Linkage between global economic variables and Indian stock market

Exploring relation between Indian market sentiments and stock market returns

Causal Relationship Between Macro-Economic Variables and Stock Market: A Case Study for India

In this research paper, attempt has been made to explore the relation especially the causal relation between stock market index i.e. BSE Sensex and three key macro economic variables of Indian economy by using correlation, unit root stationarity tests and Granger causality test. Monthly data has been used from April,1995 to March, 2009 for all the variables, like, BSE Sensex, wholesale price in...

Stock Market Seasonality: A Study of the Indian Stock Market

1.0 Introduction Seasonal variations in production and sales are a well known fact in business. Seasonality refers to regular and repetitive fluctuation in a time series which occurs periodically over a span of less than a year. The main cause of seasonal variations in time series data is the change in climate. For example, sales of woolen clothes generally increase in winter season. Besides th...

Do Stock Market Development Variables and Economic Growth Variables have a similar Relationship in Different Countries?

This paper examines the relationship between stock market development and economic growth variables in Malaysia and Thailand. We investigated the relationship by using correlation and regression methods for the data from 1988 to 2012 obtained from World Bank data base. Economic growth variables used were gross domestic product and inflation, while stock market development variables were market ...

The Relationship between Stock Market and Macroeconomic Variables: a Case Study for Iran

This paper examines the causal relationship between stock prices and macroeconomic aggregates in Iran, by applying the techniques of the long–run Granger non–causality test proposed by Toda and Yamamoto (1995). We test the causal relationships between the TEPIX Index and the three macroeconomic variables: money supply, value of trade balance, and industrial production using quarterly data for t...