A Comparative Analysis of Arbitrage Trade Analysis of Ten Selected Stocks Traded in BSE and NSE for the period (2010–2014).

Dr. Krunal Parekh; Mr. Vijaykumar Kaluvala

Volume : VII, Issue : VI, June - 2017

A Comparative Analysis of Arbitrage Trade Analysis of Ten Selected Stocks Traded in BSE and NSE for the period (2010–2014).

Dr. Krunal Parekh, Mr. Vijaykumar Kaluvala

Abstract :

Arbitrage by definition is a financial transaction that makes an immediate profit without involving any risk. The research study is based on the volatility of the stock market and the scope of Arbitrage in the changing market scenario. The study is also compå the ten selected stocks in BSE and NSE. In the study, both types of sampling techniques, Simple Random Sampling as well as Judgmental/Purposive Sampling was used to investigate the research problem under consideration. The time span of the study is restricted to the period 2010 to 2014 but it has been extended up to 2016. In order to compute the riskiness and volatility in the stock co–variance analysis and Beta analysis was performed on the monthly closing data of the stocks under analysis. Conclusions and suggestions is based on the study made by the collected data.