Seasonality In Stock Markets A Case Study Of Bse And Nse Indices
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Seasonality In Stock Markets A Case Study Of Bse And Nse Indices
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Author : Shilpa Lodha
language : en
Publisher:
Release Date : 2017-07-29
Seasonality In Stock Markets A Case Study Of Bse And Nse Indices written by Shilpa Lodha and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-29 with categories.
An Empirical Study On Seasonal Analysis In The Indian Stock Market
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Author : Dr. P. Nageswari Sathish
language : en
Publisher:
Release Date : 2020
An Empirical Study On Seasonal Analysis In The Indian Stock Market written by Dr. P. Nageswari Sathish and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with categories.
The presence of the Seasonal or Monthly Effect in stock returns has been reported in several developed and emerging stock markets. This study investigates the existence of seasonality in India's stock market. The Efficient Market Hypothesis suggests that all securities are priced efficiently to fully reflect all the information intrinsic in the asset. The Seasonal Effects create higher or lower returns depending on the Time Series. They are called Anomalies because they cannot be explained by traditional asset pricing models. Examples of such patterns include e.g. the January Effect, the Day-of-the Week Effect and the Week of the Month Effect etc. Studies on the Seasonal Effects in the Indian Stock Market are limited. In an attempt to fill this gap, this study explores the Indian Stock Market's Efficiency in the 'weak form' in the context of Seasonal Effects. The objective of this paper is to explore the Seasonal Effect on the Indian Stock Market. For the purpose this analysis BSE Sensex index was chosen for a period of ten years from 1st April 2000 to 31st March 2010. The study found that the Day of the Week Effect and Monthly Effect Pattern did not appear to exist in the Indian Stock Market during the study period.
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.
The Handbook Of Equity Market Anomalies
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Author : Leonard Zacks
language : en
Publisher: John Wiley & Sons
Release Date : 2011-08-24
The Handbook Of Equity Market Anomalies written by Leonard Zacks and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-24 with Business & Economics categories.
Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.
Performance Of Initial Public Offerings Ipos In India
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Author : Dr. Manjusha marthadr.b.k.suryaprakasharao
language : en
Publisher: Archers & Elevators Publishing House
Release Date :
Performance Of Initial Public Offerings Ipos In India written by Dr. Manjusha marthadr.b.k.suryaprakasharao 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.
Emerging Financial Markets
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Author : R. Nandagopal
language : en
Publisher: Excel Books India
Release Date : 2007
Emerging Financial Markets written by R. Nandagopal and has been published by Excel Books India this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Banks and banking categories.
Emerging Financial Markets' is organized into three sections namely; *) Financial Markets & Instruments, *) Behavioural Finance , *) Banking . The areas covered are Private Banking, Banking, Mutual Funds, Capital Markets, Fixed Income Securities, Behavioral Finance, Insurance, Derivatives and Risk Management. The topics covered will be of use to researchers, managers and consultants. This book will contribute significantly towards the knowledge base and research.
The Republic Of India
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Author : Alan Gledhill
language : en
Publisher:
Release Date : 2013
The Republic Of India written by Alan Gledhill and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Law categories.
Geopolitical Risk On Stock Returns Evidence From Inter Korea Geopolitics
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Author : Seungho Jung
language : en
Publisher: International Monetary Fund
Release Date : 2021-10-22
Geopolitical Risk On Stock Returns Evidence From Inter Korea Geopolitics written by Seungho Jung and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-22 with Business & Economics categories.
We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical swings that originate from North Korea. To do so, a monthly index of geopolitical risk from North Korea (the GPRNK index) is constructed using automated keyword searches in South Korean media. The GPRNK index, designed to capture both upside and downside risk, corroborates that geopolitical risk sharply increases with the occurrence of nuclear tests, missile launches, or military confrontations, and decreases significantly around the times of summit meetings or multilateral talks. Using firm-level data, we find that heightened geopolitical risk reduces stock returns, and that the reductions in stock returns are greater especially for large firms, firms with a higher share of domestic investors, and for firms with a higher ratio of fixed assets to total assets. These results suggest that international portfolio diversification and investment irreversibility are important channels through which geopolitical risk affects stock returns.
Reimagining Business Education And Industry In 2030
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Author : Santosh Dhar
language : en
Publisher: Allied Publishers
Release Date : 2022-12-05
Reimagining Business Education And Industry In 2030 written by Santosh Dhar and has been published by Allied Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-05 with Business & Economics categories.
Education and business collaboration are required to support evolving workforce needs and create stable employment for all. The future workforce needs to be agile, flexible, communicative, collaborative, problem-solvers, and above all lifelong learners. The future business education system must be focused on lifelong learning advancements from collaboratively designed apprenticeships leading to the accomplishment of learner’s knowledge, skills and competencies. Proper grooming of appropriate competencies, skills, and learning must be pivotal in the journey of the workforce of 2030. The business education has been evolving slowly over time but now it requires transformation and Higher Education Institutions have to play a key role in this transformation. The 2030 business education system will have to prepare learners for multiple workforce pathways throughout their careers. The book aims to address the current issues and problems and draw the solutions by Re-imagining Business Education and Industry in 2030.
Indian Stock Market
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Author : O. P. Gupta
language : en
Publisher:
Release Date : 2007
Indian Stock Market written by O. P. Gupta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Stock exchanges categories.