scholarly journals Impact of FDI and FII on the Indian Stock Market during Recent Recession Period: An Empirical Study

2013 ◽  
Vol 1 (4) ◽  
pp. 475-482
Author(s):  
Arindam Banerjee
Keyword(s):  
Stock Market ◽  
Empirical Study ◽  
Significant Influence ◽  
Import Substitution ◽  
Social Sector ◽  
Policy Changes ◽  
The World ◽  
Indian Stock Market ◽  
The Impact ◽  
Recession Period

The era 90‘s saw very significant policy changes introduced in the sphere of financial sector, foreign trade, public sector and social sector. The year 1991 witnessed the process of liberalization and globalization that hit the Indian economy and pushed our country to break open the ―Inward Looking‖ policy when the emphasis was accorded to protectionism and import substitution. Since 1991, India has proved to be a key player in the world. Ours country interaction has increased with many economies ties, political harmony, tourism trade and services more significantly in the area of investment. The present study was conducted by me with the aim to understand the impact of FDI and FII on Indian Stock Market (BSE and Nifty) during the recession period. It was found from the study that FDI had a significant influence on the Indian Stock market during recession while FII negatively influenced the Indian Stock Market.

scholarly journals Impact of Covid-19 on Indian Stock Market

2021 ◽  
Vol 9 (3) ◽  
pp. 30-36
Author(s):  
Rajani B Bhat ◽  
V N Suresh
Keyword(s):  
Stock Market ◽  
Value Chain ◽  
Global Economy ◽  
World Economy ◽  
World Health Organisation ◽  
World Health ◽  
Corona Virus ◽  
The World ◽  
Indian Stock Market ◽  
The Impact

The corona virus outbreak, which originated in China, has infected nearly 8, 75,000 people. Its spread has left businesses around the world counting costs. The corona virus is going global, and it could bring the world economy to a standstill. COVID-19 that began in the depths of China’s Hubei province is spreading rapidly, persuading the World Health Organisation to declare it as a pandemic. There are now significant outbreaks from South Korea to Italy and Iran, from America to Britain. The ongoing spread of the new corona virus has become one of the biggest threats to the global economy and financial markets. Even though, time and again our Indian economists have assured the country that Indian economy stands relatively insulated from the global value chain, but being integrated into world economy, there has to be some impact. This was reflected in the Nifty when the stock market took a great plunge down in last week of February, 2020. The present study is an attempt to examine the impact of COVID-19 on Indian Stock market. The study takes into consideration a time period of four months, from December 1st, 2019 to March 31st, 2020. The study focuses on the Nifty and sectoral indices of Nifty along with India Volatility Index. Tools used for the study involves correlation, regression, ANOVA, variance analysis and moving averages. The study concludes with the statement that volatility is higher in medium run than in short run and also there is significant impact of COVID-19 on Indian stock market.

Insider Trading: A White-Collar Crime and its Impact on Share Market

Think India ◽  
2014 ◽  
Vol 17 (3) ◽  
pp. 22-24
Author(s):  
Sreekumar Ray
Keyword(s):  
Stock Market ◽  
Insider Trading ◽  
White Collar Crime ◽  
White Collar ◽  
Adverse Impact ◽  
High Ranking ◽  
Internal Information ◽  
Indian Stock Market ◽  
The Impact

Since inception, the growth of the Indian stock market has been constrained through unethical, illegal and self-actualized activities of swanky persons involved in different capacities in the market. The stock market was trying to retrieve itself from the devastating effect of Harshad Mehta share market scam, when within a gap of ten years it was once again pushed into the darkness of the dungeon by another demon-child of the country- Ketan Parekh. Corporations have been looted by the insider traders, diversifying internal information to an external in lieu of cash. Investigations in the majority cases have proved the involvement of the high ranking officers of the companies in the crime, sophistically referred to as white-collar crime. It has an adverse impact on the growth and sustainability of the share market. Under the light of the above issue, this paper endeavors to study the impact of such crime on the share market. It focuses on the mechanism behind the insider-trading, its impact on the share market and the regulators supervision on the issue. Finally, suggestions have been provided which will contribute towards the dream of every Indian-a fraud-free share market focusing towards the overall development of the country.

