9788176293617 - stock market volatility in india von kaur, h. (1 Ergebnisse)

- Hardcover
Anbieter: Vedams eBooks (P) Ltd, New Delhi, IndienVedams eBooks (P) Ltd
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Hardcover. Zustand: As New. Contents: Foreword. Preface. I. Introduction to Indian stock market: 1. Overview. 2. The Indian economy-current reforms. 3. Major stock exchanges. 4. Stock price indices. II. Stock market volatility: conceptual framework: 1. Risk and return. 2. The concept of volatility. 3. Explanations for volatility…. 4. Issues concerning volatility and its measurement. 5. Importance of volatility. 6. Outline of the study. III. Studies on stock market volatility: 1. Overview. 2. Studies concerning the extent of volatility and its relationship with various factors. 3. Studies on volatility and market regulation. 4. Studies concerning the econometric modelling of time series behaviour of volatility. 5. Conclusion. IV. Extent and pattern of stock return volatility: 1. Method of investigation and analysis. 2. Empirical results. 3. Conclusions. V. Influence of certain factors on stock return volatility: 1. Volatility and company size.2. Day of the week effect. 3. Effect of foreign institutional investors' investments on stock market volatility. VI. Stock market volatility and capital adequacy and margining levels: 1. Introduction. 2. Overview of some regulatory mechanisms. 3. Volatility and margins: the theoretical background. 4. Measuring volatility: trader's versus investor's viewpoints.5. Method of analysis. 6. Analyses and results. 7. Conclusions. VII. Modelling stock market volatility: 1. Introduction. 2. Applications of volatility forecasting. 3. Forecasting volatility. 4. Conclusions and implications. VIII. Policy implications for investors and regulators: 1. 295 pp.