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Автор: Grafiati
Опубліковано: 6 вересня 2023

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Статті в журналах з теми "Stock management- India"

1

Dayanandan, Ajit, and Jaspreet Kaur Sra. "Accrual management and expected stock returns in India." Journal of Accounting in Emerging Economies 8, no. 4 (November 5, 2018): 426–41. http://dx.doi.org/10.1108/jaee-08-2016-0073.

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Анотація:
Purpose The purpose of this paper is to examine whether the stock market in India is efficient in the semi-strong form. Design/methodology/approach The study uses financial and stock market data of 1,135 listed Indian companies (non-financial) during 2003–2011 collected from Capital IQ to estimate discretionary accruals (DA) using modified Jones model (1995). The study also examines using the widely used Mishkin (1983) test to whether equity market prices accruals in India. The study is conducted for profit/loss-making firms separately as well as for a hedge portfolio of firms based on the lowest to highest accruals. Findings The empirical study of DA of 1,135 listed Indian companies (non-financial) during 2003–2011 shows that the estimated average DA of the corporate sector in India comes to 1 percent of the total assets of these firms. An empirical analysis whether equity market prices DA in India finds no evidence of investors/market pricing DA. Empirical evidence also finds that the results are invariant for profit/loss-making firms as well as portfolio of firms based on the lowest to highest accruals in the Indian context. The empirical evidence shows that the Indian equity market is inefficient with regard to the incorporation of accruals in expected returns of stocks. Research limitations/implications This study builds on the previous literature on accrual pricing in the context of the USA and developed markets. The study extends the empirics to the one of the largest emerging market economy – India. This issue is important not only to investors, but also to policy makers and researchers because the mispricing of accruals could potentially lead to misallocation of capital. The study has implications for stock/firm valuations and cost of equity/capital. Originality/value This is the first study for the pricing of accruals and test of semi-strong efficiency of the Indian stock market.
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2

G Nagarakatte, Sangeetha, and Natchimuthu Natchimuthu. "Return and volatility spillover between India, UK, USA and European stock markets: The Brexit impact." Investment Management and Financial Innovations 19, no. 1 (February 8, 2022): 121–34. http://dx.doi.org/10.21511/imfi.19(1).2022.09.

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Анотація:
The 2016 Brexit referendum created potential turmoil in financial markets. The purpose of this study is to examine the impact of the Brexit referendum on the return and volatility spillover between the EU, the UK, and the USA stock markets and the Indian stock market during the pre- and post-Brexit referendum period. The VAR and bivariate GARCH BEKK models were employed. The study results suggest that before the Brexit referendum, Indian stock market returns made no significant return spillover on the other markets. On the contrary, following the referendum, Indian stock returns significantly spilled over to France, Germany, the UK, and the USA stock market returns. The study results also identified a substantial increase in the bidirectional volatility spillover between India-France, India-UK, and India-USA during the post-Brexit referendum period. Therefore, the investors’ opportunity to invest simultaneously in India, UK, EU, and US stock markets for portfolio diversification is limited. India was affected mainly by its own past shocks before the Brexit referendum. However, after the Brexit referendum, Indian markets are getting more and more integrated with other markets. In order to reap the diversification benefits, a prudent investment strategy will need to be developed in the future, especially during times of economic and political uncertainty and market crisis.
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3

Anjana Raju, Guntur, and Sanjeeta Shirodkar. "Derivative trading and structural breaks in volatility in India: an ICSS approach." Investment Management and Financial Innovations 17, no. 2 (July 2, 2020): 334–52. http://dx.doi.org/10.21511/imfi.17(2).2020.26.

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Анотація:
Researchers argue that ignoring the structural breaks in the time-series variance can cause significant upward biases in the degree of persistence in estimated GARCH models. Against this backdrop, the present study empirically examines the effect of stock futures on the underlying stock’s volatility in India by incorporating the structural breaks with the help of ICSS test and AR (1)-GARCH (1, 1) model for 30 most liquid and actively traded underlying stocks and their associated futures contracts. The study period ranges from the 1st January 2000 or the listing date of the particular stock (whichever is prior) till 31st March 2019. The study contributes to the on-going debate regarding the effect of derivatives on the underlying stock market’s volatility in two ways. Firstly, by taking into consideration the breaks in the volatility and, secondly, studying the effect of single stock futures will allow us to evaluate company-specific response to futures trading directly. The study offers a mixed outcome for the stocks under consideration. However, there is evidence of a decline in unconditional volatility for the majority of the stocks. The overall findings indicate that trading in stock futures may not have any detrimental effect on the underlying stock’s volatility.
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4

Gupta, Anjali, and Purushottam Kumar Arya. "Impact of splits on stock splits ratios around announcement day: empirical evidence from India." Investment Management and Financial Innovations 17, no. 3 (October 6, 2020): 345–59. http://dx.doi.org/10.21511/imfi.17(3).2020.26.

