This paper aims to analyze the dependence of key macroeconomic variables on Bombay Stock Exchange (BSE) Sensex using regression modelling technique in RStudio. Monthly data points spanning a period from 2012 2019 has been used for empirical investigation. The results model indicate that long-term interest rate (LTINT), consumer price index (CPI), and Morgan Stanley Capital International (MSCI) ...

We study whether gold acts as a hedge or safe haven in U.S. and the Indian stock markets. These two markets have been chosen representatives of developed emerging markets, respectively, are significant interest to long-term investors. apply linear regression GARCH technique monthly return series data on S&P500, BSE Sensex, prices. find that, for period our study, 1980–2020, has not served i...

This research examines whether stock prices in the Indian markets follow a Geometric Brownian Motion (GBM). study is keen on knowing if one can predict simulated accurately against actual prices. One-year, three-year, and five-year data of historical 50 stocks listed S&P BSE (Bombay Stock Exchange) Sensex Index were employed as base to using Monte Carlo simulation's GBM method. investigates...

In a first of its kind, this paper tries to explore the relationship between investors sentiment and BSE Sensex return over period January 2010 December 2021 under different market economic conditions. Design/Methodology/Approach: The uses 32 macroeconomic variables as proxy investor sentiment. Principal component analysis has been used 11 principal components with eigenvalue more than 1, have ...

The present study investigates the relationship between board characteristics and a firm value. offers new insight into association value by examining whether gender diversity alters impact of on uses panel data approach sample 39 non-financial firms listed in S&P BSE SENSEX 50 over 6 years (2014–2015 to 2019–2020). An appropriate model fixed effect random was selected using Hausman test fi...

ABSTRACTThis study aims to test and analyze the Indonesian Jakarta Islamic Index's stock price which is influenced by 4 macroeconomic fundamentals (inflation, exchange rate $ / IDR, interest rates, trading volume) shares of Indonesia's 5 largest partners (Shanghai Composite Index China shares, stocks Japanese Nikkei 225 Index, Singapore Straits Time United States Dow Jones Industrial Average In...

On 12 March 1994, SEBI imposed new norms on trading in the Bombay Stock Exchange, and the eeective consequence of this has been an elimination of badla, a form of forward trading. Without badla, the role of speculative traders on the BSE is diminished. This paper sets out to measure the impact of this elimination of speculative trading upon volatility on the BSE. We explore, and crit-icise, a v...

The stock exchange facilitates the industrial growth by providing finance for enterprises. A well developed and ably regulated market sustainable development of country in general industry specific, long run funds financial assets to inverters. It creates company’s shares. also helps increasing esteem status company. exchanges promote company creating public interest it with additional fund mea...