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in India include the high costs of brokerage, government, exchange and regulatory fees, an underdeveloped securities … execution. The result of these costs and constraints is that stock versus futures arbitrage in India is presently confined … single stock futures data this article explores specific arbitrage details of single stocks vs. their futures in the India …
Persistent link: https://www.econbiz.de/10013113638
This paper aims to establish trends in intraday volatility in context of the Indian stock market and analyze the impact of development in the Indian economy on its stock market volatility. One minute tick data of Nifty 50 futures from Jan 1, 2011 to Aug 31, 2018 was used for the purpose of this...
Persistent link: https://www.econbiz.de/10011937175
We present effective momentum strategies over the liquid equity futures market in India. We evaluate and determine the …-sectional momentum or relative momentum. We demonstrate that at the optimal horizon, momentum strategies on securities in India can be a …
Persistent link: https://www.econbiz.de/10012891432
An investor, as Warren Buffett, said should think like a part-owner when investing in common stocks. As a part-owner, the investor should be concerned about the competitive positioning of the business he/she is invested in. A business that is relatively insulated from competitive actions, will...
Persistent link: https://www.econbiz.de/10012946050
the modern financial system in India with the help of government documents, journals and valuable books for meaningful …
Persistent link: https://www.econbiz.de/10013023257
This study includes the description of indicators which can be used for technical analysis of Indian market Nifty stocks. The indicators which have been used in this study are Moving Averages, Moving Averages cross rules and Moving Averages Convergence/Divergence. Later this study also includes...
Persistent link: https://www.econbiz.de/10013025199
This research paper aims to investigate the profitability of five popular variations of moving averages: simple (also referred to as arithmetic), exponential, triangular, variable, and weighted as the main tool of technical analysis on the end of the day data on Indian market index S&P CNX Nifty...
Persistent link: https://www.econbiz.de/10013029270
up to 2018. Further, via the performance of mid and small cap stocks within the India Moats Index, we show that high …
Persistent link: https://www.econbiz.de/10012888809
. Although post US subprime crisis there is no observed causal relationship between India and other economies, but post European …, India did have a long term co-integrating relationship with all other economies but this co integration almost disappeared … implications. The policy makers need to understand that if domestic economic fundamentals of India are in order, then global shocks …
Persistent link: https://www.econbiz.de/10013097586
This paper examines the short run and long run inter linkages of the Indian stock market with those of Advanced emerging markets viz. Brazil, Hungary, Taiwan, Mexico, Poland and South Africa over the period ranging from 1 January 1992 to 31 December 2009 using Johansen co-integration test and...
Persistent link: https://www.econbiz.de/10013098829