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Анотація:
Stock split should not have any impact on share prices, and there should be no value creation. The purpose of this study is to find any impact of stock splits announced in India between 1999 and 2019 on stock returns. The study aims to find differences in the impact of stock splits on stock returns with differences in stock split ratios. To examine the impact, the study includes 224 splits and adopts the standard event study methodology to find results. The presence of an abnormal return around split announcement day is the main factor, which determines the impact of stock split on the stocks. Average Abnormal Returns and Cumulative Average Abnormal Returns on percentage basis, z-test and p-value are used to statistically analyze the impact on stock prices around the announcement day of splits. These tests are used across different window periods (e.g., 20 days, 10 days and 5 days) around the event day (announcement day) to check if the impact of the event continues or decreases over time. The results point to a significant positive impact of stock splits on the returns of stock around the day the split was announced. The results also show that the impact is stronger for stock splits with ratios 10:1 (2.72 percent) and 10:2 (2.14 percent). It can be suggested that 10:1 and 10:2 are the most popular split ratios that receive maximum ongoing response to splits in the announcement window.
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5

Sahu, Tarak Nath, and Krishna Dayal Pandey. "Money Supply and Equity Price Movements During the Liberalized Period in India." Global Business Review 21, no. 1 (March 22, 2018): 108–23. http://dx.doi.org/10.1177/0972150918761084.

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Анотація:
This study attempts to contribute towards the prevalent understanding and the extant literatures on the effect of changes in money supply as an important monetary policy shock on the stock prices of India by using a time-varying parameter models with vector autoregressive specification during the period 1996 to 2016. The result of Johansen’s cointegration test suggests a significantly positive long-run co-movement between the growth of money supply and stock prices in India but the result of vector error correction model (VECM) does not exhibit any significant relationship in short run. Further, the error correction term of the VECM reveals a long-run unidirectional causality from money supply to stock prices. However, the Granger causality test confirms that the growth rate of money supply does not cause the stock market movement in India in short run. Finally, the variance decomposition analysis reveals that both the Indian stock markets are strongly exogenous in the sense that shocks to money supply explain only a small portion of the forecast variance error of the market indices. Again, the impulse response function analysis indicates that a positive shock in money supply has a small but persistently positive effect on stock prices in India.
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6

Sehgal, Sanjay, and Meenakshi Gupta. "Tests of Technical Analysis in India." Vision: The Journal of Business Perspective 11, no. 3 (July 2007): 11–23. http://dx.doi.org/10.1177/097226290701100303.

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Анотація:
The study evaluates the economic feasibility of technical analysis in the Indian stock market. It discusses that technical indicators do not outperform Simple Buy and Hold strategy on net return basis for individual stocks. Technical indicators seem to do better during market upturns compared to market downturns. However, technical based trading strategies are not feasible vis-à-vis passive strategy irrespective of market cycle conditions. Technical indicators also do not provide economically significant profit for industry as well as economy based data. Combining fundamentals with technical information, we find, that technical indicators are more profitable for small stocks compared to big stocks and for high value stocks compared to low value stocks. However, the economic feasibility of fundamentals' based technical strategies is still questionable. Our results seem to confirm with the efficient market hypothesis.
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7

Kumar, Gaurav, and Arun Kumar Misra. "Long run commonality in Indian stocks: empirical evidence from national stock exchange of India." Journal of Indian Business Research 12, no. 4 (May 20, 2020): 441–58. http://dx.doi.org/10.1108/jibr-09-2016-0091.

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Анотація:
Purpose The purpose of this paper is to investigate long-run commonality in liquidity using multiple proxies computed from limited order book data of NIFTY50 stocks. The findings indicate the existence of systematic liquidity or commonality on NIFTY50 market and comprising industries. Design/methodology/approach The sample comprises all intraday transactions corresponding to NIFTY 50 stocks for April 2015. The study runs firm by firm time series regressions to test the concept of long-run commonality, while controlling other effects. Findings Strong evidence is found in support of long-run commonality across three liquidity measures. On the basis of significance (10%) of long-run commonality beta (βLR), the strength of long-run commonality is found to be highest in natural resources and infrastructure sector. Portfolios having greater exposure to these sectors will face diversification risk to a great extent. Practical implications Knowledge of long-run commonality helps portfolio managers in formulating diversification strategies and reshuffling the portfolio over the period. Commonality risk being non-diversifiable is a policy concern for regulators and central bankers. Its empirical evidence will assist in managing exchange organization and thus preventing market crashes because of sudden liquidity evaporation. Originality/value Although there are recent studies documenting commonality in short run, little empirical work has been done on commonality in the long run and in emerging markets such as India. This research contributes to the literature by testing concept of commonality in long-run on NIFTY50 stocks using detailed transaction data from National Stock Exchange.
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8

Bhattacharjee, Nayanjyoti, and Anupam De. "A Perspective on Industry Classification and Market Reaction to Corporate News: Evidence from India." Scientific Annals of Economics and Business 65, no. 1 (March 1, 2018): 31–50. http://dx.doi.org/10.2478/saeb-2018-0001.

