Long Memory in the Volatility of Indian Financial Market: An Empirical Analysis Based on Indian Data PDF Download
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Author: Dilip Kumar
Publisher: Anchor Academic Publishing (aap_verlag)
ISBN: 3954892456
Category : Business & Economics
Languages : en
Pages : 105
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Book Description
This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encourages the traders, investors and portfolio managers to develop models for making predictions and to construct and implement speculative trading and investment strategies. In an efficient market, the price of an asset should follow a random walk process in which the price change is unaffected by ist lagged price changes and has no memory.
Author: Dilip Kumar
Publisher: Anchor Academic Publishing (aap_verlag)
ISBN: 3954892456
Category : Business & Economics
Languages : en
Pages : 105
Get Book Here
Book Description
This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encourages the traders, investors and portfolio managers to develop models for making predictions and to construct and implement speculative trading and investment strategies. In an efficient market, the price of an asset should follow a random walk process in which the price change is unaffected by ist lagged price changes and has no memory.
Author: Gourishankar S. Hiremath
Publisher: Springer Science & Business Media
ISBN: 8132215907
Category : Business & Economics
Languages : en
Pages : 135
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Book Description
India is one of the major emerging economies of the world and has witnessed tremendous economic growth over the last decades. The reforms in the financial sector were introduced to infuse energy and vibrancy into the process of economic growth. The Indian stock market now has the largest number of listed companies in the world. The phenomenal growth of the Indian equity market and its growing importance in the economy is indicated by the extent of market capitalization and the increasing integration of the Indian economy with the global economy. Various schools of thought explain the behaviour of stock returns. The Efficient Market Theory is the most important theory of the School of Neoclassical Finance based on rational expectation and no-trade argument. The book investigates the growth and efficiency of the Indian stock market in the theoretical framework of the Efficiency Market Hypothesis (EMH). The main objective of the present study is to examine the returns behaviour in the Indian equity market in the changed market environment. A detailed and rigorous analysis, made with the help of the sophisticated time series econometric models, is one of the key elements of this volume. The analysis empirically tests the random walk hypothesis and focuses on issues like nonlinear dynamics, structural breaks and long memory. It uses new and disaggregated data on recent reforms and changes in the market microstructure. The data on various indices including sectoral indices help in measuring the relative efficiency of the market and understanding how liquidity and market capitalization affect the efficiency of the market.
Author: Raktim Ghosh
Publisher: Emerald Group Publishing
ISBN: 1804559369
Category : Business & Economics
Languages : en
Pages : 193
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Book Description
As businesses, consumers, and investors make key financial decisions amid Economic Policy Uncertainty (EPU), there is the danger that many might freeze investment projects and hiring, leading to contractions of the economy. This book examines this and makes important recommendations.
Author: Sarmila Banerjee
Publisher: Springer Science & Business Media
ISBN: 8132211243
Category : Business & Economics
Languages : en
Pages : 622
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Book Description
Following the reforms undertaken in the last two decades, India’s economic landscape has been radically transformed. This book examines the new economic map, which is shown to be shaped by two intertwined currents: globalization and sustainability. Weaving extensively through these currents and the canvas of development in the Indian economy they open up, this work seeks to introduce new methodologies, a corpus of concepts and modes of analysis to make sense of the emerging order of things. What transpires in the course of the investigation is a critical reflection of the present in which not only the new institutions, policies and practices are analyzed, but their limitations, fragility and at times myopic approaches are brought to light. By highlighting the rough edges created by the new conditions, this book is firmly engaged with the frontier of the Indian economy and ends up challenging many well-known conjectures and assumptions. In doing so, it strives to shift the Indian economy to a new terrain, thereby fundamentally re-locating and re-orienting the discourse of that economy as a unique object of analysis.
Author: Rudra Prakash Pradhan
Publisher: Allied Publishers
ISBN: 9788184244267
Category : Finance, Personal
Languages : en
Pages : 224
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Book Description
Papers presented at the Forecasting Financial Markets in India, held at Kharagpur during 29-31 December 2008.
Author: Nekrasova, Inna
Publisher: IGI Global
ISBN: 1522537686
Category : Business & Economics
Languages : en
Pages : 324
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Book Description
In an ever-changing economy, market specialists strive to find new ways to evaluate the risks and potential reward of economic ventures. They start by assessing the importance of human reaction during the economic planning process and put together systems to measure financial markets and their longevity. Fractal Approaches for Modeling Financial Assets and Predicting Crises is a critical scholarly resource that examines the fractal structure and long-term memory of the financial markets in order to predict prices of financial assets and financial crises. Featuring coverage on a broad range of topics, such as computational process models, chaos theory, and game theory, this book is geared towards academicians, researchers, and students seeking current research on pricing and predicting financial crises.
Author: Cheng F. Lee
Publisher: Center for PBBEFR & Airiti Press
ISBN: 9866286606
Category : Business & Economics
Languages : en
Pages :
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Book Description
Advances in Financial Planning and Froecasting (New Series) is an annual publication designed to disseminate developments in the area of financial analysis, planning, and forecasting. The publication is a froum for statistical, quantitative, and accounting analyses of issues in financial analysis and planning in terms of finance, accounting, and economic data.
Author: Dr GangineniDhanaiah
Publisher: Archers & Elevators Publishing House
ISBN: 9386501899
Category : Antiques & Collectibles
Languages : en
Pages :
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Book Description
Author: G. Rajakumar
Publisher: Springer Nature
ISBN: 9811918449
Category : Technology & Engineering
Languages : en
Pages : 807
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Book Description
The book is a collection of high-quality research papers presented at Intelligent Communication Technologies and Virtual Mobile Networks (ICICV), held at Francis Xavier Engineering College, Tirunelveli, Tamil Nadu, India, during February 10–11, 2022. The book shares knowledge and results in theory, methodology and applications of communication technology and mobile networks. The book covers innovative and cutting-edge work of researchers, developers and practitioners from academia and industry working in the area of computer networks, network protocols and wireless networks, data communication technologies and network security.
Author: Basu and Saha
Publisher: Pearson Education India
ISBN: 9332501084
Category : Accounting
Languages : en
Pages : 300
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Book Description
Studies in Accounting and Finance: Contemporary Issues and Debates, useful for business executives, accounting and finance practitioners, researchers, and students discusses contemporary issues in accounting and finance. Topics discussed include globalization of accounting standards, accounting for financial instruments, fair value accounting, accounting for intangibles, corporate governance and accounting, accounting for social and environmental costs, accounting for employee stock option plans, obstacles to the development of high-quality accounting standards, small company reporting, accounting ethics, technology reporting, and global economic meltdown.
