectoral indices." In Advances in Management Research. Routledge, 2022. http://dx.doi.org/10.4324/9781003366638-13.

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Rai, Prakash, Gopal Shukla, Vineeta, Jahangeer A. Bhat, and Sumit Chakravarty. "Carbon Stock Assessment in Sub-humid Tropical Forest Stands of the Eastern Himalayan Foothills." In Conservation, Management and Monitoring of Forest Resources in India. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-98233-1_10.

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Jana, Bipal K., Soumyajit Biswas, Sashi Sonkar, Mrinmoy Majumder, Pankaj Roy, and Asis Mazumdar. "Estimation of Soil Carbon Stock and Soil Respiration Rate of Recreational and Natural Forests in India." In Impact of Climate Change on Natural Resource Management. Springer Netherlands, 2010. http://dx.doi.org/10.1007/978-90-481-3581-3_18.

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Jothimani, Dhanya, Ravi Shankar, and Surendra S. Yadav. "Portfolio Selection in Indian Stock Market Using Relative Performance Indicator Approach." In Flexible Systems Management. Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-4888-3_12.

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Kanojia, Sunaina, Deepti Singh, and Ashutosh Goswami. "Behavioural Biases and Trading Volume: Empirical Evidence from the Indian Stock Market." In Advances in Management Research. CRC Press, 2019. http://dx.doi.org/10.1201/9780429280818-8.

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Malakar, Sourav, Saptarsi Goswami, Amlan Chakrabarti, and Basabi Chakraborty. "A Hybrid and Adaptive Approach for Classification of Indian Stock Market-Related Tweets." In Data Management, Analytics and Innovation. Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-9364-8_24.

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Chopra, Nikita. "Time and Frequency Analysis Using the ARMA Model: Evidence from the Indian Stock Market." In Advances in Management Research. CRC Press, 2019. http://dx.doi.org/10.1201/9780429280818-7.

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Anil Kumar, Nadesa Panicker, Amsad Ibrahim Khan Saleem Khan, and Vaniyan Balakrishnan. "Coffee, Climate and Biodiversity: Understanding the Carbon Stocks of the Shade Coffee Production System of India." In Climate Change Management. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-98681-4_7.

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Streszczenia konferencji na temat "Stock management- India"

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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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Mathur, Neeti, and Himanshu Mathur. "APPLICATION OF GARCH MODELS FOR VOLATILITY MODELLING OF STOCK MARKET RETURNS: EVIDENCES FROM BSE INDIA." In 11th Business & Management Conference, Dubai. International Institute of Social and Economic Sciences, 2020. http://dx.doi.org/10.20472/bmc.2020.011.009.

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

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Heliodoro, Paula, Rui Dias, Paulo Alexandre, and Cristina Vasco. "INTEGRATION IN BRIC STOCK MARKETS: AN EMPIRICAL ANALYSIS." 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.s.p.2020.33.

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This paper aims to analyse financial integration in the markets of Brazil, China, India and Russia (BRIC’s), from July 2015 to June 2020, being the sample split in pre and during the global pandemic (Covid-19). In order to carry out this analysis, different approaches were undertaken to analyse two issues, namely, whether: (i) the global pandemic has accentuated the interdependencies in the BRIC financial markets? If so, how it has influenced the efficiency of portfolio diversification. The results suggest very significant levels of integration, in the Covid period these evidences diminish the
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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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Nair, M. Ankitha, Balasubramanian, and Lakshmi Yermal. "Factors influencing herding behavior among Indian stock investors." In 2017 International Conference on Data Management, Analytics and Innovation (ICDMAI). IEEE, 2017. http://dx.doi.org/10.1109/icdmai.2017.8073535.

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"IMPACT OF FOREIGN INSTITUTIONAL INVESTMENT ON INDIAN STOCK MARKET." In International Conference on Research in Business management & Information Technology. ELK ASIA PACIFIC JOURNAL, 2015. http://dx.doi.org/10.16962/elkapj/si.bm.icrbit-2015.6.

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Agarwal, Shweta, Utkarsh Goel, and Shailendra kumar. "News media sentiments and Stock markets: the Indian perspective." In 2020 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM). IEEE, 2020. http://dx.doi.org/10.1109/ieem45057.2020.9309870.

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Banerjee, Debadrita. "Forecasting of Indian stock market using time-series ARIMA model." In 2014 2nd International Conference on Business and Information Management (ICBIM). IEEE, 2014. http://dx.doi.org/10.1109/icbim.2014.6970973.

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