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Анотація:
Abstract In this paper, we provide a cross-industry perspective on the market reaction to different corporate news in the context of Indian stock market. We have studied the price and volume movements associated with eight broadly defined news categories namely Analyst Calls, Earnings, Earnings Forecasts, Finance, Legal and Regulatory, Management, Operations and Restructuring. We have employed the standard event study methodology on a sample of stocks listed on the National Stock Exchange of India for the purpose of our study. We observe that the market reaction to firm specific corporate news varies according to the type of news across different industry groups. We also observe that the sentiment of the news is a critical factor which influences the market reaction to such news flow across industry groups. We also provide a cross-industry perspective on the relative importance of different corporate news categories after taking into account the sentiment of the news in the context of Indian stock market.
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9

T. A., Krishna, and Suresha B. "Do geopolitical tensions instigate mindless following in stock markets? An empirical enquiry into the indices of CNX Nifty HFT." Investment Management and Financial Innovations 18, no. 2 (June 24, 2021): 335–49. http://dx.doi.org/10.21511/imfi.18(2).2021.27.

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Анотація:
Geopolitical tensions between nations play a crucial role in triggering volatility and affecting the investors’ behavior in stock markets. This empirical work attempts to detect the traces of herding and bubble embedded in the Indian stock indices of CNX Nifty 50 and CNX Nifty 100 (both in High-Frequency Trading domains) during the latest events of geopolitical tensions escalated between India-China and India-Pakistan. An event window approach is employed to capture the impact of these events on herding behavior and information uncertainty in the considered stock indices. Multifractal Detrended Fluctuation Analysis (MFDFA) is applied to compute the Hurst value in all the trading days of the event window. The results of both indices exhibit conclusive evidence of herding and bubble formation during the overall period of geopolitical tensions between India-China and India-Pakistan. However, the degree of herding in the stock indices intensifies to a profound pattern when the tensions between India and China escalated into deadly violent clashes, and also during the heightened tensions between India and Pakistan that eventually ended up in airstrikes across the boundaries. The overall level of information uncertainty depicted by entropy is within control. The volatility in these stock indices has been confirmed to follow a unidirectional pattern. AcknowledgementsThe authors express their sincere thanks of gratitude to Dr. Bikramaditya Ghosh (Professor, Department of Finance and Analytics, RV Institute of Management, Bangalore, India) for his instrumental role in encouraging and motivating them to accomplish this research task. The authors also extend their sincere thanks to Dr. Manu K.S. (Assistant Professor, School of business and management, CHRIST (Deemed to be university), Bangalore, India) for his continued support throughout this empirical investigation.
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10

Baker, H. Kent, and Sujata Kapoor. "Why Indian firms issue stock distributions." Managerial Finance 41, no. 7 (July 13, 2015): 658–72. http://dx.doi.org/10.1108/mf-08-2014-0213.

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Анотація:
Purpose – The purpose of this paper is to investigate the opinions of managers of Indian firms on stock splits and bonus shares (stock dividends) and relate them to explanations for stock distributions identified in the prior literature. Design/methodology/approach – The authors use descriptive statistics from a mail survey to the company secretaries of 500 firms listed on the National Stock Exchange of India to elicit their responses about statements involving stock splits and bonus shares. Findings – The survey evidence shows that among the competing motives for stock splits, the liquidity hypothesis receives the highest level of support followed by the attention-getting variant of the signaling hypothesis, signaling, and the preferred trading range hypotheses. Regarding bonus shares, respondents express strong support for the retained earnings, liquidity, and signaling hypotheses but lesser support for the cash substitution and preferred trading range hypotheses. Research limitations/implications – The survey evidence provides new insights into the stated motivations for stock distributions, especially bonus shares, among Indian firms but the ability to generalize the results is tempered by the relatively small number of respondents. This limits the ability to test for statistically significant differences between the various competing hypotheses. Hence, the results are suggestive rather than definitive. Practical implications – The survey evidence suggests that no single explanation dominates all others for issuing stock splits or bonus shares in India. Thus, managers have multiple reasons for engaging in stock distributions. Originality/value – Few studies use survey methodology to examine Indian dividend policy. Given the dearth of survey evidence on stock distributions among Indian firms, this study not only updates the limited evidence on stock splits but also provides the first survey evidence about managerial views on bonus shares.
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Дисертації з теми "Stock management- India"

1

Rao, 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.