Does time-varying illiquidity matter for the Indian stock market? Evidence from high-frequency data

2021 ◽  
pp. 031289622110102
Author(s):  
Mousumi Bhattacharya ◽  
Sharad Nath Bhattacharya ◽  
Sumit Kumar Jha
Keyword(s):  
Stock Market ◽  
Stock Returns ◽  
High Frequency ◽  
Jel Classification ◽  
Exogenous Shock ◽  
Intraday Data ◽  
Day Of The Week ◽  
Holiday Effects ◽  
Indian Stock Market ◽  
The Impact

This article examines variations in illiquidity in the Indian stock market, using intraday data. Panel regression reveals prevalent day-of-the-week, month, and holiday effects in illiquidity across industries, especially during exogenous shock periods. Illiquidity fluctuations are higher during the second and third quarters. The ranking of most illiquid stocks varies, depending on whether illiquidity is measured using an adjusted or unadjusted Amihud measure. Using pooled quantile regression, we note that illiquidity plays an important asymmetric role in explaining stock returns under up- and down-market conditions in the presence of open interest and volatility. The impact of illiquidity is more severe during periods of extreme high and low returns. JEL Classification: G10, G12

Do Indian stock market sentiments impact contemporaneous returns?

2018 ◽  
Vol 7 (3) ◽  
pp. 332-346
Author(s):  
Divya Aggarwal ◽  
Pitabas Mohanty
Keyword(s):  
Stock Market ◽  
Stock Returns ◽  
Temporal Dynamics ◽  
Stock Exchange ◽  
Principal Component ◽  
Stock Index ◽  
Content Type ◽  
Investor Sentiments ◽  
Indian Stock Market ◽  
The Impact

Purpose The purpose of this paper is to analyse the impact of Indian investor sentiments on contemporaneous stock returns of Bombay Stock Exchange, National Stock Exchange and various sectoral indices in India by developing a sentiment index. Design/methodology/approach The study uses principal component analysis to develop a sentiment index as a proxy for Indian stock market sentiments over a time frame from April 1996 to January 2017. It uses an exploratory approach to identify relevant proxies in building a sentiment index using indirect market measures and macro variables of Indian and US markets. Findings The study finds that there is a significant positive correlation between the sentiment index and stock index returns. Sectors which are more dependent on institutional fund flows show a significant impact of the change in sentiments on their respective sectoral indices. Research limitations/implications The study has used data at a monthly frequency. Analysing higher frequency data can explain short-term temporal dynamics between sentiments and returns better. Further studies can be done to explore whether sentiments can be used to predict stock returns. Practical implications The results imply that one can develop profitable trading strategies by investing in sectors like metals and capital goods, which are more susceptible to generate positive returns when the sentiment index is high. Originality/value The study supplements the existing literature on the impact of investor sentiments on contemporaneous stock returns in the context of a developing market. It identifies relevant proxies of investor sentiments for the Indian stock market.

scholarly journals Relations and Emotions beyond the Boundaries in the Post Crisis Era – An Analysis of the Impact of Selected Variables on the Indian Stock Market

2018 ◽  
Vol 4 (8) ◽  
pp. 72
Author(s):  
Pooja Yadav ◽  
Nitin Huria
Keyword(s):  
Stock Market ◽  
Global Economy ◽  
Stock Index ◽  
Asia Pacific ◽  
Macroeconomic Variables ◽  
Long Run ◽  
Short Run ◽  
Current Scenario ◽  
Indian Stock Market ◽  
The Impact

From a decade or so Indian continent has become the centre of attraction in the global economies. This changed outlook is due to the fact that India embraces vast availability of resources and opportunities which makes it the most vibrant global economy in the current scenario of worldwide sluggishness. On this path of growth and prosperity India is showing stiff commitments and competitive edges with developed as well as emerging countries. To be more specific, during this voyage in the Asia pacific region recently on one side India has seen stronger bonding with some of its old mates like Japan but on the other part it has faced strain like situation from its stronger competitor contender china on the same time. Hence, in this context the main aim of this paper is to examine the long run and short run equilibrium impacts of Japan and Chinese stock index as well as macroeconomic variables impact on Indian stock market. This paper finds the presence of both long and short run equilibrium impacts from China and Japan to India. In case of Japanese financial market (Nikki 225) has a trivial negative but significant long run impact whereas, the Chinese stock index (SSE composite) is operating at the short run with the same mild negative but significant impact on the Indian stock market. The results of the impact of macroeconomic variables find the existence of long run as well as short run equilibrium from some of the selected variables on Indian stock market.

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