Artículos de revistas sobre el tema "National Stock Exchange NATIONAL STOCK EXCHANGE (NSE)"
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Shah, Bansi Rajnikant. "A Comparative Study of Bombay Stock Exchange (BSE) and National Stock Exchange (NSE)". International Journal of Scientific Research 1, n.º 7 (1 de junio de 2012): 26–31. http://dx.doi.org/10.15373/22778179/dec2012/11.
Texto completoSAMADDER, SWETADRI, KOUSHIK GHOSH y TAPASENDRA BASU. "FRACTAL ANALYSIS OF PRIME INDIAN STOCK MARKET INDICES". Fractals 21, n.º 01 (marzo de 2013): 1350003. http://dx.doi.org/10.1142/s0218348x13500035.
Texto completoKotha, Kiran Kumar y Shreya Bose. "Dynamic Linkages between Singapore and NSE listed NIFTY Futures and NIFTY Spot Markets". Journal of Prediction Markets 10, n.º 2 (27 de enero de 2017): 1–13. http://dx.doi.org/10.5750/jpm.v10i2.1253.
Texto completoMalhotra, Nidhi, Kamini Tandon y 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, n.º 6 (2015): 178. http://dx.doi.org/10.5958/2249-7315.2015.00144.6.
Texto completoAgrawal, Ashita, Pitabas Mohanty y 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, n.º 2 (25 de abril de 2019): 103–34. http://dx.doi.org/10.1177/0258042x19832397.
Texto completoDhamija, Sanjay y Ravinder Kumar Arora. "Initial and After-market Performance of SME IPOs in India". Global Business Review 18, n.º 6 (4 de septiembre de 2017): 1536–51. http://dx.doi.org/10.1177/0972150917713081.
Texto completoSelvam, M., G. Indhumathi y J. Lydia. "Impact on Stock Price by the Inclusion to and Exclusion from CNX Nifty Index". Global Business Review 13, n.º 1 (17 de enero de 2012): 39–50. http://dx.doi.org/10.1177/097215091101300103.
Texto completoBagade, Mr Ketan y Prof Varsha Bhosale. "Artificial Intelligence based Stock Market Prediction Model using Technical Indicators". International Journal of Innovative Technology and Exploring Engineering 11, n.º 6 (30 de mayo de 2022): 34–39. http://dx.doi.org/10.35940/ijitee.f9915.0511622.
Texto completoManickam, Tamilselvan y 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, n.º 4 (21 de octubre de 2015): 52–61. http://dx.doi.org/10.20525/ijfbs.v4i4.40.
Texto completoShacheendran, V. "Dematerialisation of Securities in Indian Capital Market; A Paradigm Shift through Depository System". Shanlax International Journal of Commerce 8, n.º 3 (1 de julio de 2020): 29–32. http://dx.doi.org/10.34293/commerce.v8i3.3264.
Texto completoArasu, B. Senthil, Desti Kannaiah, Nancy Christina J. y Malik Shahzad Shabbir. "Selection of Variables in Data Envelopment Analysis for Evaluation of Stock Performance". Management and Labour Studies 46, n.º 3 (20 de mayo de 2021): 337–53. http://dx.doi.org/10.1177/0258042x211002511.
Texto completoSangh, Neeraj. "Static Systematic Risk Profile of Nifty 100 Stocks: A Year on Year Analysis of Beta". GIS Business 12, n.º 5 (22 de septiembre de 2017): 75–83. http://dx.doi.org/10.26643/gis.v12i5.3346.
Texto completoAmanulla, S. y M. Thiripalraju. "Week-end Effect: New Evidence from the Indian Stock Market". Vikalpa: The Journal for Decision Makers 26, n.º 2 (abril de 2001): 33–50. http://dx.doi.org/10.1177/0256090920010204.
