Bull market in physics?

FIIs are companies registered outside India. In the past four years there has been more than $41 trillion worth of FII funds invested in India. This has been one of the major reasons on the bull market witnessing unprecedented growth with the BSE Sensex rising 221% in absolute terms in this span. The present downfall of the market too is influenced as these FIIs are taking out some of their invested money. Though there is a lot of value in this market and fundamentally there is a lot of upside in it. For long-term value investors, there’s little because for worry but short term traders are adversely getting affected by the role of FIIs are playing at the present. Investors should not panic and should remain invested in sectors where underlying earnings growth has little to do with financial markets or global economy.

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Dynamic Evolution of Securities Market Network Structure under Acute Fluctuation Circumstances

Complexity ◽

10.1155/2017/4370203 ◽

2017 ◽

Vol 2017 ◽

pp. 1-11

Author(s):

Haifei Liu ◽

Tingqiang Chen ◽

Zuhan Hu

Keyword(s):

Stock Market ◽

Network Structure ◽

Topological Structure ◽

Securities Market ◽

Structure Stability ◽

Dynamic Evolution ◽

Bear Market ◽

Bull Market ◽

Market Transaction ◽

Measuring Network

This empirical research applies cointegration in the traditional measurement method first to build directed weighted networks in the context of stock market. Then, this method is used to design the indicators and the value simulation for measuring network fluctuation and studying the dynamic evolution mechanism of stock market transaction networks as affected by price fluctuations. Finally, the topological structure and robustness of the network are evaluated. The results show that network structure stability is strong in the bull market stage and weak in the bear market stage. And the convergence rate of the dynamic evolution of network fluctuation is higher in the bull market stage than in the bear market stage.

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The Great Bull Market of 1982-2000

The Art of Contrarian Trading ◽

10.1002/9781119203834.ch12 ◽

2015 ◽

pp. 137-152

Keyword(s):

Bull Market

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Asymmetric Reactions of China’s Stock Market to Short-Term Interest Rates

International Journal of Economics and Finance ◽

10.5539/ijef.v8n5p260 ◽

2016 ◽

Vol 8 (5) ◽

pp. 260 ◽

Cited By ~ 2

Author(s):

Fang Fang ◽

Weijia Dong ◽

Xin Lv

Keyword(s):

Stock Market ◽

Interest Rates ◽

Stock Returns ◽

Regime Switching ◽

Developed Countries ◽

Short Term ◽

Bear Market ◽

Bull Market ◽

Negative Effect ◽

Markov Regime Switching Model

This paper investigates how China’s stock market reacts to short-term interest rates, as represented by the Shanghai Interbank Offered Rate (Shibor). We adopt the Markov Regime Switching model to divide China’s stock market into Medium, Bull and Bear market; and then examine how Shibor influences market returns and risk in different market regimes. We find that short-term interest rates have a significant negative effect on stock returns in Medium and Bull market, but could not affect stock returns in Bear market. In addition, different maturities of Shibor have different effects on stock returns. Furthermore, we find that the short-term interest rates have a negative effect on market risk in Bull market, but a positive effect in Bear market. Our findings show that China’s market is quite peculiar and distinctive from the U.S. market or other developed countries’ markets in many ways.

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