• Dr.M.Anbukarasi
• Lekhashree.s

This study has been undertaken an empirical study on semi-robust form of market efficiency of CNX NIFTY and Sectoral Indices of National Stock Exchange using two models pair wise Granger causality test, ARCH and GARCH effect. To test the cause and effect relationship between the sectoral indices in NSE market. To verify the volatility of shares turnover of selected NSE sectors. For the very purpose daily time series data has been arranged from January 2012 to August2018

semi robust, cnx nifty, sectoral indices and market efficiency

"Dynamics of stock exchange: An Empirical study on SEMI-Robust Market Potency of CNX Nifty and Sectoral Indices of National Stock Exchange", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.5, Issue 11, page no.395-402, November-2018, Available :http://www.jetir.org/papers/JETIR1811A50.pdf

"Dynamics of stock exchange: An Empirical study on SEMI-Robust Market Potency of CNX Nifty and Sectoral Indices of National Stock Exchange", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 11, page no. pp395-402, November-2018, Available at : http://www.jetir.org/papers/JETIR1811A50.pdf