Indian stock market volatility: A case study of BSE and NSE

Pratibha Jenifer Andrade and Aisha M. Sheriff (2018) Indian stock market volatility: A case study of BSE and NSE. PERIPEX- Indian Journal of Research, 7 (1). pp. 35-37. ISSN 2250-1991

Text (Full Text) BMS_2018_Aisha_01.pdf - Published Version Restricted to Registered users only Download (581kB) | Request a copy

Abstract

Volatility of the stock market refers to the variations in the indices of the securities within the markets. This research paper intends to study and analyzes the Indian stock market behavior for short duration. To accomplish this purpose, the researchers evaluated the stock market behavior (BSE and NSE) and the study revealed that: The market was persistent, following random walk movement which indicates that it is highly volatile in the short duration during the study period. Both BSE and NSE are exhibiting the same pattern of behavior and hence they are perfectly positively correlated.

Item Type:	Article
Subjects:	G Commerce > Management Science
Divisions:	Department of > Management
Depositing User:	Arshiya Kousar Library Assistant
Date Deposited:	16 Dec 2019 11:25
Last Modified:	03 Nov 2022 10:00
URI:	http://eprints.uni-mysore.ac.in/id/eprint/10229

Actions (login required)

View Item