Dynamics of Indian stock market volatility

Isha Narula

International Journal of Innovation and Sustainable Development, 2022, vol. 16, issue 2, 155-171

Abstract: The market volatility is one of the most pioneering topics in financial literature. If any potential investor understands the pattern of volatility, the prediction becomes easier and bagging profits becomes convenient. It has been observed that whenever a new piece of information hit the market, investors react in their own respective ways. Given piece of information may or may not be that useful for the prediction purposes. So, this research study is basically focusing on budgetary announcements and their impact on market sentiments and investment behaviour. The present study however, concentrated on volatility clustering before and after the event.

Keywords: market volatility; efficiency; volatility clustering; GARCH; CRR; SLR; RRR. (search for similar items in EconPapers)
Date: 2022
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.inderscience.com/link.php?id=121779 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ids:ijisde:v:16:y:2022:i:2:p:155-171

Access Statistics for this article

More articles in International Journal of Innovation and Sustainable Development from Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().