Volume : III, Issue : VII, July - 2013

Stock Market Volatility Dynamics & Results Announcements: A Causal Link (A Study Of India)

Dr. Nidhi Sharma, Miss Kirti Khanna

Abstract :

In India, the stock market has rapid changing behavior due to the influence of the different factors. Among all of them, the corporate announcements especially regarding the earnings, disclosed in their reports have the most noticeable news for the investors. In the present study, the researchers have considered 12 quarters for the study period of 3 financial years from 2008–09 to 2010–11. The researchers have an idea to judge the overall market behavior during the quarterly period. For this, researchers have taken the BSE sectoral indices and BSE Sensex benchmark to judge the movements of the overall market as per the different sectors and established a causal relationship between both variables; Sensex & Sectoral indexes. The finding has shown that all most all sectoral indexes have significant relationship with Sensex during the quarterly results disclosing period.

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Article: Download PDF   DOI : 10.36106/ijar  

Cite This Article:

Dr. Nidhi Sharma, Miss Kirti Khanna Stock Market Volatility Dynamics & Results Announcements: A Causal Link (A Study Of India) Indian Journal of Applied Research, Vol.III, Issue.VII July 2013

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