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Анотація:
Over the Counter Exchange of India (OTCEI) was established in 1992 mainly to provide a platform for small and medium sized companies to raise money for their capital requirements. It is a well defined dealer market with market makers giving bid and ask quotes. It was established with state-of-the art technology with ringless, scripless trading. In this study, we develop a theoretical model to decompose spread into its three components in a dealer market. This model is further empirically examined by using OTCEI data. We find that Inventory holding cost to be the highest on OTCEI followed by Adverse Information cost and Order Processing cost. The result reflects market microstructure which is peculiar to OTCEI. The methodology developed in this study is basically a generalization of S toll's (1989) methodology. . Roll(1984) shows that in a pure order processing world, spread equals the square root of negative of serial covariances of successive differences of transaction prices. Stoll (1989) relates spread to the covariance of successive difference of transaction prices and that of the quotes. Stoll introduces two parameters, 5, which is a measure of magnitude of price change and JI, the probability of reversal of type of transaction, that is, from Bid to Ask or vice-versa, to model the Bid/Ask price movements from one transaction to the next. Thus Stoll, from this model, establishes a theoretical relationship between serial covariances of successive differences of transaction and quote returns and spread. 5 and n are estimated via regression of serial covariances of transaction and quote, returns on average proportional spread square. With these two parameters, Stoll finally decomposes spread into three components. δ, is the amount of price change between transactions for two reasons- Inventory holding reason and adverse information reason. Stoll explains these price changes due to two reasons with just one parameter, 5. This forms the main motivation of this study. In our study, we let 8 assume two different values, 5i and 82 which attempts to capture the price changes due to the two different causes viz inventory holding and adverse information. It is convenient to think of these two S's being associated with two different states of transactions. However, these states themselves are indeterminate . In other words, the price change could be due to inventory reasons, or due to trading with an informed trader, or due to both. Thus, while Stoll assumes only one 8, in our study, we have two different values of 8. Thus, with three parameters, 81, 82 and n, this study attempts to estimate the relevant parameters and realistically decompose the three components of spread in a dealer market. Just like Stoll, the developed theoretical model also relates serial covariances of transaction price changes and quoted price changes to spread square. However, unlike Stoll, now there are 3 parameters, namely, 5j, 82 and n. As it is impossible to solve three unknowns with just two equations, it becomes necessary to introduce one more equation relating the three parameters to the spread. It is here that we introduce, for the first time, the serial covariance of the second order differences of the transaction price changes, which is related to spread via an equation. Intuitively, we can explain this relationship using Roll's result. Roll(1984) has shown that spread equals square root of the negative serial covariances of transaction price changes in a pure order processing world. Since the second order difference is nothing but the rate of price changes, it also must be related to spread, since the price change themselves are related to it, empirically, we find that spread square significantly affects the serial covariance of second order difference of price changes as well. Besides explaining the price changes with just one 5, Stoll's method of decomposition is not realistic. Though his method of decomposition does yield three components of spread, in reality, it lumps Adverse information cost and Inventory holding cost together. In our study, we make use of the state-of-the art Huang and Stoll's (1997) methodology of decomposition of spread. We first embed the developed theoretical price-movement model into that of Huang and S toll's this yields a functional relationship between 5i and 52 and a and |3 of Huang and Stoll, which directly refers to the adverse information and inventory holding components respectively. Thus, in our study, we realistically decompose the components of spread and OTCEI and empirically too, we find that the components estimated from our methodology does reflect the market microstructure of OTCEI. Apart from developing and empirically testing the theoretical model, we also see if it fits the observed data on OTCEI. We find that the theoretical model does not exactly conform to the observed data in OTCEI, necessitating some empirical fine-tuning. We build an empirical model which is again used to get the three components of spread. We also estimate components of spread in OTCEI using Stoll's and Huang and Stoll's methodology and we compare them with the estimates obtained using our methodology. We find that Stoll's methodology overstates the Adverse information component of spread and understates the inventory holding component of spread and Huang and Stoll's methodology and Our methodology and model yields estimates of components of spread which is more in tune with the market micros tructure of OTCEI. The estimates obtained from empirical model too conforms to the market microstructure of OTCEI.
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2

Biyani, Abhishek. "An Event Study to understand the Varied Response of Demonetization on the Indian Stock Exchange." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1860.

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Анотація:
On the 8th of November, 2016, Prime Minister Modi declared all Rs. 500 and Rs. 1000 notes in circulation, constituting 86% of the currency, to be illegal tender for transactions. All the currency had to be deposited into bank accounts, and new notes would be issued. Amounts deposited over Rs. 250,000 (approx. USD 4000) would face tax scrutiny. The reasoning given for this was to curb corruption, terrorism financing and counterfeiting. This led to a scramble in the economy, giving rise to many dubious schemes for evading the consequences of this policy. There was a significant loss in income for people, however, they were willing to bear the short term pain, in the promise of medium to long term gain. Economists and political thinkers are divided on the merits of this matter. We tested the varied effect of demonetization on the Indian economy by examining the returns of the National Stock Exchange using the Event Study Methodology in the immediate period following demonetization. We found a statistically significant decline in consumption sectors. This was largely driven by decline in the ability to spend. Public Sector Banks (PSBs) saw huge positive abnormal returns, while the Private Banks recorded a lagged negative effect. This may be because the PSBs were riddled with NPAs and in dire need of liquidity, or because of the market’s differentiated perception of corruption within these portfolios. We also find State-Owned Companies to benefit from the announcement.
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3

Duncan, Murray. "The genetic stock structure and distribution of Chrysoblephus Puniceus, a commercially important transboundary linefish species, endemic to the South West Indian Ocean." Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1011868.

