Artykuły w czasopismach na temat „NIFTY BANK”
Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych
Sprawdź 50 najlepszych artykułów w czasopismach naukowych na temat „NIFTY BANK”.
Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.
Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.
Przeglądaj artykuły w czasopismach z różnych dziedzin i twórz odpowiednie bibliografie.
Vijay, Dr S., i Dr V. Prabakaran. "A study on Bank and IT nifty influence on Nifty 50". Journal of University of Shanghai for Science and Technology 23, nr 12 (18.12.2021): 316–22. http://dx.doi.org/10.51201/jusst/21/121030.
Pełny tekst źródłaNarayan, Parab, i 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, nr 2 (12.11.2017): 122–40. http://dx.doi.org/10.1177/0972622517730140.
Pełny tekst źródłaGadasandula, Krishna. "Effect of Macroeconomic Determinants on Indian Stock Market". Asian Journal of Managerial Science 8, nr 2 (5.05.2019): 22–27. http://dx.doi.org/10.51983/ajms-2019.8.2.1556.
Pełny tekst źródłaD., Bhuvaneshwari. "Impact of Covid-19 on the Financial Sector Indices". International Research Journal of Business Studies 14, nr 2 (15.11.2021): 137–45. http://dx.doi.org/10.21632/irjbs.14.2.137-145.
Pełny tekst źródłaSubha, M. V., i 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, nr 7 (2016): 1397. http://dx.doi.org/10.5958/2249-7315.2016.00520.7.
Pełny tekst źródłaSingh, Gurmeet. "Estimating Optimal Hedge Ratio and Hedging Effectiveness in the NSE Index Futures". Jindal Journal of Business Research 6, nr 2 (4.09.2017): 108–31. http://dx.doi.org/10.1177/2278682117715358.
Pełny tekst źródłaAmuthan, 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, nr 6 (5.04.2021): 2184–89. http://dx.doi.org/10.17762/turcomat.v12i6.4824.
Pełny tekst źródłaAshri, Dhananjay, Bibhu Prasad Sahoo, Ankita Gulati i Irfan UL Haq. "Repercussions of COVID-19 on the Indian stock market". Linguistics and Culture Review 5, S1 (17.11.2021): 1495–509. http://dx.doi.org/10.21744/lingcure.v5ns1.1792.
Pełny tekst źródłaSehgal, Meru, i Shruti Gupta. "Stock Markets in Changing Times". International Journal of Business Analytics 8, nr 3 (lipiec 2021): 14–25. http://dx.doi.org/10.4018/ijban.2021070102.
Pełny tekst źródłaGarg, Deeksha. "Does the Nature of Index and Liquidity Influence the Mispricing in Future Contracts in India?" Applied Finance Letters 9, SI (18.11.2020): 15–22. http://dx.doi.org/10.24135/afl.v9i2.244.
Pełny tekst źródłaM. N., Nikhil, Suman Chakraborty, Lithin B. M., Sanket Ledwani i Satyakam. "Modeling Indian Bank Nifty volatility using univariate GARCH models". Banks and Bank Systems 18, nr 1 (17.03.2023): 127–38. http://dx.doi.org/10.21511/bbs.18(1).2023.11.
Pełny tekst źródłaPaul, Parmod Kumar, Om Prakash Mahela i Baseem Khan. "Analyzing the Association between Pattern and Returns Using Goodman–Kruskal Prediction Error Reduction Index (λ)". Complexity 2022 (15.01.2022): 1–8. http://dx.doi.org/10.1155/2022/8196436.
Pełny tekst źródłaDr.C.Swarnalatha, Dr C. Swarnalatha, i K. S. Karthik Babu. "A Study on Impact of Dividend on Nifty Bank Stocks". Paripex - Indian Journal Of Research 3, nr 4 (15.01.2012): 1–3. http://dx.doi.org/10.15373/22501991/apr2014/90.
Pełny tekst źródłaRane, Nitish, i Pooja Gupta. "Impact of Financial Ratios on Stock Price: Evidence from Indian Listed Banks on NSE". Revista Gestão Inovação e Tecnologias 11, nr 4 (16.09.2021): 5132–44. http://dx.doi.org/10.47059/revistageintec.v11i4.2553.
Pełny tekst źródłaN., Rane,, i Gupta, P. "Impact of Financial Ratios on Stock Price: Evidence from Indian Listed Banks on NSE". CARDIOMETRY, nr 24 (30.11.2022): 449–55. http://dx.doi.org/10.18137/cardiometry.2022.24.449455.
Pełny tekst źródłaPrem, Cyano, Dr M. Babu, C. Hariharan i R. Muneeswaran. "Volatility Transmission in Indian Banking Sector". Restaurant Business 118, nr 7 (16.07.2019): 161–65. http://dx.doi.org/10.26643/rb.v118i7.8012.
Pełny tekst źródłaP, Jebah Shanthi. "The Regression Analysis of Daily Stock Returns of Nifty PSU Bank". Journal of Advanced Research in Dynamical and Control Systems 12, SP7 (25.07.2020): 1948–53. http://dx.doi.org/10.5373/jardcs/v12sp7/20202309.
