Artículos de revistas sobre el tema "NIFTY BANK"
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Vijay, Dr S. y Dr V. Prabakaran. "A study on Bank and IT nifty influence on Nifty 50". Journal of University of Shanghai for Science and Technology 23, n.º 12 (18 de diciembre de 2021): 316–22. http://dx.doi.org/10.51201/jusst/21/121030.
Texto completoNarayan, Parab y Y. V. Reddy. "Exploring the Causal Relationship Between Stock Returns, Volume, and Turnover across Sectoral Indices in Indian Stock Market". Metamorphosis: A Journal of Management Research 16, n.º 2 (12 de noviembre de 2017): 122–40. http://dx.doi.org/10.1177/0972622517730140.
Texto completoGadasandula, Krishna. "Effect of Macroeconomic Determinants on Indian Stock Market". Asian Journal of Managerial Science 8, n.º 2 (5 de mayo de 2019): 22–27. http://dx.doi.org/10.51983/ajms-2019.8.2.1556.
Texto completoD., Bhuvaneshwari. "Impact of Covid-19 on the Financial Sector Indices". International Research Journal of Business Studies 14, n.º 2 (15 de noviembre de 2021): 137–45. http://dx.doi.org/10.21632/irjbs.14.2.137-145.
Texto completoSubha, M. V. y A. Musthaffa. "Testing Pricing Relationship between Bank Nifty futures & Bank Nifty Indices – Evidences from India". Asian Journal of Research in Social Sciences and Humanities 6, n.º 7 (2016): 1397. http://dx.doi.org/10.5958/2249-7315.2016.00520.7.
Texto completoSingh, Gurmeet. "Estimating Optimal Hedge Ratio and Hedging Effectiveness in the NSE Index Futures". Jindal Journal of Business Research 6, n.º 2 (4 de septiembre de 2017): 108–31. http://dx.doi.org/10.1177/2278682117715358.
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 completoAshri, Dhananjay, Bibhu Prasad Sahoo, Ankita Gulati y Irfan UL Haq. "Repercussions of COVID-19 on the Indian stock market". Linguistics and Culture Review 5, S1 (17 de noviembre de 2021): 1495–509. http://dx.doi.org/10.21744/lingcure.v5ns1.1792.
Texto completoSehgal, Meru y Shruti Gupta. "Stock Markets in Changing Times". International Journal of Business Analytics 8, n.º 3 (julio de 2021): 14–25. http://dx.doi.org/10.4018/ijban.2021070102.
Texto completoGarg, Deeksha. "Does the Nature of Index and Liquidity Influence the Mispricing in Future Contracts in India?" Applied Finance Letters 9, SI (18 de noviembre de 2020): 15–22. http://dx.doi.org/10.24135/afl.v9i2.244.
Texto completoM. N., Nikhil, Suman Chakraborty, Lithin B. M., Sanket Ledwani y Satyakam. "Modeling Indian Bank Nifty volatility using univariate GARCH models". Banks and Bank Systems 18, n.º 1 (17 de marzo de 2023): 127–38. http://dx.doi.org/10.21511/bbs.18(1).2023.11.
Texto completoPaul, Parmod Kumar, Om Prakash Mahela y Baseem Khan. "Analyzing the Association between Pattern and Returns Using Goodman–Kruskal Prediction Error Reduction Index (λ)". Complexity 2022 (15 de enero de 2022): 1–8. http://dx.doi.org/10.1155/2022/8196436.
Texto completoDr.C.Swarnalatha, Dr C. Swarnalatha y K. S. Karthik Babu. "A Study on Impact of Dividend on Nifty Bank Stocks". Paripex - Indian Journal Of Research 3, n.º 4 (15 de enero de 2012): 1–3. http://dx.doi.org/10.15373/22501991/apr2014/90.
