The interrelationship between international stock markets has been a key study area among the financial market researchers for international portfolio management and risk measurement. The characteristics of security returns and their dynamics play a vital role in the financial market theory. This study is an attempt to find out the dynamic linkages among the equity market of USA and emerging ma...

To investigate the universality of the structure of interactions in different markets, we analyze the cross-correlation matrix C of stock price fluctuations in the National Stock Exchange (NSE) of India. We find that this emerging market exhibits strong correlations in the movement of stock prices compared to developed markets, such as the New York Stock Exchange (NYSE). This is shown to be due...

In this paper we have investigated the interactions between stock prices and exchange rates in three emerging countries of South Asia named as Bangladesh, India and Pakistan. We have considered average monthly nominal exchange rates of US dollar in terms of Bangladeshi Taka, Indian Rupee and Pakistani Rupee and monthly values of Dhaka Stock Exchange General Index, Bombay Stock Exchange Index an...

The NIFTY 50 is the flagship index on National Stock Exchange of India Ltd. (NSE). Index tracks behavior a portfolio blue chip companies, largest and most liquid Indian securities. It includes approximately 1600 companies traded (listed & not listed but permitted to trade) NSE, captures 65% its float-adjusted market capitalization true reflection stock market. This study probed in correlati...

The present study examines the impact of capital employed in buyback of shares on firm value for 180 firms listed in the Bombay Stock Exchange of India. The issue of buyback of shares in the period from 2006 to 2016 was examined. The firm value is measured by a proxy, enterprise value, as a substitute of share price. The results suggest that the firm value differs from pre and post buyback of s...

since public sector enterprises poor performance become evident, privatization as a means of improving such enterprises performance and curbing government interference in business activities has attracted much attention at national policy making levels. privatization is a complex and long term process the effect of which may appear over a long period of tome. there fore, considering it a limpid...

Middle East countries have begun to implement economic reforms to stimulate private investment, promote economic growth and support the transition to market economy. Although, it is difficult to define the direct impact of the accounting system reform on economic transformation, as there are many other conditions that have influence on the transition process. However, with the central position ...

We study the role mutual funds play in recovery from fast intraday crashes based on data National Stock Exchange of India for a single large stock. During normal times, trading activity and liquidity provision by is negligible compared to other traders at around 4% overall activity. Nevertheless, two market-wide our sample, price took place only after moved in. Market stability may require pres...

â â â  â â â â â  the main purpose of present study is to analyze the relationship between stock and exchange markets in two asian countries, iran and south korea. a monthly time series of stock price and exchange rate are used over the period 2002: 05 - 2012: 03. the data is collected from the central bank of each country and wdi. the calculated stock return and real exchange rate change are u...