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Relevant bibliographies by topics / National Stock Exchange NATIONAL STOCK EXCHANGE (NSE)

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Academic literature on the topic 'National Stock Exchange NATIONAL STOCK EXCHANGE (NSE)'

Author: Grafiati

Published: 11 September 2023

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Journal articles on the topic "National Stock Exchange NATIONAL STOCK EXCHANGE (NSE)"

1

Shah, Bansi Rajnikant. "A Comparative Study of Bombay Stock Exchange (BSE) and National Stock Exchange (NSE)." International Journal of Scientific Research 1, no. 7 (2012): 26–31. http://dx.doi.org/10.15373/22778179/dec2012/11.

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2

SAMADDER, SWETADRI, KOUSHIK GHOSH, and TAPASENDRA BASU. "FRACTAL ANALYSIS OF PRIME INDIAN STOCK MARKET INDICES." Fractals 21, no. 01 (2013): 1350003. http://dx.doi.org/10.1142/s0218348x13500035.

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The purpose of the present work is to study the fractal behaviour of prime Indian stock exchanges, namely Bombay Stock Exchange Sensitivity Index (BSE Sensex) and National Stock Exchange (NSE). To analyze the monofractality of these indices we have used Higuchi method and Katz method separately. By applying Mutifractal Detrended Fluctuation Analysis (MFDFA) technique we have calculated the generalized Hurst exponents, multifractal scaling exponents and generalized multifractal dimensions for the present indices. We have deduced Hölder exponents as well as singularity spectra for BSE and NSE. I

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3

Kotha, Kiran Kumar, and Shreya Bose. "Dynamic Linkages between Singapore and NSE listed NIFTY Futures and NIFTY Spot Markets." Journal of Prediction Markets 10, no. 2 (2017): 1–13. http://dx.doi.org/10.5750/jpm.v10i2.1253.

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This study examines the dynamic linkages of Nifty stock index and Nifty index futures contract traded on the home market, National Stock Exchange (NSE) and on the off-shore market, Singapore Stock Exchange (SGX). The study uses daily closing prices of the Nifty index and the Nifty futures contract traded on both the exchanges for the period July 15, 2010 to July 15, 2016. The study finds a causality running from the returns of the spot market to the returns from the Nifty futures market in both the exchanges, NSE and SGX, with the help of Vector Error Correction model and Granger causality tes

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4

Malhotra, Nidhi, Kamini Tandon, and Deepak Tandon. "Testing Weak Form of Efficient Market Hypothesis: Evidence from Bombay Stock Exchange (BSE) & National Stock Exchange (NSE)." Asian Journal of Research in Social Sciences and Humanities 5, no. 6 (2015): 178. http://dx.doi.org/10.5958/2249-7315.2015.00144.6.

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5

Agrawal, Ashita, Pitabas Mohanty, and Navindra Kumar Totala. "Does EVA Beat ROA and ROE in Explaining the Stock Returns in Indian Scenario? An Evidence Using Mixed Effects Panel Data Regression Model." Management and Labour Studies 44, no. 2 (2019): 103–34. http://dx.doi.org/10.1177/0258042x19832397.

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We study a panel data of 1,700 Indian firms listed in either National Stock Exchange (NSE) or Bombay Stock Exchange (BSE) for the period 2001 to 2016 to see if economic value added (EVA) explains the annual stock returns of these Indian firms better than return on assets (ROA) and return on equity (ROE). Using mixed effect model, we find that EVA does explain the annual stock returns of these Indian firms better than ROA and ROE.

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6

Dhamija, Sanjay, and Ravinder Kumar Arora. "Initial and After-market Performance of SME IPOs in India." Global Business Review 18, no. 6 (2017): 1536–51. http://dx.doi.org/10.1177/0972150917713081.

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This article examines the initial and after-market performance of the initial public offerings (IPOs) listed on the recently launched platform for small and medium enterprises (SMEs) by the Bombay Stock Exchange (BSE), Mumbai and the National Stock Exchange (NSE). The study does find evidence of underpricing of IPOs by SMEs in line with other studies internationally. However, the level of underpricing is found to be lower than that of IPOs listed on the main board stock exchanges in India, reported by earlier studies. This may be partially due to the fact that the SME platform is at an infancy

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7

Selvam, M., G. Indhumathi, and J. Lydia. "Impact on Stock Price by the Inclusion to and Exclusion from CNX Nifty Index." Global Business Review 13, no. 1 (2012): 39–50. http://dx.doi.org/10.1177/097215091101300103.

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Changes in an index are a regular phenomenon and they take place due to the inclusion and exclusion of stocks from the index. The inclusion or exclusion of stocks creates great impact on the value of the firm. However, these changes are simply a short-lived event with no permanent valuation effect. The present research study analyzed the impact of the inclusion into and exclusion of certain stocks from National Stock Exchange (NSE) S&P CNX Nifty index with Indian perspective. The study provides evidence on whether the announcements of Nifty index maintenance committee have any information

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8

Bagade, Mr Ketan, and Prof Varsha Bhosale. "Artificial Intelligence based Stock Market Prediction Model using Technical Indicators." International Journal of Innovative Technology and Exploring Engineering 11, no. 6 (2022): 34–39. http://dx.doi.org/10.35940/ijitee.f9915.0511622.

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The indian stock market is highly volatile and complex by nature. However, notion of stock price predictability is typical, many researchers suggest that the Buy & Sell prices are predictable and investor can make above-average profits using efficient Technical Analysis (TA).Most of the earlier prediction models predict individual stocks and the results are mostly influenced by company’s reputation, news, sentiments and other fundamental issues while stock indices are less affected by these issues. In this work, architecture of project is given.As a part of prediction model the Long Short-

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9

Manickam, Tamilselvan, and R. Madhumitha. "Random Walk Investigation in Indian Market with special reference to S&P Nifty – Fifty Stocks." International Journal of Finance & Banking Studies (2147-4486) 4, no. 4 (2015): 52–61. http://dx.doi.org/10.20525/ijfbs.v4i4.40.

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The competence of a financial system is entirely depending upon the stock market efficiency. The gradual growth of equity investor’s participation is inevitable to enrich the overall growth of emerging economies.Hence the necessity is felt to provide an empirical support to the investing community. For the purpose, this study attempts to examine the weak-form efficiency of Indian stock market – National Stock Exchange (NSE). The study has used the daily closing price of the Nifty fifty stocks from 3rdJanuary 2011 to 24thApril 2015. To test the weak form efficiency both parametric and non-param

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10

Shacheendran, V. "Dematerialisation of Securities in Indian Capital Market; A Paradigm Shift through Depository System." Shanlax International Journal of Commerce 8, no. 3 (2020): 29–32. http://dx.doi.org/10.34293/commerce.v8i3.3264.

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Dematerialization has initiated a new trend in securities trading and settlement. Indian capital market has embraced technological sophistication by permitting electronic trading in securities. Depositors Act, 1996 has facilitated the setting up of depositories and dematerialization of securities. This paper attempts to evaluate the progress of dematerialization in India. For the study, data has been used that of the National Stock Exchange of India Ltd. (NSE), the largest stock exchange in India.

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