Texto completoRane, Nitish y Pooja Gupta. "Impact of Financial Ratios on Stock Price: Evidence from Indian Listed Banks on NSE". Revista Gestão Inovação e Tecnologias 11, n.º 4 (16 de septiembre de 2021): 5132–44. http://dx.doi.org/10.47059/revistageintec.v11i4.2553.
Texto completoN., Rane, y Gupta, P. "Impact of Financial Ratios on Stock Price: Evidence from Indian Listed Banks on NSE". CARDIOMETRY, n.º 24 (30 de noviembre de 2022): 449–55. http://dx.doi.org/10.18137/cardiometry.2022.24.449455.
Texto completoPrem, Cyano, Dr M. Babu, C. Hariharan y R. Muneeswaran. "Volatility Transmission in Indian Banking Sector". Restaurant Business 118, n.º 7 (16 de julio de 2019): 161–65. http://dx.doi.org/10.26643/rb.v118i7.8012.
Texto completoP, Jebah Shanthi. "The Regression Analysis of Daily Stock Returns of Nifty PSU Bank". Journal of Advanced Research in Dynamical and Control Systems 12, SP7 (25 de julio de 2020): 1948–53. http://dx.doi.org/10.5373/jardcs/v12sp7/20202309.
Texto completoDR.S.RAJAMOHAN, DR S. RAJAMOHAN y M. MUTHUKAMU M.MUTHUKAMU. "Bank Nifty Index and Other Sectoral Indices of NSe- A Comparitive Study". Paripex - Indian Journal Of Research 3, n.º 4 (15 de enero de 2012): 147–49. http://dx.doi.org/10.15373/22501991/apr2014/47.
Texto completoKumar Digal, Sabat, Yashmin Khatun y Braja Sundar Seet. "COVID-19 Impact on Nifty Banks: An Event Study Methodology". Journal of International Business and Economy 22, n.º 1 (1 de diciembre de 2020): 83–108. http://dx.doi.org/10.51240/jibe.2021.1.4.
Texto completoP, Triveni y Anupama Kumari. "Impact of Demonetisation on Bank Stock". Ushus - Journal of Business Management 17, n.º 3 (1 de julio de 2018): 27–38. http://dx.doi.org/10.12725/ujbm.44.4.
Texto completoEt.al, Dr A. Anis Akthar Sulthana Banu. "“A Study On The Sustainable Investment Funds With Sepcial Reference To State Bank Of India Esg Mutual Fund Shcemes”". Turkish Journal of Computer and Mathematics Education (TURCOMAT) 12, n.º 6 (10 de abril de 2021): 261–66. http://dx.doi.org/10.17762/turcomat.v12i6.1363.
Texto completoDr.S.RAJAMOHAN, Dr S. RAJAMOHAN y M. MUTHUKAMU M.MUTHUKAMU. "Impact of Selective Corporate Events on Price Movements of Stocks of Bank Nifty Index". Indian Journal of Applied Research 4, n.º 4 (1 de octubre de 2011): 317–20. http://dx.doi.org/10.15373/2249555x/apr2014/98.
Texto completoMatha, Rajeev, Geetha E., Satish Kumar y Raghavendra. "Dynamic relationship between equity, bond, commodity, forex and foreign institutional investments: Evidence from India". Investment Management and Financial Innovations 19, n.º 4 (20 de octubre de 2022): 65–82. http://dx.doi.org/10.21511/imfi.19(4).2022.06.
Texto completoR, Sharmila, Kavitha R y Ananthi S. "Technical analysis on select stocks of banking sector". Journal of Management and Science 6, n.º 3 (31 de diciembre de 2016): 231–42. http://dx.doi.org/10.26524/jms.2016.21.
Texto completoSHAIK, MUNEER y Aditya Sejpal. "The Comparison of GARCH and ANN Model for Forecasting Volatility: Evidence based on Indian Stock Markets". Journal of Prediction Markets 14, n.º 2 (11 de diciembre de 2020): 103–21. http://dx.doi.org/10.5750/jpm.v14i2.1843.
