Stock Market Volatility in India PDF Download

Author: H. Kaur
Publisher: Deep and Deep Publications
ISBN: 9788176293617
Category : Stock exchanges
Languages : en
Pages : 320

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Author: Piyush K. Chowhan
Publisher:
ISBN:
Category :
Languages : en
Pages : 17

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Book Description
The ups and downs of the financial markets are always in the news. After all, there's plenty to report. Wide price fluctuations are a daily occurrence on the world's stock markets as investors react to economic, business, and political events. Of late, the markets have been showing extremely erratic movements, which are in no way tandem with the information that is fed to the markets. Thus chaos prevails in the markets with investor optimism at unexpected levels. Irrational exuberance has substituted financial prudence. Has the stock market volatility increased? Has the Indian market developed into a speculative bubble due to the emergence of quot;New Economyquot; stocks? Why is this volatility so pronounced? In this paper we try to analyse these questions in the context of Indian stock markets. We try to unearth the rationale for these weird movements. We examine the fundamentalist view put forward by economists who argue that volatility can be explained by Efficient Market Hypothesis. On the other hand, the view that volatility is caused by psychological factors is tested. An empirical study of BSE Sensex and a set of representative stocks are carried out to find the changes in their volatility in the last two years. The stock market regulation in introduction of rolling settlement and dematerialization as a measure of reducing volatility is put to test. Thus, the paper will help the investors as well as market regulators to make the markets more efficient.

Author: Amitava Sarkar
Publisher:
ISBN:
Category :
Languages : en
Pages : 21

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Book Description
This study investigates volatility in Indian stock markets. Specifically, it looks for the possible volatility transmission channel for Indian stock market from the Indian sectoral developments as well as developments in the global market. SENSEX is used as the Indian market index and its response to overseas market indices like Dow Jones, FTSE, BVSP, MerVal, JKSE; further the relationship between SENSEX and domestic sectoral indices have also been examined. As it has been found, the volatility in the developed market indices Granger causes SENSEX volatility, showing a strong existence of a global contagion. SENSEX volatility is also related to some extent to the volatility of Jakarta Stock index, hinting towards some kind of regional contagion. Moreover, as the impulse response function shows, a shock in Dow Jones, Jakarta stock index and BVSP has profound effect on the SENSEX, (Dow Jones having the most important one). As for sources from its domestic sectors, capital goods and consumer durables are the most prominent contributors to the volatility of the SENSEX.

Author: Salony Kansal
Publisher:
ISBN: 9786453269966
Category : Business & Economics
Languages : en
Pages : 0

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Book Description
Virtually, everyone who is interested in financial markets seems to agree on two things: that markets are now more volatile than ever, and that volatility causes many problems. Volatility is difficult to analyze because it means different things to different people. People are rarely precise when they talk about volatility. Also, there is a lot of misinformation about volatility. Volatility is the most basic statistical risk measure. It can be used to measure the market risk of a single instrument or an entire portfolio of instruments. Volatility defined in simple terms refers to variations or fluctuation in the price of financial assets such as stocks, exchange rates or interest rates over a period of time. Mullins (2000) defined volatility as: The degree to which the price of a security, commodity, or market rises or falls within a short-term period.

Author: Dr. Puja Dua
Publisher: Book Rivers
ISBN: 9355157339
Category : Antiques & Collectibles
Languages : en
Pages : 58

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Author: Ashok Nahar
Publisher: Ashok Nahar
ISBN:
Category : Biography & Autobiography
Languages : en
Pages : 216

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Basic Education Program on Equity Derivatives, Fundamental & Technical Analysis It’s easy to make profits from the stock market. Only you need to have your basics clear. Unless you do..you will be wasting your time and losing money. One need to be crystal clear of each and every aspect of Investments, Company, Shares, Dividend & Types of Shares, Debentures, Securities, Mutual Funds, IPO, Stock Trading, Futures & Options, What does the Share Market consist of ? Exchanges, Indices, SEBI , Analysis of Stocks .How to Make Technical analysis, Trading Terms (Limit Order, Stop Loss, Put, Call, Booking Profit & Loss, Short & Long), Trading Options – Brokerage Houses etc. In This Book we have simplified all the basic knowledge needed to be a smart Investor,even though you don’t have much knowledge earlier.. Ashok Nahar

Author: Pradipta Kumar Sanyal
Publisher: LAP Lambert Academic Publishing
ISBN: 9783659355790
Category :
Languages : en
Pages : 388

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Book Description
Volatility in Capital Markets has been an important issue since the development of capital markets across globe, however with the pioneering models by Robert Engle and Bollerslev, the study of stock market volatility has bought new dimensions in the financial literature. This book also emphasizes the study of volatility in Indian Capital Market after the introduction of financial derivatives in comparison to the pre-derivative period. The very purpose of introduction of financial derivatives in Indian Capital Market is to stabilize the price fluctuations. However, it's always been debated concerning the introduction of derivative instruments and their effectiveness in curbing the volatility and through this book a small attempt is being made to emphasize the issue. The book may help Investors, Portfolio Managers, Professional Money Managers, Researchers, Academicians and Policy Makers in understanding the extent to which financial derivative has stabilize the volatility in Indian Stock Market.

Author: Asima Sarkar
Publisher: Asima Sarkar
ISBN: 9787864531260
Category :
Languages : en
Pages : 0

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Book Description
Over the years, Indian stock market has become one of the most attractive markets to study. On the one hand, market efficiency cannot be denied only if the fluctuation in the market is very high, rather it is one of the most important parameters for a market to be efficient and it reflects the transparency of the market. On the other hand, excessive amount of volatility may cause destruction and which may lead to crashes or crises in financial markets. Hence, it is very important to model the volatility of a financial market. Since volatility is the most important characteristic of any stock market and so it must be looked into.

Author: Prashant Joshi
Publisher:
ISBN: 9783659575464
Category : EViews (Computer file)
Languages : en
Pages : 84

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Book Description

Author: Salony Kansal
Publisher:
ISBN: 9788183298520
Category : Stock exchanges
Languages : en
Pages : 315

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Book Description