Research paper on volatility in indian stock market

Research paper on volatility in indian stock market


The empirical a Padhi, Puja, Stock Market Volatility in India: A Case of Select Scripts.Support to the presence of self-attribution and overconfidence bias explaining a large part of excessive and asymmetric volatility in Indian stock.The present paper focuses on measurement of stock market returns volatility in India and contribution of Foreign Institutional Investors (FIIs) investment to this stock market returns volatility.The study investigated the research paper on volatility in indian stock market stock market volatility in the emerging stock markets of India and China using daily closing price from 1st January, 2005 to 12th May, 2009.The Indian stock market is the world third largest stock market on the basis of investor base and has a collective pool of about 20 million investors.Another important analysis done is to find the volatility of different months for a period of ten years for four major indices in India.Research Objectives: Following are the objectives of the research paper - 1.The population is consisted of all active companies in Tehran's stock market during the period of this research.Paper Presented at the Hawaii International Conference on Business conference, May 22 - 25, in Honolulu, Hawaii.Volatility in the capital market.Investors and Indian stock market India (Online) To examine the growth of FII and its impact on the stock market There is a high degree of volatility due to investments made by the FIIs; it is shown that the FIIs are one of the primary ingredients of growth of Indian stock market.It was found that the Indian stock market experiences volatility clustering and hence GARCH type models.3 Share Price Volatility and Stock Market Performance Volatility is inevitable in the financial markets and traders are aware of this.To find out that which currency is more stable in the global market.This paper investigates the relationship between the volatility of the stock market and that of the nominal exchange rate in India.For all these reasons, there is a major potential for the growth of financial derivatives markets in India.In this study ARCH and GARCH mod els have applied to study the behaviour of stock market volatilit y In this paper we analyze the time variation in volatility in the Indian stock market during 1979-2003.International Refereed Research Journal, Volume III, 3(2), 74.I investigate the impact of COVID-19 cases and related deaths on the US stock market (Dow Jones and S&P500 indices), allowing for changes in trading volume and volatility expectations, as well as day-of-the-week effects..Journal of contemporary research in management To compare the Indian Currency volatility with other countries fluctuations rates.

Indian paper stock volatility on market in research


The paper makes an attempt to enumerate how Exponential Moving Average Method can be used in selection of stock option strategy in order to manage risk associated with investment in stock option market.This study examines the impact of Weather factors on return and volatility of the Indian stock market.1 Research Design Research design of my study is-exploratory & analytical data collection.Foreign Institutional Investors‘ Trading Activity And Volatility In Indian Stock Market,IJAR - Indian Journal of Applied Research(IJAR) IJAR is a double reviewed monthly print journal that accepts research works.This paper makes an attempt to develop an.We have taken an event which has been an important reason of stock market fluctuations in India.36572+ Manuscript submission, 9855+ Research Paper Published, 100+ Articles from over 100 Countries.For example, a study by Kiymaza and Berument (2003) established that high volatility is likely to result in low trading.India VIX is a measure of implied volatility which reflects markets’.They discovered the presence of Day of the Week Effect in the Indian Stock Market, which affected both the stock returns and volatility, thereby proving the Indian Stock Market to be inefficient.In this work, an attempt is made for prediction of stock market trend Bond market volatility For market participants who own a bond, collect the coupon and hold it to maturity, market volatility is irrelevant; principal and interest are received according to a pre-determined schedule.(Chitra, 2011) in her research found that technical analysis is a study of the stock market relating.Some may use the words ‘variance’ or ‘standard deviation’.This study will focus on the period of April 2005 to that of May 2020 to examine the day‐of‐week effects for Indian stock market.The researcher explores the impact of budget on stock market volatility and analyses how returns vary with it.We use both symmetric and asymmetric models to capture the most common.Totality to determine how active the market is.The remainder of the article is organised as follows: Section-II provides review of related literature.The paper is organized as follows.To suggest the measures to improve the volatility The various GARCH models provided good forecasts of volatility and are useful for portfolio allocation, performance measurement, option research paper on volatility in indian stock market valuation etc.Testing Semi-Strong Efficiency of Indian Stock Market - A Study on Effect of Union Budget 2012 on Six Select Sectoral Stocks.The openness of Zambia’s economy is recognized as a cause of volatility of its market.This paper studies the impact of introduction of.Both symmetric model GARCH (1,1) as well as asymmetric.The conditional variance is estimated using the data from March 2013 to February 2016.Political events usually have great impact on the stock market.A closer look at the foreign exchange rate history in Zambia shows considerable level of volatility.Hence, it‟s an interesting topic to ascertain the role of FIIs in Indian Capital Markets.A few managerial implications of this study are as stated under: wise investment decision, Enhancing.Section-III describes the methodology and data used research paper on volatility in indian stock market for empirical analysis The aim of the research paper is to examine the relationship between investor sentiment and stock market volatility in the context of Indian stock market.This paper focuses on Volatility of National Stock Market and its impact on Bank Nifty Index.To compare the Indian Currency volatility with other countries fluctuations rates.The event is Lok Sabha Election in India 2014.

We examine if there has been an increase in volatility persistence in the Indian stock market on account of the process of financial liberalization in India STOCK MARKET VOLATILITY: AN EVALUATION Dr.Totality to determine how active the market is.To find out that which currency is more stable in the global market.Original Research Paper Ma n a g e m e n t.For example, a study by Kiymaza and Berument (2003) established that high volatility is likely to result in low trading.In particular, we want to examine the impact of novel coronavirus (COVID‐19) health crisis and the recent collapse of the Indian stock market and its significance to the day‐of‐the‐week effects Bank of India is the control body which works above to all Indian banks.In this paper an earnest attempt is made research paper on volatility in indian stock market to know the tendency of inter and intra-day-volatility in Indian stock market with reference to BSE Sensex research paper is to examine the nature of the volatility in the Indian stock markets.Our paper is a humble attempt to model such volatility in the context of Indian stock market based on certain broad-based indices along with a number of sectoral indices.Stock market is a complex and challenging system where research paper on volatility in indian stock market people will either gain money or lose their entire life savings.In many cases, the stock market fluctuates because of political announcements.As it is known that Capital market is the index for any economy, focus The main objectives of present research paper include To graphically represent the trading pattern of FII in Indian stock market during the sample period.

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