Texto completoHajam, Murtaza Ali y Mohammad Shafi. "Volatility on India’s National Stock Exchange (NSE) Effected by FIIs : An Empirical Analysis". Kuwait Chapter of Arabian Journal of Business and Management Review 9, n.º 4 (diciembre de 2020): 175–82. http://dx.doi.org/10.12816/0059144.
Texto completoSingh, Kamaljit y Vinod Kumar. "Dynamic linkage between nifty-fifty and sectorial indices of national stock exchange". American Journal of Economics and Business Management 3, n.º 2 (25 de marzo de 2020): 17–27. http://dx.doi.org/10.31150/ajebm.v3i2.148.
Texto completoKumar, K. y Dattatray P. Gandhmal. "An intelligent indian stock market forecasting system using LSTM deep learning". Indonesian Journal of Electrical Engineering and Computer Science 21, n.º 2 (1 de febrero de 2021): 1082. http://dx.doi.org/10.11591/ijeecs.v21.i2.pp1082-1089.
Texto completoSehgal, Sanjay y Mala Dutt. "Domestic and International Information Linkages for the US Dollar/Indian Rupee Contracts: An Empirical Study". Management and Labour Studies 43, n.º 4 (19 de septiembre de 2018): 205–33. http://dx.doi.org/10.1177/0258042x18791625.
Texto completoChakraborty, Jayant Kumar y Sudeshna Sarkar. "Examining the Impact of Revised XBRL Mandate on the Performance of Firms in India". SEDME (Small Enterprises Development, Management & Extension Journal): A worldwide window on MSME Studies 48, n.º 4 (diciembre de 2021): 330–40. http://dx.doi.org/10.1177/09708464211069446.
Texto completoPatni, Ity y Nishu Gupta. "Construction of Optimal Portfolio and Selection of Stock using Fuzzy Approach". International Journal of Engineering & Technology 7, n.º 3.30 (24 de agosto de 2018): 118. http://dx.doi.org/10.14419/ijet.v7i3.30.18214.
Texto completoSingh, Amit Kumar y Shivani Kalra. "Short Run Underpricing of Initial Public Offerings (IPOs) in the National Stock Exchange (NSE)". Ramanujan International Journal of Business and Research 4, n.º 1 (12 de diciembre de 2019): 223–47. http://dx.doi.org/10.51245/rijbr.v4i1.2019.157.
Texto completoSingh, Amit Kumar y Shivani Kalra. "Short Run Underpricing of Initial Public Offerings (IPOs) in the National Stock Exchange (NSE)". Ramanujan International Journal of Business and Research 4, n.º 1 (12 de diciembre de 2019): 223–47. http://dx.doi.org/10.51245/rijbr.v4i1.2019.157.
Texto completoThappa, Sankar. "A study on the performance in national stock exchange (NSE) sectoral indices of India". Journal of Global Information and Business Strategy 14, n.º 1 (2022): 50–62. http://dx.doi.org/10.5958/2582-6115.2022.00007.8.
Texto completoSinha, Paritosh Chandra. "Herd Behaviour: How Decisive is the Noise in the NSE and BSE Stock Markets?" GIS Business 11, n.º 6 (15 de noviembre de 2016): 01–16. http://dx.doi.org/10.26643/gis.v11i6.3381.
Texto completoFattah, Doaa A., Amany A. Naim, Abeer S. Desuky y Mervat S. Zaki. "AutoKeras and particle swarm optimization to predict the price trend of stock exchange". Bulletin of Electrical Engineering and Informatics 11, n.º 2 (1 de abril de 2022): 1100–1109. http://dx.doi.org/10.11591/eei.v11i2.3373.
Texto completoKumar, Rakesh. "Examining the Dynamic and Non-linear Linkages between Crude Oil Price and Indian Stock Market Volatility". Global Business Review 18, n.º 2 (16 de marzo de 2017): 388–401. http://dx.doi.org/10.1177/0972150916668608.