Texto completoMamilla, Rajesh, Chinnadurai Kathiravan, Aidin Salamzadeh, Léo-Paul Dana y Mohamed Elheddad. "COVID-19 Pandemic and Indices Volatility: Evidence from GARCH Models". Journal of Risk and Financial Management 16, n.º 10 (17 de octubre de 2023): 447. http://dx.doi.org/10.3390/jrfm16100447.
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.
Texto completoA.S., SURESH. "Study on Comparison of Risk-Return Analysis of Public and Private Sector Banks listed on Bank Nifty". Journal of Business Management and Economic Research 2, n.º 1 (30 de marzo de 2018): 1–8. http://dx.doi.org/10.29226/tr1001.2018.5.
Texto completoBhatia, Parul y Priya Gupta. "Sub-prime Crisis or COVID-19: A Comparative Analysis of Volatility in Indian Banking Sectoral Indices". FIIB Business Review 9, n.º 4 (diciembre de 2020): 286–99. http://dx.doi.org/10.1177/2319714520972210.
Texto completoDogra, Varun, Aman Singh, Sahil Verma, Abdullah Alharbi y Wael Alosaimi. "Event Study: Advanced Machine Learning and Statistical Technique for Analyzing Sustainability in Banking Stocks". Mathematics 9, n.º 24 (20 de diciembre de 2021): 3319. http://dx.doi.org/10.3390/math9243319.
Texto completoSengupta, Indrani y Dhaval Maheta. "Stock Price Volatility of NSE Thematic Consumption Index: An Econometric Analysis". Management Insight - The Journal of Incisive Analysers 16, n.º 02 (25 de diciembre de 2020): 17–22. http://dx.doi.org/10.21844/mijia.16.2.3.
Texto completoKumar, S. S. Pavan. "An Empirical Study on Effect of Demonetization on NSE Bank Nifty Stocks using Event Study Methodology". Asian Journal of Management 9, n.º 3 (2018): 1055. http://dx.doi.org/10.5958/2321-5763.2018.00165.8.
Texto completoKhera, Aastha y Neelam Dhanda. "Empirical Relationship between Macroeconomic Variables and Stock Prices of Indian Banking Sector: A Vector Error Correction Model Approach". Review of Finance and Banking 12, n.º 2 (31 de diciembre de 2020): 189–98. http://dx.doi.org/10.24818/rfb.20.12.02.06.
Texto completoS. M., Shanavas. "A Comparative Study on the Share Price Movement of Public and Private Banking Sector Companies with Reference to Nifty Bank". International Journal of Management Studies V, Special Issue 5 (31 de agosto de 2018): 108. http://dx.doi.org/10.18843/ijms/v5is5/14.
Texto completoKarthikeyan, P. "Correlation Analysis of Public Sector Banks and Nifty Banks with Nifty in NSE". Asian Journal of Research in Business Economics and Management 7, n.º 5 (2017): 271. http://dx.doi.org/10.5958/2249-7307.2017.00055.x.
Texto completoPanigrahi, Ashok Kumar, Kushal Vachhani y Suman Kalyan Chaudhury. "Trend identification with the relative strength index (RSI) technical indicator –A conceptual study". Journal of Management Research and Analysis 8, n.º 4 (15 de diciembre de 2021): 159–69. http://dx.doi.org/10.18231/j.jmra.2021.033.
Texto completoReddy, Y. V. y A. Sebastin. "Interaction Between Forex and Stock Markets in India: An Entropy Approach". Vikalpa: The Journal for Decision Makers 33, n.º 4 (octubre de 2008): 27–46. http://dx.doi.org/10.1177/0256090920080403.
Texto completoVijay, Vivek y Parmod Kumar Paul. "An Optimal Band for Prediction of Buy and Sell Signals and Forecasting of States". International Journal of Applied Management Sciences and Engineering 2, n.º 2 (julio de 2015): 33–53. http://dx.doi.org/10.4018/ijamse.2015070103.
