Market Linkage of Indian Stock Market with Select Stock Markets
نویسندگان
چکیده
منابع مشابه
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...
متن کاملGlobal Stock Market Integration - a Study of Select World Major Stock Markets
The present study is being contemplated with the objective of studying the degree of stock market integration. In this study, month-wise average prices of BSE-Sensex, NYSE, NASDAQ, S&P500, HangSeng, Nikkei225, SSE Composite index and FTSE100 have been selected. Multiple Correlations has been computed for the select stock market indices. Statistical Significance of the correlation has been teste...
متن کاملMarket Efficiency of Asean Stock Markets
In this paper, we examine the stock market efficiency of the members of the Association of South East Asian Nations (ASEAN). We use the conventional individual variance ratio tests like the Lo and MacKinlay (1988) test, Choi (1999) test, Wright (2000) test and Chen and Deo (2006)) test to check for the efficient market hypothesis in these markets. We also perform the spectral shape test of Durl...
متن کاملThe market efficiency in the stock markets
We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability distribution of the log return for Standard and Poor’s 500 (S&P 500), Nikkei stock average index, and Korean composition stock price index (KOSPI). Based on a microscopic spin model, we also find that these statistical...
متن کاملIntraday Liquidity Patterns in Indian Stock Market
This paper attempts to study the liquidity patterns and to detect any commonality across liquidity measures, using one year intraday data from India's National Stock Exchange (NSE). Using the data on 20 stocks from NSE's NIFTY Index, we found that most of the volume and spread related liquidity measures exhibit an intra-day U-shaped pattern, similar to those found for a market consisting of mar...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Economic Affairs
سال: 2019
ISSN: 0424-2513,0976-4666
DOI: 10.30954/0424-2513.1.2019.22