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Анотація:
Chrysoblephus puniceus is an over-exploited linefish species, endemic to the coastlines off southern Mozambique and eastern South Africa. Over-exploitation and habitat loss are two of the biggest threats to the sustainability of fisheries globally. Assessing the genetic stock structure (a prerequisite for effective management) and predicting climate related range changes will provide a better understanding of these threats to C. puniceus which can be used to improve the sustainability of the fishery. Two hundred and eighty four genetic samples were collected from eight sampling sites between Ponta da Barra in Mozambique and Coffee Bay in South Africa. The mitochondrial control region and ten microsatellite loci were amplified to analyse the stock structure of C. puniceus. The majority of microsatellite and mtDNA pairwise population comparisons were not significant (P > 0.05) although Xai Xai and Inhaca populations had some significant population comparisons for mtDNA (P < 0.05). AMOVA did not explain any significant variation at the between groups hierarchical level for any pre-defined groupings except for a mtDNA grouping which separated out Xai Xai and Inhaca from other sampling sites. SAMOVA, isolation by distance tests, structure analysis, principle component analysis and spatial autocorrelation analysis all indicated a single population of C. puniceus as being most likely. The migrate-n analysis provided evidence of current driven larval transport, with net migration rates influenced by current dynamics.Two hundred and thirty six unique presence points of C. puniceus were correlated with seasonal maximum and minimum temperature data and bathymetry to model the current distribution and predict future distribution changes of the species up until 2030. Eight individual species distribution models were developed and combined into a mean ensemble model using the Biomod2 package. Winter minimum temperature was the most important variable in determining models outputs. Overall the ensemble model was accurate with a true skills statistic score of 0.962. Binary transformed mean ensemble models predicted a northern and southern range contraction of C. puniceus' distribution of 15 percent; by 2030. The mean ensemble probability of occurrence models indicated that C. puniceus' abundance is likely to decrease off the southern Mozambique coastline but remain high off KwaZulu-Natal. The results of the genetic analysis support the theory of external recruitment sustaining the KwaZulu Natal fishery for C. puniceus. While the high genetic diversity and connectivity may make C. puniceus more resilient to disturbances, the loss of 15 percent; distribution and 11 percent; genetic diversity by 2030 will increase the species vulnerability. The decrease in abundance of C. puniceus off southern Mozambique together with current widespread exploitation levels could result in the collapse of the fishery. A single transboundary stock of C. puniceus highlights the need for co-management of the species. A combined stock assessment between South Africa and Mozambique and the development of further Marine Protected Areas off southern Mozambique are suggested as management options to minimise the vulnerability of this species.
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4

Dammannagoda, Acharige Sudath Terrence. "Genetic stock structure and inferred migratory patterns of skipjack tuna (Katsuwonus pelamis) and yellowfin tuna (Thunnus albacares) in Sri Lankan waters." Thesis, Queensland University of Technology, 2007. https://eprints.qut.edu.au/16479/1/Sudath_Dammanngoda_Thesis.pdf.

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Анотація:
Tuna are the major marine fishery in Sri Lanka, and yellowfin tuna (YFT) (Thunnus albacares) and skipjack tuna (SJT) (Katsuwonus pelamis) represent 94% of all tuna caught. The tuna catch in Sri Lanka has increased rapidly over recent years and this is true generally for the Indian Ocean. Tuna are a major animal protein source for 20 million people in Sri Lanka, while marine fisheries provide the main income source for most Sri Lankan coastal communities. While the importance of the fishery will require effective stock management practices to be employed, to date no genetic studies have been undertaken to assess wild stock structure in Sri Lankan waters as a basis for developing effective stock management practices for tuna in the future. This thesis undertook such a genetic analysis of Sri Lankan T. albacares and K. pelamis stocks. Samples of both YFT and SJT were collected over four years (2001 - 2004) from seven fishing grounds around Sri Lanka, and also from the Laccadive and Maldive Islands in the western Indian Ocean. Partial mitochondrial DNA (mtDNA) ATPase 6 and 8 genes and nuclear DNA (nDNA) microsatellite variation were examined for relatively large samples of each species to document genetic diversity within and among sampled sites and hence to infer stock structure and dispersal behaviour. Data for YFT showed significant genetic differentiation for mtDNA only among specific sites and hence provided some evidence for spatial genetic structure. Spatial Analysis of Molecular Variance (SAMOVA) analysis suggests that three geographically meaningful YFT groups are present. Specifically, one group comprising a single site on the Sri Lankan west coast, a second group comprising a single site on the east coast and a third group of remaining sites around Sri Lanka and the Maldive Islands. Patterns of variation at nDNA loci in contrast, indicate extensive contemporary gene flow among all sites and reflect very large population sizes. For SJT, both mtDNA and nDNA data showed high levels of genetic differentiation among all sampling sites and hence evidence for extensive spatial genetic heterogeneity. MtDNA data also indicated temporal variation within sites, among years. As for YFT, three distinct SJT groups were identified with SAMOVA; The Maldive Islands in the western Indian Ocean comprising one site, a second group comprising a single site on the east coast and a third group of remaining sites around Sri Lanka and the Laccadive Islands. The mtDNA data analyses indicated two divergent (M^ = 1.85% ) SJT clades were present among the samples at all sample sites. SJT nDNA results support the inference that multiple 'sub populations' co-exist at all sample sites, albeit in different frequencies. It appears that variation in the relative frequencies of each clade per site accounts for much of the observed genetic differentiation among sites while effective populations remain extremely large. Based on combined data sets for management purposes therefore, there is no strong evidence in these data to indicate that more than a single YFT stock is present in Sri Lankan waters. For SJT however, evidence exists for two divergent clades that are admixed but not apparently interbreeding around Sri Lanka. The identity of spawning grounds of these two clades is currently unknown but is likely to be geographically distant from Sri Lanka. Spawning grounds of the two distinct SJT clades should be identified and conserved.
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5

Dammannagoda, Acharige Sudath Terrence. "Genetic stock structure and inferred migratory patterns of skipjack tuna (Katsuwonus pelamis) and yellowfin tuna (Thunnus albacares) in Sri Lankan waters." Queensland University of Technology, 2007. http://eprints.qut.edu.au/16479/.

