Seasonality in Stock Markets: A Case Study of BSE and NSE Indices - Image 1

£71.00

LAP Lambert Academic Publishing Seasonality in Stock Markets: A Case Study of BSE and NSE Indices

Name: Seasonality in Stock Markets: A Case Study of BSE and NSE Indices
Brand: LAP Lambert Academic Publishing
Price: 71.0 GBP
Availability: InStock

Banking

Price data last checked 33 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£71 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 58 days · 58 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 58 days • 1 price levels

Days at Price

Price Analysis

Most common price: £71 (58 days, 100.0%)

Price range: £71 - £71

Price levels: 1 different prices over 58 days

Description

The present study attempts to explore the existence of seasonality in Indian stock market. For this purpose indices of BSE & NSE were taken as sample and their daily closing, opening, high and low prices were obtained. After analyzing all the four calendar effects namely day-of-the-week effect, month-of-the-year effect, quarterly effects and monthly effects, it was found that all the four effects are present in the Indian stock market. While exploring whether the pattern of seasonality has been changed over the years, the change was confirmed for all the four effects tested. Surprisingly the changes were drastic from one period to next consecutive period. In addition to, it was also discovered that initially there was no similarity in the results of SENSEX and Nifty. But gradually both SENSEX and Nifty showed co-movement in terms of significant returns generating days, months, quarters or halves of a month in their respective sub-time period, thereby depicting strong co-integration between them. When market participants’ perception was analyzed regarding various trading strategies proposed to them, it was found that investors were hardly interested in seasonality based strategies.

Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 3330346795
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Banking
Domain: Amazon UK
Release Date: 04 July 2017
Listed Since: 28 July 2017

Barcode

No barcode data available

LAP Lambert Academic Publishing Seasonality in Stock Markets: A Case Study of BSE and NSE Indices

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

A Return-Volatility-Volume Analysis of Indian Stock Market: Contemporaneous and Causal Relationship, Efficient Market Hypothesis

Statistical Inference In Time Series Regression Models: Regression Analysis For Time Series

Equity Valuation and Analysis of Auto Ancillary Companies in India: Equity Valuation of Indian Auto Ancillary Stocks

Capital Structure and Financial Performance of Corporates

Sales Technology Usage and Outcomes: A Model in the Indian Context

Vijjadhammakaya

Customer Services In Banks: A Case of Urban Co-operative Banks in India

Bayesian Stochastic Differential Equation Modeling

Web Services Indexing, Classification and Filtering

Corporate Governance of Banks in India

The Impact of International Labour Migration on Indian Economy

Working Capital Management In Paper Industry

Statistical Models for Customer Relationship Management: A Regression Approach

Biodiversity Conservation in North East India

Konkurentosposobnost' v mezourovnevom izmerenii

Investitsionnoe proektirovanie: Kurs lektsiy

Factors Effecting Investors Intention to Adopt Online Investment

Ocherki khristianskoy ekonomiki

Voennaya bezopasnost' v vozdushno-kosmicheskom prostranstve

Unconventional Seismic Interpretations Using Seismic Attributes Case

Statistical Methods to Support Air Quality Policy Decisions

A Study Of Indian Women Police

Financial Performance & Market Capitalization of Infrastructural Co's

Adoption of International Financial Reporting Standards in Nigeria