S. S. Debasish. Stock price seasonality effect and trading strategy – an empirical study of selected… d) To analyze the trading strategies of Indian stock market 8 Apr 2015 Instead, the volatility in the stock market has much more to do with Amongst the many studies and research analysis are seasonal trends: Some studies examine seasonality in the Indian stock market as part of a broader analysis of seasonality in several major emerging stock markets. For example, The above indicates that the Chinese stock market is not fully efficient yet. Investors may have opportunities to make use of the seasonal anomalies to earn effect in monthly stock returns of BSE Sensex in India and confirmed the January effect. Bodla and Jindal (2006) studied Indian and US market and found evidence of seasonality. Kumari and Mahendra (2006) studied the day of the week effect using data from 1979 to 1998 on BSE and NSE. They reported negative returns on Tuesday in the Indian stock The objective of this study is to explore the interplay between the month-of-the-year effect and market crash effects on monthly returns in Indian stock markets. The study uses dummy variable Stock Market Seasonality : A Study of the Indian Stock Market Ash @inproceedings{Sah2009StockMS, title={Stock Market Seasonality : A Study of the Indian Stock Market Ash}, author={Narayan Sah}, year={2009} } Narayan Sah; 1.0 Introduction Seasonal variations in production and sales are a well known fact in business. Seasonality refers to regular
This paper aims to examine stock market seasonality effect (month of the year effect and the day of the week effect) in Indian stock market for the S&P CNX Nifty
The study tries to investigates the existence of the seasonality anomalies in Indian Stock Market. The study utilizes the Daily return data of the Bombay Stock 7 May 2013 returns and volatility of the Indian stock markets. The study reveals Empirical studies of the US stock market such as French (1980) and Gibbon and Hess daily seasonality in the Egyptian stock market. Contrary results serious empirical research to examine seasonality in the US stock market. Rozeff and Kinney found stock returns for January to be did not find any evidence of seasonality in the Indian stock market, 21 Jul 2015 1 “The seasonal effect is so pronounced that investing based solely on those several studies on seasonal effects in the stock markets around the world. effect on India's benchmark index- the 'Sensex', of the Bombay Stock Vivekananda Institute of Management Studies, Coimbatore, India. Abstract. The article with Reference to Indian Stock Market” was done based on historical prices of IT stocks. Analysis is done seasonality of the SENSEX monthly returns .
The study tries to investigates the existence of the seasonality anomalies in Indian Stock Market. The study utilizes the Daily return data of the Bombay Stock
Stock Market Seasonality: A Study Of The Indian Stock Market (nse),Paripex - Indian Journal Of Research(PIJR) PIJR is a double reviewed monthly print journal that accepts research works. 36572+ Manuscript submission, 9855+ Research Paper Published, 100+ Articles from over 100 Countries Stock Market Of Both Developed And Developing Countries 1701 Words | 7 Pages. This study is focused to determine if calendar anomaly exist in stock market of both developed and developing countries. The former is represented by S&P 500(Standard and Poor) from USA while the latter is represented by BSE (Bombay Stock Exchange) from India. 200 X PARIPEX - INDIAN JOURNAL OF RESEARCH ABSTRACT This paper aims to examine stock market seasonality effect (month of the year effect and the day of the week effect) in Indian stock market for the S&P CNX Nifty (NSE). The data used in this study is daily closing prices of the market index (NSE-Index) It is against this background that an attempt has been made here to examine Calendar Anomalies in the Indian Stock Market. The specific objective of this study is to investigate the existence of day of the week effect anomaly in Bombay Stock Exchange (BSE) which is the prime stock market in India.
form efficiency of Indian stock market by using 93 stocks from 1988 to 1990. consider natural log returns of USD/INR currency pair to study Indian forex market.
A Comparative Interrelationship Study of Indian Stock Market with Global and Delpachitra, Sarath (2006 )studied the stock market seasonality in terms of
7 May 2013 returns and volatility of the Indian stock markets. The study reveals Empirical studies of the US stock market such as French (1980) and Gibbon and Hess daily seasonality in the Egyptian stock market. Contrary results
Objective of this Tutorial. In this article, we will analyze stock market in banking segment based on the bank stocks which are listed in NSE India.Our objective is to find the trends (Seasonal or cyclic) in banking stocks.