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Анотація:
Tuna are the major marine fishery in Sri Lanka, and yellowfin tuna (YFT) (Thunnus albacares) and skipjack tuna (SJT) (Katsuwonus pelamis) represent 94% of all tuna caught. The tuna catch in Sri Lanka has increased rapidly over recent years and this is true generally for the Indian Ocean. Tuna are a major animal protein source for 20 million people in Sri Lanka, while marine fisheries provide the main income source for most Sri Lankan coastal communities. While the importance of the fishery will require effective stock management practices to be employed, to date no genetic studies have been undertaken to assess wild stock structure in Sri Lankan waters as a basis for developing effective stock management practices for tuna in the future. This thesis undertook such a genetic analysis of Sri Lankan T. albacares and K. pelamis stocks. Samples of both YFT and SJT were collected over four years (2001 - 2004) from seven fishing grounds around Sri Lanka, and also from the Laccadive and Maldive Islands in the western Indian Ocean. Partial mitochondrial DNA (mtDNA) ATPase 6 and 8 genes and nuclear DNA (nDNA) microsatellite variation were examined for relatively large samples of each species to document genetic diversity within and among sampled sites and hence to infer stock structure and dispersal behaviour. Data for YFT showed significant genetic differentiation for mtDNA only among specific sites and hence provided some evidence for spatial genetic structure. Spatial Analysis of Molecular Variance (SAMOVA) analysis suggests that three geographically meaningful YFT groups are present. Specifically, one group comprising a single site on the Sri Lankan west coast, a second group comprising a single site on the east coast and a third group of remaining sites around Sri Lanka and the Maldive Islands. Patterns of variation at nDNA loci in contrast, indicate extensive contemporary gene flow among all sites and reflect very large population sizes. For SJT, both mtDNA and nDNA data showed high levels of genetic differentiation among all sampling sites and hence evidence for extensive spatial genetic heterogeneity. MtDNA data also indicated temporal variation within sites, among years. As for YFT, three distinct SJT groups were identified with SAMOVA; The Maldive Islands in the western Indian Ocean comprising one site, a second group comprising a single site on the east coast and a third group of remaining sites around Sri Lanka and the Laccadive Islands. The mtDNA data analyses indicated two divergent (M^ = 1.85% ) SJT clades were present among the samples at all sample sites. SJT nDNA results support the inference that multiple 'sub populations' co-exist at all sample sites, albeit in different frequencies. It appears that variation in the relative frequencies of each clade per site accounts for much of the observed genetic differentiation among sites while effective populations remain extremely large. Based on combined data sets for management purposes therefore, there is no strong evidence in these data to indicate that more than a single YFT stock is present in Sri Lankan waters. For SJT however, evidence exists for two divergent clades that are admixed but not apparently interbreeding around Sri Lanka. The identity of spawning grounds of these two clades is currently unknown but is likely to be geographically distant from Sri Lanka. Spawning grounds of the two distinct SJT clades should be identified and conserved.
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Otwoma, Levy Michael [Verfasser], Hauke [Akademischer Betreuer] Reuter, Martin [Gutachter] Zimmer, and Hauke [Gutachter] Reuter. "Connectivity and exploitation of Acanthurus triostegus and Acanthurus leucosternon in the Indian Ocean : Application of genetics and single stock assessment to aid coral reef management / Levy Michael Otwoma ; Gutachter: Martin Zimmer, Hauke Reuter ; Betreuer: Hauke Reuter." Bremen : Staats- und Universitätsbibliothek Bremen, 2018. http://d-nb.info/1171420498/34.

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Книги з теми "Stock management- India"

1

Buyback of shares in India. New Delhi: New Century Publications, 2008.

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Madhusoodanan, T. P. Portfolio management and Beta: An appraisal of the Indian Stock Market. Mumbai: UTI Institute of Capital Markets, 1996.

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Gopalsamy, N. Capital issues and SEBI guidelines: Including project management & project finance. Delhi: South Asia Publications, 1994.

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4

Pande, Alok. Studying earnings management in initial public offerings (IPOS) and its impact on IPO pricing in India. Bangalore: Fellow Programme in Management, Indian Institute of Management Bangalore, 2009.

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5

Food and Agriculture Organization of the United Nations., ed. Review of the state of world marine capture fisheries management: Indian Ocean. Rome, Italy: Food and Agriculture Organization of the United Nations, 2006.

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6

Office, General Accounting. Financial management: Defense accounting adjustments for stock fund obligations are illegal : report to the Secretary of Defense. Washington, D.C: The Office, 1987.

