Share Your Research, Maximize Your Social Impacts
A COMPARATIVE STUDY ON THE INDIAN STOCK MARKET’S EFFICIENCY DURING PRE AND POST DERIVATIVE TRADING
Journal: International Journal of Management (IJM) (Vol.11, No. 6)Publication Date: 2020-06-30
Authors : Abhijit Dutta Madhabendra Sinha;
Page : 989-1001
Keywords : Conditional Hetroscadasticity; Derivative Trading; Sensex; NIFTY; Market Efficiency; India;
Source : Download
Find it from : Google Scholar
Abstract
In Indian stock market is yet to be proved as efficient. This paper tries to understand the efficiency in term of a major event and its effect on the price formation in the stock exchanges. The models used are largely to understand the stability,stationary and Conditional Hetroscadasticity. Using SENSEX and NIFTY the study
finds that, the efficiency in Indian Stock market has increased post introduction of derivative trading
Other Latest Articles
- A Prospective Study to evaluate the efficacy of Proximal Femoral Nail vs. Dynamic Hip Screw in Treatment of Intertrochanteric Fracture of Femur
- Functional Outcome and Complications in Fracture Tibia Operated with Intramedullary Interlocking Nail: A Prospective Study in a Tertiary Care Hospital
- OSPE in Biochemistry -An Assessment Tool for First M.B.B.S. Students as a Prelude toCBME in India
- A Comparative Study to Evaluate the Efficacy of Trabeculectomy with Pharmacologically Modulated TrabeculectomyUsing Mitomycin-C in a Tertiary Health-Care Centre
- SOCIAL ECONOMIC CONSEQUENCES OF TRANSMIGRATION PLACEMENT IN KALAMPANGAN SUB-DISTRICT, CENTRAL KALIMANTAN
Last modified: 2021-01-23 14:52:36