Returns & Volatility of Sectoral Indices of Nifty PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Returns & Volatility of Sectoral Indices of Nifty PDF full book. Access full book title Returns & Volatility of Sectoral Indices of Nifty by Dr. T. Peddanna. Download full books in PDF and EPUB format.

Returns & Volatility of Sectoral Indices of Nifty

Returns & Volatility of Sectoral Indices of Nifty PDF Author: Dr. T. Peddanna
Publisher: Readworthy
ISBN: 9388121392
Category : Business & Economics
Languages : en
Pages : 154

Book Description
"Generally, the fund managers prefer to include Nifty-listed securities in their portfolio, because they are the leading stocks of the nation, using these companies constructed 11 sectors of stock indices. On the whole, the analysis of 12-year data starting from April 2002 to March 2014 established two phases of sectoral indices of Nifty; they are pre and post-recession periods in the light of sub-prime financial crisis that cropped up across the globe during 2008-09. As this study revealed sector-wise return exposure under different economic conditions, it helps investors to diversify their funds to various sectors which give average return to their portfolios and at lower risk element. However, this study is helped in understanding the risk-return relationship between different sectors of Nifty, as well as ARCH and GARCH models to estimate the volatility in the near future in great detail. The direction of the Nifty index is mainly determined by a few sectors in the long run like Bank, Pharma and Capital Goods indices. Finally, this study is enabled the investors to understand the risk and returns of sectoral indices of Nifty to make effective portfolio decisions under different economic conditions to sustain the portfolio with the same objectives till its tenure. This book is useful for Portfolio Managers, Fund Managers, Investment Managers and Policy makers, Academicians, Research scholars; Post graduate students and other commerce and Management students those working on Returns and volatility of stock market indices and securities."

Returns & Volatility of Sectoral Indices of Nifty

Returns & Volatility of Sectoral Indices of Nifty PDF Author: Dr. T. Peddanna
Publisher: Readworthy
ISBN: 9388121392
Category : Business & Economics
Languages : en
Pages : 154

Book Description
"Generally, the fund managers prefer to include Nifty-listed securities in their portfolio, because they are the leading stocks of the nation, using these companies constructed 11 sectors of stock indices. On the whole, the analysis of 12-year data starting from April 2002 to March 2014 established two phases of sectoral indices of Nifty; they are pre and post-recession periods in the light of sub-prime financial crisis that cropped up across the globe during 2008-09. As this study revealed sector-wise return exposure under different economic conditions, it helps investors to diversify their funds to various sectors which give average return to their portfolios and at lower risk element. However, this study is helped in understanding the risk-return relationship between different sectors of Nifty, as well as ARCH and GARCH models to estimate the volatility in the near future in great detail. The direction of the Nifty index is mainly determined by a few sectors in the long run like Bank, Pharma and Capital Goods indices. Finally, this study is enabled the investors to understand the risk and returns of sectoral indices of Nifty to make effective portfolio decisions under different economic conditions to sustain the portfolio with the same objectives till its tenure. This book is useful for Portfolio Managers, Fund Managers, Investment Managers and Policy makers, Academicians, Research scholars; Post graduate students and other commerce and Management students those working on Returns and volatility of stock market indices and securities."

Multivariate Time Series Analysis

Multivariate Time Series Analysis PDF Author: Ruey S. Tsay
Publisher: John Wiley & Sons
ISBN: 1118617754
Category : Mathematics
Languages : en
Pages : 414

Book Description
An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research. Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes: • Over 300 examples and exercises to reinforce the presented content • User-friendly R subroutines and research presented throughout to demonstrate modern applications • Numerous datasets and subroutines to provide readers with a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics.

Macroeconomic Variables and Security Prices in India during the Liberalized Period

Macroeconomic Variables and Security Prices in India during the Liberalized Period PDF Author: Tarak Nath Sahu
Publisher: Springer
ISBN: 1137492015
Category : Business & Economics
Languages : en
Pages : 247

Book Description
The liberalization and globalization of the Indian economy has made India more vulnerable to macro issues. This book provides a comprehensive analysis of the dynamic relationship between macroeconomic variables and stock prices in India. The research findings and policy implications discussed here may also be relevant for other emerging economies.