Pełny tekst źródłaDR.S.RAJAMOHAN, DR S. RAJAMOHAN, i M. MUTHUKAMU M.MUTHUKAMU. "Bank Nifty Index and Other Sectoral Indices of NSe- A Comparitive Study". Paripex - Indian Journal Of Research 3, nr 4 (15.01.2012): 147–49. http://dx.doi.org/10.15373/22501991/apr2014/47.
Pełny tekst źródłaKumar Digal, Sabat, Yashmin Khatun i Braja Sundar Seet. "COVID-19 Impact on Nifty Banks: An Event Study Methodology". Journal of International Business and Economy 22, nr 1 (1.12.2020): 83–108. http://dx.doi.org/10.51240/jibe.2021.1.4.
Pełny tekst źródłaP, Triveni, i Anupama Kumari. "Impact of Demonetisation on Bank Stock". Ushus - Journal of Business Management 17, nr 3 (1.07.2018): 27–38. http://dx.doi.org/10.12725/ujbm.44.4.
Pełny tekst źródłaEt.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, nr 6 (10.04.2021): 261–66. http://dx.doi.org/10.17762/turcomat.v12i6.1363.
Pełny tekst źródłaDr.S.RAJAMOHAN, Dr S. RAJAMOHAN, i M. MUTHUKAMU M.MUTHUKAMU. "Impact of Selective Corporate Events on Price Movements of Stocks of Bank Nifty Index". Indian Journal of Applied Research 4, nr 4 (1.10.2011): 317–20. http://dx.doi.org/10.15373/2249555x/apr2014/98.
Pełny tekst źródłaMatha, Rajeev, Geetha E., Satish Kumar i Raghavendra. "Dynamic relationship between equity, bond, commodity, forex and foreign institutional investments: Evidence from India". Investment Management and Financial Innovations 19, nr 4 (20.10.2022): 65–82. http://dx.doi.org/10.21511/imfi.19(4).2022.06.
Pełny tekst źródłaR, Sharmila, Kavitha R i Ananthi S. "Technical analysis on select stocks of banking sector". Journal of Management and Science 6, nr 3 (31.12.2016): 231–42. http://dx.doi.org/10.26524/jms.2016.21.
Pełny tekst źródłaSHAIK, MUNEER, i Aditya Sejpal. "The Comparison of GARCH and ANN Model for Forecasting Volatility: Evidence based on Indian Stock Markets". Journal of Prediction Markets 14, nr 2 (11.12.2020): 103–21. http://dx.doi.org/10.5750/jpm.v14i2.1843.
Pełny tekst źródłaMamilla, Rajesh, Chinnadurai Kathiravan, Aidin Salamzadeh, Léo-Paul Dana i Mohamed Elheddad. "COVID-19 Pandemic and Indices Volatility: Evidence from GARCH Models". Journal of Risk and Financial Management 16, nr 10 (17.10.2023): 447. http://dx.doi.org/10.3390/jrfm16100447.
Pełny tekst źródłaMangla, Divya, i 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, nr 1 (30.06.2021): 08–14. http://dx.doi.org/10.53882/ijssee.2021.0601002.
Pełny tekst źródłaA.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, nr 1 (30.03.2018): 1–8. http://dx.doi.org/10.29226/tr1001.2018.5.
Pełny tekst źródłaBhatia, Parul, i Priya Gupta. "Sub-prime Crisis or COVID-19: A Comparative Analysis of Volatility in Indian Banking Sectoral Indices". FIIB Business Review 9, nr 4 (grudzień 2020): 286–99. http://dx.doi.org/10.1177/2319714520972210.
Pełny tekst źródłaDogra, Varun, Aman Singh, Sahil Verma, Abdullah Alharbi i Wael Alosaimi. "Event Study: Advanced Machine Learning and Statistical Technique for Analyzing Sustainability in Banking Stocks". Mathematics 9, nr 24 (20.12.2021): 3319. http://dx.doi.org/10.3390/math9243319.
Pełny tekst źródłaSengupta, Indrani, i Dhaval Maheta. "Stock Price Volatility of NSE Thematic Consumption Index: An Econometric Analysis". Management Insight - The Journal of Incisive Analysers 16, nr 02 (25.12.2020): 17–22. http://dx.doi.org/10.21844/mijia.16.2.3.
Pełny tekst źródłaKumar, S. S. Pavan. "An Empirical Study on Effect of Demonetization on NSE Bank Nifty Stocks using Event Study Methodology". Asian Journal of Management 9, nr 3 (2018): 1055. http://dx.doi.org/10.5958/2321-5763.2018.00165.8.
Pełny tekst źródłaKhera, Aastha, i 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, nr 2 (31.12.2020): 189–98. http://dx.doi.org/10.24818/rfb.20.12.02.06.
Pełny tekst źródłaS. 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 (31.08.2018): 108. http://dx.doi.org/10.18843/ijms/v5is5/14.