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Indian Ocean Fishery Commission. Committee for the Management of Indian Ocean Tuna. Session. Report of the eleventh session of the Committee for the Management of Indian Ocean Tuna: Bangkok, Thailand, 9-12 July 1990. Rome: Food and Agriculture Organization of the United Nations, 1990.

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8

Office, General Accounting. Financial management: Operating cash requirement for Air Force stock fund can be reduced : report to the chairman, Subcommittee on Defense, Committee on Appropriations, House of Representatives. Washington, D.C: The Office, 1989.

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Office, General Accounting. Financial management: Analysis of operating cash balance of the Defense Logistics Agency's stock fund : report to the chairman, Subcommittee on Defense, House Committee on Appropriations, House of Representatives. Washington, D.C: The Office, 1990.

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10

Office, General Accounting. Financial management: Analysis of operating cash balance of the Defense Logistics Agency's stock fund : report to the chairman, Subcommittee on Defense, House Committee on Appropriations, House of Representatives. Washington, D.C: The Office, 1990.

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Частини книг з теми "Stock management- India"

1

Dhir, Sanjay, and Sushil. "National Stock Exchange of India." In Flexible Systems Management, 163–81. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-7064-9_10.

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Panda, Brahmadev. "Ownership concentration, institutional ownership and stock return: The case of India." In Advances in Management Research, 78–90. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003366638-7.

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3

Verma, Ruchita, Dhanraj Sharma, and Heavendeep Singh. "Day-of-week-effect in stock market of India: A case study of sectoral indices." In Advances in Management Research, 197–209. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003366638-13.

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Rai, Prakash, Gopal Shukla, Vineeta, Jahangeer A. Bhat, and Sumit Chakravarty. "Carbon Stock Assessment in Sub-humid Tropical Forest Stands of the Eastern Himalayan Foothills." In Conservation, Management and Monitoring of Forest Resources in India, 259–81. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-98233-1_10.

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Jana, Bipal K., Soumyajit Biswas, Sashi Sonkar, Mrinmoy Majumder, Pankaj Roy, and Asis Mazumdar. "Estimation of Soil Carbon Stock and Soil Respiration Rate of Recreational and Natural Forests in India." In Impact of Climate Change on Natural Resource Management, 329–43. Dordrecht: Springer Netherlands, 2010. http://dx.doi.org/10.1007/978-90-481-3581-3_18.

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Jothimani, Dhanya, Ravi Shankar, and Surendra S. Yadav. "Portfolio Selection in Indian Stock Market Using Relative Performance Indicator Approach." In Flexible Systems Management, 185–201. Singapore: Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-4888-3_12.

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Kanojia, Sunaina, Deepti Singh, and Ashutosh Goswami. "Behavioural Biases and Trading Volume: Empirical Evidence from the Indian Stock Market." In Advances in Management Research, 115–26. Boca Raton, FL: CRC Press/Taylor & Francis Group, 2020. | Series: Mathematical engineering, manufacturing, and management sciences: CRC Press, 2019. http://dx.doi.org/10.1201/9780429280818-8.

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Malakar, Sourav, Saptarsi Goswami, Amlan Chakrabarti, and Basabi Chakraborty. "A Hybrid and Adaptive Approach for Classification of Indian Stock Market-Related Tweets." In Data Management, Analytics and Innovation, 325–42. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-9364-8_24.

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Chopra, Nikita. "Time and Frequency Analysis Using the ARMA Model: Evidence from the Indian Stock Market." In Advances in Management Research, 101–14. Boca Raton, FL: CRC Press/Taylor & Francis Group, 2020. | Series: Mathematical engineering, manufacturing, and management sciences: CRC Press, 2019. http://dx.doi.org/10.1201/9780429280818-7.

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Anil Kumar, Nadesa Panicker, Amsad Ibrahim Khan Saleem Khan, and Vaniyan Balakrishnan. "Coffee, Climate and Biodiversity: Understanding the Carbon Stocks of the Shade Coffee Production System of India." In Climate Change Management, 113–34. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-98681-4_7.

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Тези доповідей конференцій з теми "Stock management- India"

1

T, Praveen Kumar, Mallieswari R, and Kirupa Priyadarsini M. "Predicting Stock Market Price Movement Using Machine Learning Technique: Evidence from India." In 2022 Interdisciplinary Research in Technology and Management (IRTM). IEEE, 2022. http://dx.doi.org/10.1109/irtm54583.2022.9791640.

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Mathur, Neeti, and Himanshu Mathur. "APPLICATION OF GARCH MODELS FOR VOLATILITY MODELLING OF STOCK MARKET RETURNS: EVIDENCES FROM BSE INDIA." In 11th Business & Management Conference, Dubai. International Institute of Social and Economic Sciences, 2020. http://dx.doi.org/10.20472/bmc.2020.011.009.

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Dias, Rui, Paula Heliodoro, Paulo Alexandre, and Cristina Vasco. "THE SHOCKS BETWEEN OIL MARKET TO THE BRIC STOCK MARKETS: A GENERALIZED VAR APPROACH." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.2020.25.