Texto completoAmuthan, R. "Co relating NIFTY 50 Index Trend’s impact on NSE’s Sector based Indices Growth Momentum in Post COVID-19 led Indian Economy with Special reference to NIFTY Bank, NIFTY Consumer Durables, NIFTY IT and NIFTY Pharma Indices using Arithmetic Modelling". Turkish Journal of Computer and Mathematics Education (TURCOMAT) 12, n.º 6 (5 de abril de 2021): 2184–89. http://dx.doi.org/10.17762/turcomat.v12i6.4824.
Texto completoPandey, Ram Prakash. "A Study on Performance Evaluation and Computation of Stock Market Index with Special Reference to BSE and NSE". International Journal for Research in Applied Science and Engineering Technology 11, n.º 8 (31 de agosto de 2023): 1023–46. http://dx.doi.org/10.22214/ijraset.2023.55292.
Texto completoPandey, Ram Prakash. "A Study on Performance Evaluation and Computation of Stock Market Index with Special Reference to BSE and NSE". International Journal for Research in Applied Science and Engineering Technology 11, n.º 8 (31 de agosto de 2023): 1023–46. http://dx.doi.org/10.22214/ijraset.2023.55292.
Texto completoSen, Abhibasu y Karabi Dutta Choudhury. "On the co-movement of crude, gold prices and stock index in the Indian market". International Journal of Financial Engineering 07, n.º 03 (septiembre de 2020): 2050036. http://dx.doi.org/10.1142/s242478632050036x.
Texto completoAgrawal, Tarunika Jain, Sanjay Sehgal y Rahul Agrawal. "Disruptive Innovations, Fundamental Strength and Stock Winners: Implications for Stock Index Revisions". Vision: The Journal of Business Perspective 24, n.º 3 (14 de junio de 2020): 356–70. http://dx.doi.org/10.1177/0972262920928890.
Texto completoWanaputra, Farisan y Siti Nurwahyuningsih Harahap. "Analisis pengaruh XBRL terhadap kinerja perusahaan di India". Jurnal Ekonomi dan Bisnis 21, n.º 2 (29 de octubre de 2018): 219–40. http://dx.doi.org/10.24914/jeb.v21i2.1686.
Texto completoYadav, Naveen Ramesh, Hirak Dasgupta y Rashmy Moray. "Short Term Performance Analysis of IPOs in India". Asian Journal of Empirical Research 8, n.º 11 (3 de diciembre de 2018): 392–403. http://dx.doi.org/10.18488/journal.1007/2018.8.11/1007.11.392.403.
Texto completoBhuva, Krunal K. y Vijay H. Vyas. "Expiry day Impact on return on Indian Stock market (NSE)- an Empirical Study". Journal of Management and Science 1, n.º 3 (30 de diciembre de 2013): 402–9. http://dx.doi.org/10.26524/jms.2013.45.
Texto completoIslam, Khalid Ul y M. M. Goyal. "Examining the Fisher Effect in Short and Long Run: A Study of NSE Sectoral Indices". GIS Business 12, n.º 5 (16 de octubre de 2017): 20–29. http://dx.doi.org/10.26643/gis.v12i5.3341.
Texto completoKeshari Jena, Sangram y Ashutosh Dash. "Does contract size matter for price discovery and risk management in stock index futures?" Investment Management and Financial Innovations 13, n.º 3 (23 de agosto de 2016): 62–74. http://dx.doi.org/10.21511/imfi.13(3).2016.05.
Texto completoKUMAR, K. KIRAN y SHREYA BOSE. "HEDGING EFFECTIVENESS OF CROSS-LISTED NIFTY INDEX FUTURES". Global Economy Journal 19, n.º 02 (junio de 2019): 1950011. http://dx.doi.org/10.1142/s2194565919500118.
Texto completoKhanra, Sayantan y Sanjay Dhir. "Creating Value in Small-cap Firms by Mitigating Risks of Market Volatility". Vision: The Journal of Business Perspective 21, n.º 4 (25 de octubre de 2017): 350–55. http://dx.doi.org/10.1177/0972262917733166.