Pełny tekst źródłaKarthikeyan, P. "Correlation Analysis of Public Sector Banks and Nifty Banks with Nifty in NSE". Asian Journal of Research in Business Economics and Management 7, nr 5 (2017): 271. http://dx.doi.org/10.5958/2249-7307.2017.00055.x.
Pełny tekst źródłaPanigrahi, Ashok Kumar, Kushal Vachhani i Suman Kalyan Chaudhury. "Trend identification with the relative strength index (RSI) technical indicator –A conceptual study". Journal of Management Research and Analysis 8, nr 4 (15.12.2021): 159–69. http://dx.doi.org/10.18231/j.jmra.2021.033.
Pełny tekst źródłaReddy, Y. V., i A. Sebastin. "Interaction Between Forex and Stock Markets in India: An Entropy Approach". Vikalpa: The Journal for Decision Makers 33, nr 4 (październik 2008): 27–46. http://dx.doi.org/10.1177/0256090920080403.
Pełny tekst źródłaVijay, Vivek, i 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, nr 2 (lipiec 2015): 33–53. http://dx.doi.org/10.4018/ijamse.2015070103.
Pełny tekst źródłaGhosh, Bikramaditya, i Emira Kozarević. "Identifying explosive behavioral trace in the CNX Nifty Index: a quantum finance approach". Investment Management and Financial Innovations 15, nr 1 (3.03.2018): 208–23. http://dx.doi.org/10.21511/imfi.15(1).2018.18.
Pełny tekst źródłaAgarwal, Saurabh, i Megha Agarwal. "Back to Basics: Does Benjamin Graham Filters help identify Value Stocks on Nifty 500?" Effulgence-A Management Journal 18, nr 2 (1.07.2020): 1. http://dx.doi.org/10.33601/effulgence.rdias/v18/i2/2020/01-12.
Pełny tekst źródłaAmudha, R., K. S. Kanna, A. Dhanalakshmi i Easwaramoorthy Rangaswamy. "The dynamic causality model on foreign institutional investments and nifty indices". Multidisciplinary Science Journal 5 (29.08.2023): 2023ss0319. http://dx.doi.org/10.31893/multiscience.2023ss0319.
Pełny tekst źródłaBalasubramanian, Niranjana. "An MFDFA Study to find Herd Behaviour and Information Asymmetry during Demonetization". Ushus Journal of Business Management 19, nr 3 (26.08.2020): 41–59. http://dx.doi.org/10.12725/ujbm.52.3.
Pełny tekst źródłaP. Kumar i H. N. Archana. "A comparative study of Bollinger Bands and rate of change with reference to NIFTY". Prayukti – Journal of Management Applications 02, nr 02 (2022): 113–20. http://dx.doi.org/10.52814/pjma.2022.2205.
Pełny tekst źródłaSingh, Kamred Udham, Sun-Yuan Hsieh, Chetan Swarup i Teekam Singh. "Authentication of NIfTI Neuroimages Using Lifting Wavelet Transform, Arnold Cat Map, Z-Transform, and Hessenberg Decomposition". Traitement du Signal 39, nr 1 (28.02.2022): 265–74. http://dx.doi.org/10.18280/ts.390127.
Pełny tekst źródłaMuschelli, John, Elizabeth Sweeney i Ciprian M. Crainiceanu. "freesurfer: Connecting the Freesurfer software with R". F1000Research 7 (16.05.2018): 599. http://dx.doi.org/10.12688/f1000research.14361.1.
Pełny tekst źródłaYap, Jennifer. "I as Collage: Playwright John Ng on the Modern Immigrant Experience". Canadian Theatre Review 110 (marzec 2002): 49–52. http://dx.doi.org/10.3138/ctr.110.014.
Pełny tekst źródłaChakravarty, S., P. K. Dash, V. Ravikumar Pandi i B. K. Panigrahi. "An Evolutionary Functional Link Neural Fuzzy Model for Financial Time Series Forecasting". International Journal of Applied Evolutionary Computation 2, nr 3 (lipiec 2011): 39–58. http://dx.doi.org/10.4018/jaec.2011070104.
Pełny tekst źródłaShalini, Talwar, Shah Pranav i Shah Utkarsh. "Picking Buy-Sell Signals: A Practitioner’s Perspective on Key Technical Indicators for Selected Indian Firms". Studies in Business and Economics 14, nr 3 (1.12.2019): 205–19. http://dx.doi.org/10.2478/sbe-2019-0054.
Pełny tekst źródłaSharma, Ganesh, i Badri Aryal. "Household Economies of Chepang People in Chitwan". Economic Literature 13 (8.02.2018): 39. http://dx.doi.org/10.3126/el.v13i0.19149.
Pełny tekst źródłaDahunsi, Folasade, John Idogun i Abayomi Olawumi. "Commercial Cloud Services for a Robust Mobile Application Backend Data Storage". Indonesian Journal of Computing, Engineering and Design (IJoCED) 3, nr 1 (10.03.2021): 31–45. http://dx.doi.org/10.35806/ijoced.v3i1.139.
Pełny tekst źródła