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The pandemic (Covid-19) has affected the global economy, and the impact on financial markets seems inevitable. In view of these events, this essay aims to analyse the shocks between the stock market indices of Brazil (BOVESPA), China (SSEC) India (SENSEX), Russia (IMOEX) and oil (WTC), in the period from January 2, 2019 to May 29, 2020. In order to carry out this analysis, different approaches were undertaken with a view to gauging whether (i) the global pandemic has accentuated the shocks between the BRIC financial markets and the WTC? The daily yields do not have normal distributions, show negative asymmetries, leptokurtic, and exhibit conditional heteroscedasticity. In general, we find evidence that the WTC causes the markets of Russia and India, China does not cause any market, and Brazil is not caused by any market analysed. On the other hand, short-term market shocks are relevant and create some arbitrage opportunities. However, our study did not analyse anomalous returns in these financial markets. These findings also open space for market regulators to take action to ensure better information between international financial markets.
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Nikita, B., P. Balasubramanian, and Lakshmi Yermal. "Impact of key macroeconomic variables of India and USA on movement of the Indian stock return in case of S&P CNX nifty." In 2017 International Conference on Data Management, Analytics and Innovation (ICDMAI). IEEE, 2017. http://dx.doi.org/10.1109/icdmai.2017.8073536.

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Heliodoro, Paula, Rui Dias, Paulo Alexandre, and Cristina Vasco. "INTEGRATION IN BRIC STOCK MARKETS: AN EMPIRICAL ANALYSIS." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.s.p.2020.33.

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This paper aims to analyse financial integration in the markets of Brazil, China, India and Russia (BRIC’s), from July 2015 to June 2020, being the sample split in pre and during the global pandemic (Covid-19). In order to carry out this analysis, different approaches were undertaken to analyse two issues, namely, whether: (i) the global pandemic has accentuated the interdependencies in the BRIC financial markets? If so, how it has influenced the efficiency of portfolio diversification. The results suggest very significant levels of integration, in the Covid period these evidences diminish the chances of portfolio diversification in the long term. In turn, the analysis of the relationship between markets, in the short term, through the impulse response functions, in a period of global pandemic, shows positive/negative movements, with statistical significance, with persistence exceeding one week. In addition, there was no immediate adjustment in prices between markets, due to the high levels of shocks identified. Regarding the implementation of efficient portfolio diversification strategies, we consider that a good option for investors would be to avoid investments in stock markets. In this sense, one suggestion could be to invest in derivatives, gold and sovereign debt markets, with the purpose of diversifying portfolios and mitigating the risk arising from the global pandemic. The authors consider that the results achieved are of interest to investors seeking opportunities in these exchanges, as well as to policy makers to undertake institutional reforms in order to increase the efficiency of stock markets and promote the sustainable growth of financial markets.
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Dias, Rui, Paula Heliodoro, Paulo Alexandre, and Maria Manuel. "EVIDENCE OF INTRADAY MULTIFRACTALITY IN BRIC STOCK MARKETS: AN ECONOPHYSICS APPROACH." In Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.s.p.2020.57.

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The pandemic outbreak (Covid-19) has affected the global economy, and the impact on financial markets seems inevitable. In view of these events, this essay intends to analyse the efficiency, in its weak form, in the BRIC markets, namely the stock indexes of Brazil (BRAZIL IBOVESPA), China (Shanghai Stock Exchange), India (S&P BSE SENSEX), Russia (MOEX Russia). The data are intraday (1 hour), from May 2019 to May 2020; to obtain more robust results, we divided the sample into time scales up to 5 days (Period I), and above 10 days (Period II), in a complementary way, and we use the opening and closing prices to estimate the adjustment time of each market. The results indicate that the BRIC markets have significant persistence (over 10 days), which may jeopardize market efficiency, in its weak form. On the other hand, the low initial correlation in certain stock indexes may create some arbitrage opportunities. However, our study did not analyse anomalous meturns in these financial markets. These conclusions also open space for market regulators to take measures to ensure better information between these markets and international ones.
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Nair, M. Ankitha, Balasubramanian, and Lakshmi Yermal. "Factors influencing herding behavior among Indian stock investors." In 2017 International Conference on Data Management, Analytics and Innovation (ICDMAI). IEEE, 2017. http://dx.doi.org/10.1109/icdmai.2017.8073535.

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"IMPACT OF FOREIGN INSTITUTIONAL INVESTMENT ON INDIAN STOCK MARKET." In International Conference on Research in Business management & Information Technology. ELK ASIA PACIFIC JOURNAL, 2015. http://dx.doi.org/10.16962/elkapj/si.bm.icrbit-2015.6.

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Agarwal, Shweta, Utkarsh Goel, and Shailendra kumar. "News media sentiments and Stock markets: the Indian perspective." In 2020 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM). IEEE, 2020. http://dx.doi.org/10.1109/ieem45057.2020.9309870.

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10

Banerjee, Debadrita. "Forecasting of Indian stock market using time-series ARIMA model." In 2014 2nd International Conference on Business and Information Management (ICBIM). IEEE, 2014. http://dx.doi.org/10.1109/icbim.2014.6970973.

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