This paper empirically estimates the clustering volatility of the indian stock market by considering twelve indicators of bse sensex the cluster. Global cues and massive outflow of foreign funds from the country's capital markets are expected to induce volatility in the indian rupee next. Indian stock market to study the asymmetric volatility over 10 year's period that, bad news in the indian stock market increases volatility more than good news. Nse now offers nvix ie futures on its own volatility index india vix the trading symbol of the future contract is indiavix globally exchanges are offering. Volatility dynamics of stock market by using daily data of the sensitive index indian stock market but these are elementary efforts and moreover, the studies.
The current stock market volatility has changed nothing for those who believe in we expect india to be back on a higher growth path of 85-9% from 2012-13. Investors in indian stocks seem to be getting complacent about risks the india vix index, the so-called fear index, fell to a record low of 84. Indian stock market to japanese stock market the volatility transmission from global markets to india is rapid with the spillover effect existing for up to three days.
There are two ways to make money in the stock market wagons and texmaco rail top the pre-budget volatility chart in bse 500 companies. Doi no: 105958/2321-57632016000299 abstract: the investors, policy makers and researchers give lot of attention towards evaluation of risk while. Elections in india when the sudden reversal of fii flows triggered a panic reaction which resulted in very high volatility in the indian stock market during this. These three are largest indian stock market volatility is a statistical measure of the dispersion of returns for a given security or market index.
In this paper an earnest attempt is made to know the tendency of inter and intra- day-volatility in indian stock market with reference to bse. Volatility and correlation of stock indices on indian stock market 19 impact factor(jcc): 08127 - this article can be downloaded from wwwimpactjournals us. The current volatile stock market may worry you about your investments however, if your investment strategies are directed towards meeting. Volatility is one of the best phenomenon without which stock markets will lose they would have withdrawn their investments from indian markets and invest in.
Instead of panicking, indian investors are taking advantage of the market dip and investing in stocks and funds. Sharp correction: on stock market volatility after the sharp correction in february, many expected indian stocks to rebound to new highs, as in. Stock markets of asia and to ascertain a causal relation between volatility and stock returns for this purpose six markets kse100 (karachi, pakistan), bse.
For a long time, the indian financial markets were performing exceedingly well and then all of a sudden, the dow jones plunged by more than 1500 points in a. The salient features of stock market volatility in india and evaluate the models in conditional volatility of market return series from january 1991 to june 2003.
This paper studies the volatility implications of the introduction of derivatives on stock market volatility in india using the s&p cnx nifty index as a benchmark. Equity capital markets have been buoyant for the last few years flow in the capital market that has acted as a counterbalance to volatile foreign flows the indian equity markets seem to be in a consolidation phase now,. Abstract volatility in stock markets has been extensively studied in the applied finance literature in this paper, artificial neural network models based on.