Essays about: "Stock market volatility in india"

Found 4 essays containing the words Stock market volatility in india.

  1. 1. ESG score, stock price, volatility, and sustainable strategic management : A study with focus on 20 Indian companies

    University essay from

    Author : Emma Klint; Lovisa Norell; [2023]
    Keywords : ESG; CSR; sustainability; volatility; stock price; sustainability reports; sustainable strategic management; India.;

    Abstract : Background: Sustainability in business has become an essential part for firms to consider, as stakeholder’s concerns are increasing, and the use of ESG scores has increased in the last years. Prior research mostly examines the European and US market and the relationship between ESG score and financial performance. READ MORE

  3. 2. Estimation of Volatilities and Spillover Effects Between Developed and Emerging Market Economies

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Iryna Kharchenko; Plamen Tzvetkov; [2013]
    Keywords : Volatility of stock returns; CGARCH; Spillover effects; Emerging markets; Business and Economics;

    Abstract : This study focuses on establishing the existence of volatility spillover effects between stock indices that represent developed and emerging markets. We employ a CGARCH(1,1) model, which distinguishes between the short-term (transitory) and long-term (permanent) conditional variance, allowing us to simultaneously examine the time trends of changes in volatility and spillover effects between developed and growing economies. READ MORE

  4. 3. The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets

    University essay from Handelshögskolan vid Umeå universitet

    Author : Md Kamrul Hasan; Shabyashachi Chowdhury; [2011]
    Keywords : Derivatives; Volatility; Liquidity; Index Options; Intraday return; Trading volume; Conditional volatility; Stock return volatility; Impacts; Underlying stocks;

    Abstract : The impact of the introduction of derivatives on the underlying stock is a debatable topic among the researchers. The issue is quite controversial as contradictory results have been obtained by researchers in various stock markets. READ MORE

  5. 4. Cointegration and Causality in International Stock Markets: A study of long-run stochastic trends in Oil & Gas and Financials indices

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Andreas Hellstrand; Eugenia Korobova; [2010]
    Keywords : unit root; cointegration; causality; emerging markets; decoupling.;

    Abstract : As economies around the world grow and become more integrated, it is interesting to investigate how stock markets move in relation to one another. Some activists of the theory of decoupling argue that economies of emerging markets have become so self-sufficient that they have decoupled from the developed markets. READ MORE