Tesis sobre el tema "Stock market- India"
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Camilleri, Silvio J. "Emerging stock market microstructure : empirical studies of the National Stock Exchange of India". Thesis, Loughborough University, 2006. https://dspace.lboro.ac.uk/2134/7891.
Texto completoBaggio, Isacco <1987>. "The microstructure of stock and futures market on the National Stock Exchange of India". Master's Degree Thesis, Università Ca' Foscari Venezia, 2013. http://hdl.handle.net/10579/2360.
Texto completoKhan, Muhammad. "An analysis of market efficiency in the South Asian emerging stock markets : Bangladesh, India, Pakistan and Sri Lanka". Thesis, University of Dundee, 2013. https://discovery.dundee.ac.uk/en/studentTheses/83508702-3366-4045-a0b1-63adc92e3f83.
Texto completoJohansson, Christoffer y Petter Lundström. "Finding Value Through Sustainable Performance : A cross-sectional study of the relationship between risk-adjusted return and Environmental, Social and Governance performance on the Indian stock market". Thesis, Umeå universitet, Företagsekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-105684.
Texto completoRao, Jyothi G. "A Theoretical Model And Empirical Analysis Of Components Of Spread In Over The Counter Exchange Of India". Thesis, Indian Institute of Science, 2001. https://etd.iisc.ac.in/handle/2005/267.
Texto completoRao, Jyothi G. "A Theoretical Model And Empirical Analysis Of Components Of Spread In Over The Counter Exchange Of India". Thesis, Indian Institute of Science, 2001. http://hdl.handle.net/2005/267.
Texto completoMathew, David G. "On The Impact Of Fundamental Variables In The Determination Of Stock Returns In India". Thesis, 1997. https://etd.iisc.ac.in/handle/2005/1826.
Texto completoMathew, David G. "On The Impact Of Fundamental Variables In The Determination Of Stock Returns In India". Thesis, 1997. http://etd.iisc.ernet.in/handle/2005/1826.
Texto completoHarshita. "Stock market anomalies : an empirical study in Indian context". Thesis, 2018. http://eprint.iitd.ac.in:80//handle/2074/7933.
Texto completoJothimani, Dhanya. "Portfolio optimization in Indian market : a study using financial analytics". Thesis, 2017. http://localhost:8080/iit/handle/2074/7517.
Texto completoTING, HUNG YU y 洪鈺婷. "Dynamic Linkage between the Stock Market and Foreign Exchange Market in India". Thesis, 2014. http://ndltd.ncl.edu.tw/handle/tm8db4.
Texto completoChatterjee, Devlina. "Studies On Some Aspects Of Liquidity Of Stocks : Limit Order Executions In The Indian Stock Market". Thesis, 2010. https://etd.iisc.ac.in/handle/2005/1761.
Texto completoChatterjee, Devlina. "Studies On Some Aspects Of Liquidity Of Stocks : Limit Order Executions In The Indian Stock Market". Thesis, 2010. http://etd.iisc.ernet.in/handle/2005/1761.
Texto completoDesai, Vandit B. y 范帝特. "Colors of Foreign Investment and Blossom of Stock Market: Evidence from India as a Developing Country". Thesis, 2008. http://ndltd.ncl.edu.tw/handle/60496645010168594948.
Texto completo國立成功大學
國際管理碩士在職專班
96
In order to investigate directionality between stock market and foreign investment, a comprehensive study is applied including two facets of developing stock market visualized stock market growth and 30 day market volatility of Indian stock exchanges – Bombay Stock Exchange and National Stock Exchange. For foreign investment, three types of foreign investment – direct (FDI), indirect or institutional (FII) and depository receipt (such as ADR) are included in the study. Along with foreign investment variables, economic growth is also included. Through multiple regression, a strong link is obtained for investment and economic growth with the stock market growth. In terms of volatility, foreign speculators are found risk aversive. After obtaining strong relation, Granger causality is applied on individual relationship, followed by test of exogeneity. Through these two tests, it is proved that stock market growth is playing lead role with respect to economic growth as well as foreign investment; whereas 30 days volatility has no causal relationship either with foreign investment or with economic growth.
Joshi, Manisha. "Impact Of Option Introduction On Different Characteristics Of Underlying Stocks In NSE, India". Thesis, 2006. https://etd.iisc.ac.in/handle/2005/467.
Texto completoJoshi, Manisha. "Impact Of Option Introduction On Different Characteristics Of Underlying Stocks In NSE, India". Thesis, 2006. http://hdl.handle.net/2005/467.
Texto completoYi-Cheng, Kuo y 郭奕正. "The integration of stock markets between India and East-Asian countries". Thesis, 2014. http://ndltd.ncl.edu.tw/handle/3zpx8z.
Texto completo國立高雄應用科技大學
金融系金融資訊碩士班
102
The aim of this paper is to discuss the integration of stock markets among India and some important East Asian countries, Japan, China, Singapore, and HongKong, using tests allowing for endogenously determined breaks in cointegrating relationships and recursive cointegration analysis. The empirical evidence show: First, according to the empirical results of Gregory and Hansen(1996), it is inconsistent whether there is a cointegration among all variables being based on stock price with local currency, while there is a cointegration among all variables being based on stock price with U.S. dollars. Besides, the empirical evidence show that there are three timings with the structural breaks, around Oct. in 2003, Sep. to Nov. in 2005, and from 2008 to 2009. Second, the results of recursive cointegration analysis confirms exiting of convergence among stock markets of India and other six economics. Which implies integration is existing among stock markets of India and other six economies in the long run.
Mohanty, Madhusmita. "International Capital Flows and Financial Market Dynamics: Empirical Evidence from the Indian Stock Market". Thesis, 2016. http://ethesis.nitrkl.ac.in/8328/1/2016_PhD_MMohanty_510HS301.pdf.
Texto completoSrivastava, SandeeP. "Comparative analysis of risk measurement models and impact of derivatives on risk,liquidity and price discovery:an empirical study in the context of indian stock market". Thesis, 2006. http://localhost:8080/iit/handle/2074/4642.
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