The empirical study highlights importance of usage of sector indices which provides insight for sector specific investment strategies and direction for suitable policy formulation. It investigates long run and short run relationships between eight identified sector indices and Sensex for the...

Purpose – The purpose of this paper is to demonstrate importance of usage of sector indices which provides insight for sector specific investment strategies and direction for suitable policy formulation for the Indian industry. It investigates long run, short run and causality relationships...

The study examines influence of FIIs on the Indian equity market and its role in integration with US equity market. It provides insight for policy formulation in order to move towards greater liberalized FII’s policy regime for regaining FIIs confidence in the Indian equity market. The time...

The purpose of this study is to explore the influence of identified macroeconomic variables on Indian stock returns during the post liberalization period using Vector Error Correction Model (VECM). It was found that the nine macroeconomic variables have both long-term relationship and short-term...