A Research on Volatility in the Indian Stock Market with Special Reference to Nifty and Selected Companies Offinancial Service Sector of NSE of

Author:

Abstract

In recent years the increasing importance of the future market in the Indian markets has received considerable attention from researchers,academicians and financial analysis.the present study is undertaken with an attempt to determine the share price movements and its volatility of the selected ten companies of financial service sector,which is in nifty fifty companies list.The period of the study selected between January 2009 and December 2017.for examining the share price movements and its volatility,the researcher took descriptive statistics and for finding the volatility ,kolmogorovsmirnovtest,from the results,among the selected ten financial service companies are not homogenous during the study period, and also examine the run test in Indian stock market is weak form efficient, the non-random behavior of the market has only short termimplications.Finally should take necessary steps to maintain its financial health and increase the market share in India.

Publisher

Blue Eyes Intelligence Engineering and Sciences Engineering and Sciences Publication - BEIESP

Subject

Electrical and Electronic Engineering,Mechanics of Materials,Civil and Structural Engineering,General Computer Science

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Performance Analysis of Regression Models in Stock Price Prediction;Soft Computing and Signal Processing;2023

2. Volatility Clustering of Select Sectoral Indices in the Bse Stock Market;International Journal of Innovative Technology and Exploring Engineering;2022-08-30

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3