A Study Of Impact Of Macroeconomic Variables On Performance Of Nifty
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A Study Of Impact Of Macroeconomic Variables On Performance Of Nifty
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Author : Saurabh Singh
language : en
Publisher:
Release Date : 2014
A Study Of Impact Of Macroeconomic Variables On Performance Of Nifty written by Saurabh Singh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
The paper tries to examine the primary factors responsible for affecting National Stock Exchange (NSE) in India. Further this paper attempts to investigate the relative influence of the factors affecting NSE and thereby categorizing them. It is a well known fact that dollar price or money exchange rate, IIP numbers and WPI values has a great influence on Nifty therefore; this research identifies the level of influence of exchange rate, IIP numbers and WPI values on Nifty. For establishing the relationship Regression Analysis has been used by using SPSS. The results suggest that values of IIP, WPI and Exchange Rate significantly affect the performance of Nifty.
Study Of The Impact Of Macro Economic Variable Their Role As An Indicators For The S P Cnx Nifty
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Author : Raman Singh
language : en
Publisher:
Release Date : 2015
Study Of The Impact Of Macro Economic Variable Their Role As An Indicators For The S P Cnx Nifty written by Raman Singh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
In the present scenario of the world financial market, there seems to be stock exchange in almost every country expressing the financial health of the respective economy. In spite of this tremendous expansion of world trading, the basics of the market have remained more or less the same. Stock exchange index like any other index follows a cycle or set pattern of flow. This economic cycle have been analyzed with the help of the leading and lagging indicators with respect to the trends in the financial markets. In this study a comprehensive analysis has been done to qualitatively compare the S&P CNX Nifty with major macro economic variable like GDP, inflation, Exchange rate, industrial production, foreign institutional investment, unemployment, crude oil. Thus all the variable contains some significant information for the prediction of the index.
Nexus Between Stock Price Volatility And Selected Macroeconomic Variables
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Author : Dr. P. Karthika
language : en
Publisher:
Release Date : 2017
Nexus Between Stock Price Volatility And Selected Macroeconomic Variables written by Dr. P. Karthika and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with categories.
India is taken into account a high potential investment destination all-over the world even though it has some challenges like political, social, cultural complexities.Wide literature survey is available on the macroeconomic factors affecting the Indian stock market volatility. There is a general belief on macroeconomic variable affects the functioning of stock market and its volatility (PallaviKudal 2010). In developing countries like India stock markets are sensitive to change in the macroeconomic variable. It is presumed that domestic economic fundamentals affect performance of the stock market but the changes in domestic variables may occur due to the changes in the global environment. This stimulates the researcher to find out whether the macroeconomic variable changes create any volatility in the Indian stock market. This study used the average monthly closing price of Nifty 50 from June 2000 to December 2016 and the average monthly data of 12 macroeconomic variables for analyzing, which factors influence the performance of Nifty 50 in India. In this study the selected variables are grouped into three factors by using factor analysis and named as macro environment factors, industrial performance factor and policy rates. The empirical result shows that macro environments and industrial performance factors are used to predict the variance in Nifty 50.
Impact Of Macroeconomic Variables On Stock Market In India
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Author : Sanjay Kumar Das
language : en
Publisher: LAP Lambert Academic Publishing
Release Date : 2021-01-25
Impact Of Macroeconomic Variables On Stock Market In India written by Sanjay Kumar Das and has been published by LAP Lambert Academic Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-25 with categories.
Stock market returns depend on the changes in the stock market index. In India, S&P BSE Sensex is considered as the pulse of the stock market. S&P BSE Sensex is the sensitive index of Bombay Stock Exchange (BSE), which is a value- weighted index, composed of 30 largest and most actively traded stocks. There have been limited studies on the linkage between the macro economy and stock prices in India. The purpose of this study is to investigate this linkage between macroeconomic variables and stock market returns with reference to S&P BSE Sensex as well as the linkage between macroeconomic variables and S&P BSE sectoral indices. The study also investigates the linkage between exchange rate and volatility of S&P BSE Sensex Returns.
Impact Of Macro Economic Variables On The Stock Price Index
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Author : Chhayakant Mishra
language : en
Publisher: LAP Lambert Academic Publishing
Release Date : 2013
Impact Of Macro Economic Variables On The Stock Price Index written by Chhayakant Mishra and has been published by LAP Lambert Academic Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
This book examines the impact of Macro economic variable such as: Foreign Institutional Investment (FII), Economic Growth(Index of industrial production (IIP) as a proxy), Money supply (M3), Exchange Rate (E), Rate of Interest (RI) and Inflation on stock price index in India after the post liberalization period.The data sets have been considered from April,1993 to June,2012 on a monthly basis. All the required information for the study has been retrieved from the Hand book of Statistics on Indian Economy published by Reserve Bank of India (RBI), various issues of RBI and SEBI (Security and Exchange Board of India) bulletins. The Johansen's vector error correction model (VECM) has been employed to examine the objectives of the study. The study reveals that foreign institutional investment has positive impact on stock price index in India. The exchange rate and interest rate also influencing the fluctuation of the Stock Price but adversely
The Effect Of Macroeconomic Variables On Stock Prices
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Author : Shivangi Singh
language : en
Publisher:
Release Date : 2014
The Effect Of Macroeconomic Variables On Stock Prices written by Shivangi Singh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
The relationship between fundamental macroeconomic variables of the economy and stock markets is an essential one. It affects the perspective of monetary and fiscal policy decisions, portfolio management and economic development. It has been studied that macroeconomic variables can influence investors' investment decisions. Over the world, many researchers have investigated the relationships between stock market prices and various macroeconomic variables. The focus of the current paper is to investigate whether the share price index can be considered as a reflection of economic activities in India. This study investigates the impact of five selected macroeconomic variables on Stock Market Liquidity of S&P CNX Nifty. As a result of this analysis, a simple model of the influence of macroeconomic fundamentals on the stock market index has been suggested. For better stock market performance, policy makers should put in place measures that will ensure a stable macroeconomic environment.