Texto completoGhosh, Bikramaditya y Emira Kozarević. "Identifying explosive behavioral trace in the CNX Nifty Index: a quantum finance approach". Investment Management and Financial Innovations 15, n.º 1 (3 de marzo de 2018): 208–23. http://dx.doi.org/10.21511/imfi.15(1).2018.18.
Texto completoAgarwal, Saurabh y Megha Agarwal. "Back to Basics: Does Benjamin Graham Filters help identify Value Stocks on Nifty 500?" Effulgence-A Management Journal 18, n.º 2 (1 de julio de 2020): 1. http://dx.doi.org/10.33601/effulgence.rdias/v18/i2/2020/01-12.
Texto completoAmudha, R., K. S. Kanna, A. Dhanalakshmi y Easwaramoorthy Rangaswamy. "The dynamic causality model on foreign institutional investments and nifty indices". Multidisciplinary Science Journal 5 (29 de agosto de 2023): 2023ss0319. http://dx.doi.org/10.31893/multiscience.2023ss0319.
Texto completoBalasubramanian, Niranjana. "An MFDFA Study to find Herd Behaviour and Information Asymmetry during Demonetization". Ushus Journal of Business Management 19, n.º 3 (26 de agosto de 2020): 41–59. http://dx.doi.org/10.12725/ujbm.52.3.
Texto completoP. Kumar y H. N. Archana. "A comparative study of Bollinger Bands and rate of change with reference to NIFTY". Prayukti – Journal of Management Applications 02, n.º 02 (2022): 113–20. http://dx.doi.org/10.52814/pjma.2022.2205.
Texto completoSingh, Kamred Udham, Sun-Yuan Hsieh, Chetan Swarup y Teekam Singh. "Authentication of NIfTI Neuroimages Using Lifting Wavelet Transform, Arnold Cat Map, Z-Transform, and Hessenberg Decomposition". Traitement du Signal 39, n.º 1 (28 de febrero de 2022): 265–74. http://dx.doi.org/10.18280/ts.390127.
Texto completoMuschelli, John, Elizabeth Sweeney y Ciprian M. Crainiceanu. "freesurfer: Connecting the Freesurfer software with R". F1000Research 7 (16 de mayo de 2018): 599. http://dx.doi.org/10.12688/f1000research.14361.1.
Texto completoYap, Jennifer. "I as Collage: Playwright John Ng on the Modern Immigrant Experience". Canadian Theatre Review 110 (marzo de 2002): 49–52. http://dx.doi.org/10.3138/ctr.110.014.
Texto completoChakravarty, S., P. K. Dash, V. Ravikumar Pandi y B. K. Panigrahi. "An Evolutionary Functional Link Neural Fuzzy Model for Financial Time Series Forecasting". International Journal of Applied Evolutionary Computation 2, n.º 3 (julio de 2011): 39–58. http://dx.doi.org/10.4018/jaec.2011070104.
Texto completoShalini, Talwar, Shah Pranav y Shah Utkarsh. "Picking Buy-Sell Signals: A Practitioner’s Perspective on Key Technical Indicators for Selected Indian Firms". Studies in Business and Economics 14, n.º 3 (1 de diciembre de 2019): 205–19. http://dx.doi.org/10.2478/sbe-2019-0054.
Texto completoSharma, Ganesh y Badri Aryal. "Household Economies of Chepang People in Chitwan". Economic Literature 13 (8 de febrero de 2018): 39. http://dx.doi.org/10.3126/el.v13i0.19149.
Texto completoDahunsi, Folasade, John Idogun y Abayomi Olawumi. "Commercial Cloud Services for a Robust Mobile Application Backend Data Storage". Indonesian Journal of Computing, Engineering and Design (IJoCED) 3, n.º 1 (10 de marzo de 2021): 31–45. http://dx.doi.org/10.35806/ijoced.v3i1.139.
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