Long Memory In The Volatility Of Indian Financial Market
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Long Memory In The Volatility Of Indian Financial Market
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Author : Dilip Kumar
language : en
Publisher:
Release Date : 2014-02
Long Memory In The Volatility Of Indian Financial Market written by Dilip Kumar and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02 with categories.
Professorial Dissertation from the year 2014 in the subject Business economics - Investment and Finance, grade: A, language: English, abstract: This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encourages the traders, investors and portfolio managers to develop models for making predictions and to construct and implement speculative trading and investment strategies. In an efficient market, the price of an asset should follow a random walk process in which the price change is unaffected by its lagged price changes and has no memory.
Long Memory In The Volatility Of Indian Financial Market An Empirical Analysis Based On Indian Data
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Author : Dilip Kumar
language : en
Publisher: diplom.de
Release Date : 2014-04-01
Long Memory In The Volatility Of Indian Financial Market An Empirical Analysis Based On Indian Data written by Dilip Kumar and has been published by diplom.de this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-01 with Business & Economics categories.
This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encourages the traders, investors and portfolio managers to develop models for making predictions and to construct and implement speculative trading and investment strategies. In an efficient market, the price of an asset should follow a random walk process in which the price change is unaffected by ist lagged price changes and has no memory.
Indian Stock Market
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Author : Gourishankar S. Hiremath
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-10-28
Indian Stock Market written by Gourishankar S. Hiremath and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-28 with Business & Economics categories.
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.
Development And Sustainability
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Author : Sarmila Banerjee
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-07-08
Development And Sustainability written by Sarmila Banerjee and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-08 with Business & Economics categories.
Following the reforms undertaken in the last two decades, India’s economic landscape has been radically transformed. This book examines the new economic map, which is shown to be shaped by two intertwined currents: globalization and sustainability. Weaving extensively through these currents and the canvas of development in the Indian economy they open up, this work seeks to introduce new methodologies, a corpus of concepts and modes of analysis to make sense of the emerging order of things. What transpires in the course of the investigation is a critical reflection of the present in which not only the new institutions, policies and practices are analyzed, but their limitations, fragility and at times myopic approaches are brought to light. By highlighting the rough edges created by the new conditions, this book is firmly engaged with the frontier of the Indian economy and ends up challenging many well-known conjectures and assumptions. In doing so, it strives to shift the Indian economy to a new terrain, thereby fundamentally re-locating and re-orienting the discourse of that economy as a unique object of analysis.
Economic Policy Uncertainty And The Indian Economy
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Author : Raktim Ghosh
language : en
Publisher: Emerald Group Publishing
Release Date : 2023-01-30
Economic Policy Uncertainty And The Indian Economy written by Raktim Ghosh and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-30 with Business & Economics categories.
As businesses, consumers, and investors make key financial decisions amid Economic Policy Uncertainty (EPU), there is the danger that many might freeze investment projects and hiring, leading to contractions of the economy. This book examines this and makes important recommendations.
Forecasting Financial Markets In India
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Author : Rudra Prakash Pradhan
language : en
Publisher: Allied Publishers
Release Date : 2009
Forecasting Financial Markets In India written by Rudra Prakash Pradhan and has been published by Allied Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Finance, Personal categories.
Papers presented at the Forecasting Financial Markets in India, held at Kharagpur during 29-31 December 2008.
Fractal Approaches For Modeling Financial Assets And Predicting Crises
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Author : Nekrasova, Inna
language : en
Publisher: IGI Global
Release Date : 2018-02-09
Fractal Approaches For Modeling Financial Assets And Predicting Crises written by Nekrasova, Inna and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-09 with Business & Economics categories.
In an ever-changing economy, market specialists strive to find new ways to evaluate the risks and potential reward of economic ventures. They start by assessing the importance of human reaction during the economic planning process and put together systems to measure financial markets and their longevity. Fractal Approaches for Modeling Financial Assets and Predicting Crises is a critical scholarly resource that examines the fractal structure and long-term memory of the financial markets in order to predict prices of financial assets and financial crises. Featuring coverage on a broad range of topics, such as computational process models, chaos theory, and game theory, this book is geared towards academicians, researchers, and students seeking current research on pricing and predicting financial crises.
Capital Market And Financial System In India
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Author : Asheesh Pandey
language : en
Publisher:
Release Date : 2014-01-01
Capital Market And Financial System In India written by Asheesh Pandey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-01 with Business & Economics categories.
The financial system of a country promotes savings by providing a wide variety of financial assets to the general public. Savings collected from the household sector are pooled together and allocated to various sectors of the economy for raising production levels. If the allocation of credit is judicious and socially equitable, it can help achieve the twin objectives of growth and social justice. An understanding of financial markets -- as part of the financial system -- is important as they are at the core of the transmission mechanism of monetary policy. In India, financial markets have been developed with a specific emphasis on increasing allocative efficiency of resources and promoting financial stability. Financial markets in India comprise, in the main, money market, Government securities market, capital market, corporate debt market, credit market, and foreign exchange market. Capital market plays a very important role in the development of financial system of any economy. It is a market where financial assets such as equities/debts are traded over a long period of time. Although the capital market in India has a long history, it remained on the periphery of the financial system for a long time. Various reforms undertaken since the early 1990s by the Securities and Exchange Board of India (SEBI) and the Government have brought about a significant structural transformation in the Indian capital market. As a result, the Indian equity market has become modern and transparent. The equity market has witnessed widespread development in infrastructure and its functioning is comparable to international standards. It has seen significant increase in growth and diversity in composition since early 1990s.
Advances In Financial Planning And Forecasting New Series Vol 5
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Author : Cheng F. Lee
language : en
Publisher: Center for PBBEFR & Airiti Press
Release Date : 2012-12-01
Advances In Financial Planning And Forecasting New Series Vol 5 written by Cheng F. Lee and has been published by Center for PBBEFR & Airiti Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-01 with Business & Economics categories.
Advances in Financial Planning and Froecasting (New Series) is an annual publication designed to disseminate developments in the area of financial analysis, planning, and forecasting. The publication is a froum for statistical, quantitative, and accounting analyses of issues in financial analysis and planning in terms of finance, accounting, and economic data.
A Study On Volatility And Co Movement Of Selected Sectoral Indices Of National Stock Exchange Of India
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Author : Dr GangineniDhanaiah
language : en
Publisher: Archers & Elevators Publishing House
Release Date :
A Study On Volatility And Co Movement Of Selected Sectoral Indices Of National Stock Exchange Of India written by Dr GangineniDhanaiah and has been published by Archers & Elevators Publishing House this book supported file pdf, txt, epub, kindle and other format this book has been release on with Antiques & Collectibles categories.