Indian Stock Market

Indian Stock Market PDF Author: Gourishankar S. Hiremath
Publisher: Springer Science & Business Media
ISBN: 8132215907
Category : Business & Economics
Languages : en
Pages : 135

Book Description
India is one of the major emerging economies of the world and has witnessed tremendous economic growth over the last decades. The reforms in the financial sector were introduced to infuse energy and vibrancy into the process of economic growth. The Indian stock market now has the largest number of listed companies in the world. The phenomenal growth of the Indian equity market and its growing importance in the economy is indicated by the extent of market capitalization and the increasing integration of the Indian economy with the global economy. Various schools of thought explain the behaviour of stock returns. The Efficient Market Theory is the most important theory of the School of Neoclassical Finance based on rational expectation and no-trade argument. The book investigates the growth and efficiency of the Indian stock market in the theoretical framework of the Efficiency Market Hypothesis (EMH). The main objective of the present study is to examine the returns behaviour in the Indian equity market in the changed market environment. A detailed and rigorous analysis, made with the help of the sophisticated time series econometric models, is one of the key elements of this volume. The analysis empirically tests the random walk hypothesis and focuses on issues like nonlinear dynamics, structural breaks and long memory. It uses new and disaggregated data on recent reforms and changes in the market microstructure. The data on various indices including sectoral indices help in measuring the relative efficiency of the market and understanding how liquidity and market capitalization affect the efficiency of the market.

STOCK MARKET VOLATILITY IN INDIA A Study with reference to Equities

STOCK MARKET VOLATILITY IN INDIA A Study with reference to Equities PDF Author: Dr. A. Latha
Publisher: Archers & Elevators Publishing House
ISBN: 9394958177
Category : Antiques & Collectibles
Languages : en
Pages : 287

Book Description


A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India

A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India PDF Author: Dr GangineniDhanaiah
Publisher: Archers & Elevators Publishing House
ISBN: 9386501899
Category : Antiques & Collectibles
Languages : en
Pages :

Book Description


Stock Market Volatility

Stock Market Volatility PDF Author: Greg N. Gregoriou
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654

Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel

Forecasting Volatility in the Financial Markets

Forecasting Volatility in the Financial Markets PDF Author: Stephen Satchell
Publisher: Elsevier
ISBN: 0080471420
Category : Business & Economics
Languages : en
Pages : 428

Book Description
Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition:* What good is a volatility model? Engle and Patton* Applications for portfolio variety Dan diBartolomeo* A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish* Volatility modeling and forecasting in finance Xiao and Aydemir* An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey - Leading thinkers present newest research on volatility forecasting - International authors cover a broad array of subjects related to volatility forecasting - Assumes basic knowledge of volatility, financial mathematics, and modelling

Studies in Accounting and Finance

Studies in Accounting and Finance PDF Author: Arun Kumar Basu
Publisher: Pearson Education India
ISBN: 9788131754450
Category : Accounting
Languages : en
Pages : 304

Book Description


Studies in Accounting and Finance: Contemporary Issues and Debates

Studies in Accounting and Finance: Contemporary Issues and Debates PDF Author: Basu and Saha
Publisher: Pearson Education India
ISBN: 9332501084
Category : Accounting
Languages : en
Pages : 300

Book Description
Studies in Accounting and Finance: Contemporary Issues and Debates, useful for business executives, accounting and finance practitioners, researchers, and students discusses contemporary issues in accounting and finance. Topics discussed include globalization of accounting standards, accounting for financial instruments, fair value accounting, accounting for intangibles, corporate governance and accounting, accounting for social and environmental costs, accounting for employee stock option plans, obstacles to the development of high-quality accounting standards, small company reporting, accounting ethics, technology reporting, and global economic meltdown.