Texto completoNarang, Monika, Mahesh Chandra Joshi, Kiran Bisht y Arun Pal. "Stock portfolio selection using a new decision-making approach based on the integration of fuzzy CoCoSo with Heronian mean operator". Decision Making: Applications in Management and Engineering 5, n.º 1 (15 de marzo de 2022): 90–112. http://dx.doi.org/10.31181/dmame0310022022n.
Texto completoPeswani, Shilpa Girish. "Returns to Low Risk Investment Strategy". Applied Finance Letters 6, n.º 01 (6 de diciembre de 2017): 2–15. http://dx.doi.org/10.24135/afl.v6i01.65.
Texto completoMajumder, Sayantan Bandhu y Ranjanendra Narayan Nag. "Shock and Volatility Spillovers Among Equity Sectors of the National Stock Exchange in India". Global Business Review 19, n.º 1 (28 de septiembre de 2017): 227–40. http://dx.doi.org/10.1177/0972150917713290.
Texto completoAgarwal, Samiksha y Lekha Chakraborty. "Business Taxation in an Emerging Economy: Analysing Corporate Tax Incidence". Review of European Studies 11, n.º 2 (24 de marzo de 2019): 8. http://dx.doi.org/10.5539/res.v11n2p8.
Texto completoSaji, T. G. y S. Harikumar. "Earnings Growth and Value Premium: The Indian Experience". Vikalpa: The Journal for Decision Makers 40, n.º 4 (diciembre de 2015): 444–54. http://dx.doi.org/10.1177/0256090915608542.
Texto completoDixit, Jitendra Kumar y Vivek Agrawal. "Foresight for stock market volatility – a study in the Indian perspective". foresight 22, n.º 1 (13 de noviembre de 2019): 1–13. http://dx.doi.org/10.1108/fs-05-2019-0040.
Texto completoOsuala, A. E., U. A. Onoh y G. U. Nwansi. "Presidential Election Results and Stock Market Performance: Evidence From Nigeria". Applied Economics and Finance 5, n.º 2 (9 de febrero de 2018): 117. http://dx.doi.org/10.11114/aef.v5i2.3016.
Texto completoPathak, Rajesh, Thanos Verousis y Yogesh Chauhan. "Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market". Journal of Emerging Market Finance 16, n.º 2 (10 de julio de 2017): 169–87. http://dx.doi.org/10.1177/0972652717712373.
Texto completoAli, Farman, Pradeep Suri, Tarunpreet Kaur y Deepa Bisht. "Cointegration and causality relationship of Indian stock market with selected world markets". F1000Research 11 (1 de noviembre de 2022): 1241. http://dx.doi.org/10.12688/f1000research.123849.1.
Texto completoAli, Farman, Pradeep Suri, Tarunpreet Kaur y Deepa Bisht. "Cointegration and causality relationship of Indian stock market with selected world markets". F1000Research 11 (10 de agosto de 2023): 1241. http://dx.doi.org/10.12688/f1000research.123849.2.
Texto completoCamilleri, Silvio John. "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India". Managerial Finance 41, n.º 1 (12 de enero de 2015): 67–79. http://dx.doi.org/10.1108/mf-10-2013-0292.
Texto completoDebata, Byomakesh y Jitendra Mahakud. "Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach". Margin: The Journal of Applied Economic Research 12, n.º 4 (4 de septiembre de 2018): 387–413. http://dx.doi.org/10.1177/0973801018786270.
Texto completoMangla, Divya y Bharti Parkar. "A STUDY ON CALCULATING, RISK, RETURN AND PROPORTION OF EACH SECURITY IN THE PORTFOLIO DIVERSIFICATION". International Journal of Social Sciences & Economic Environment 6, n.º 1 (30 de junio de 2021): 08–14. http://dx.doi.org/10.53882/ijssee.2021.0601002.
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