UGC Approved Journal no 63975(19)

ISSN: 2349-5162 | ESTD Year : 2014
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Published in:

Volume 5 Issue 12
December-2018
eISSN: 2349-5162

UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975

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Published Paper ID:
JETIRP006009


Registration ID:
191490

Page Number

31-34

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Title

Impact Of Economic Events’ Information Flow On Indian Stock Market: An Empirical Study

Abstract

The present study proposes to test the impact of information flow and its asymmetric effects on Indian stock market. Daily prices of sample indices were collected for the period of two years and for testing the asymmetric effects, the study used GARCH models. The results of the study showed that daily prices of all the sample indices were volatile during the study period. BSE capital goods and consumer durables indices recorded low volatility and the asymmetric effects were found in majority of the sample indices. Hence the investor may consider allthe information about economic policy while investing their money in Indian stock markets

Key Words

Stock market, Asymmetric effect and GARCH model

Cite This Article

"Impact Of Economic Events’ Information Flow On Indian Stock Market: An Empirical Study", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.5, Issue 12, page no.31-34, December-2018, Available :http://www.jetir.org/papers/JETIRP006009.pdf

ISSN


2349-5162 | Impact Factor 7.95 Calculate by Google Scholar

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Cite This Article

"Impact Of Economic Events’ Information Flow On Indian Stock Market: An Empirical Study", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 12, page no. pp31-34, December-2018, Available at : http://www.jetir.org/papers/JETIRP006009.pdf

Publication Details

Published Paper ID: JETIRP006009
Registration ID: 191490
Published In: Volume 5 | Issue 12 | Year December-2018
DOI (Digital Object Identifier):
Page No: 31-34
Country: coimbatore, tamil nadu, India .
Area: Commerce
ISSN Number: 2349-5162
Publisher: IJ Publication


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