Impact Of Macro Economic Variables Of India And Usa On Indian Stock Market
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Author : Priyanka Aggarwal
language : en
Publisher:
Release Date : 2019
Impact Of Macro Economic Variables Of India And Usa On Indian Stock Market written by Priyanka Aggarwal and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.
The key objective of the present study is to investigate the impact of changes in selected macroeconomic variables on Indian stock market (Nifty 50 index). To estimate the relationship, multivariate regression model computed on standard ordinary linear square method have been used. The time period examined is 2001-2016 and all the tests are conducted based on monthly data. Based on estimated regression coefficients and t-statistics, it is found that nifty 50 index is significantly affected by US gross domestic product, S and P index, gold prices, Indian whole sale price index, its fiscal deficit, IPI and exchange rate.
The Impact Of Macroeconomic Fundamentals On Stock Prices Revised
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Author : Gurmeet Singh
language : en
Publisher:
Release Date : 2016
The Impact Of Macroeconomic Fundamentals On Stock Prices Revised written by Gurmeet Singh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
The study investigates the relationships between the Indian stock market index (BSE Sensex) and five macroeconomic variables, namely, industrial production index, wholesale price index, money supply, treasury bills rates and exchange rates over the period January 2007 to March 2014. Johansen's co-integration and vector error correction model have been applied to explore the long-run equilibrium relationship between stock market index and macroeconomic variables. The analysis reveals that macroeconomic variables and the stock market index are co-integrated and, hence, a long-run equilibrium relationship exists between them. It is observed that the stock prices positively relate to the wholesale price index, money supply and interest rate but negatively relate to index of industrial production and exchange rate. The index of industrial production and the exchange rate are found to be insignificant in determining stock prices. In the Granger causality sense, there is bi-directional causality between exchange rate and stock market index and interest rate and stock market index. Interest rate causes stock market index in both long run and short-run. The findings show the evidence of causality from stock price index to wholesale price index in both long-run and short run but not other way around. Furthermore, it is observed from the findings that money supply causes stock prices only in the long-run but not in short run.
Stock Market Performance And Macroeconomic Variables Theory And Critical Review Of Literature
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Author : Arnav Kumar
language : en
Publisher:
Release Date : 2015
Stock Market Performance And Macroeconomic Variables Theory And Critical Review Of Literature written by Arnav Kumar and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
Relationship between stock market performance and macroeconomic variables has intrigued and is of pertinent importance to policy makers, regulators, academicians, researchers and investment community. This paper presents a comprehensive theoretical framework underpinning this relationship and also provides an extensive critical analysis of existing literature on the subject. Theory suggests that stock market performance has positive relationship with GDP, Money Supply, Industrial Production, Foreign Exchange Reserves, Balance of Trade, Net FPI and FDI Inflows. It is negatively related with Inflation, Interest Rate, Gold Price and Oil Prices. Relationship of stock market with exchange rate and fiscal deficit is not clear. Critical examination of literature on various bases suggests that while this relationship is clearly established for developed markets, there is no unanimity for this relationship regarding emerging markets. Also, while some prominent macroeconomic variables which affect stock market performance can be identified, an exhaustive list of macroeconomic variables cannot be drawn. There has been a shift in econometric methods applied from basic tools to more advanced second generation financial econometric techniques Future researches should focus on examining this relationship for emerging markets, consider a comprehensive set of macroeconomic and stock market performance variables, take a fairly long study period, apply modern financial econometric techniques, explore this relation at sectoral level and incorporate impact of recent global financial crisis in their study.
Stock Market Performance Macro Economic Variables An Empirical Study Of Stock Market
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Author : Arnav V
language : en
Publisher: Arnav
Release Date : 2022-12-23
Stock Market Performance Macro Economic Variables An Empirical Study Of Stock Market written by Arnav V and has been published by Arnav this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-23 with categories.
Owing to the ever-increasing importance of the financial markets, particularly the stock markets, in the economic development, especially of capital seeking developing nations, a plethora of studies have been conducted to examine the factors determining and influencing the stock market variables such as stock returns, market capitalisation, and turnover, amongst others. The present study examines the impact and role of macroeconomic variables on the stock market performance of an important developing country, viz., India. This relationship is examined from the framework of three main research objectives of investigating the relationship between macroeconomic variables and Indian stock market performance; modelling the crash of Indian stock market during the global financial crisis of 2007 - 2009 using the domestic and international macroeconomic variables, and predicting the movements in stock market variables using macroeconomic variables.
