152 chapter-5 stock market volatility in india 51 introduction financial markets exhibit dramatic movements, and stock prices may appear too volatile to be justified by changes in. In finance, volatility (symbol σ) is the degree of variation of a trading price series over time as measured by the standard deviation of logarithmic returns historic volatility measures a.
Volatility in indian stock markets piyush kumar chowhan & vasant shukla xavier institute of management, bhubaneswar, india [email protected] 1 introduction. Do futures and options trading increase stock market volatility paper explores the impact ofthe introduction of derivative trading on cash market volatility u sing data on stock index. Share on facebook, opens a new window share on twitter, opens a new window share on linkedin share by email, opens mail client a project report on stock market is being prepared in attempts.
2 nse working paper india volatility index (india vix) and risk management in the indian stock market prepared by m thenmozhi1 2and abhijeet chandra abstract this study examines the. This paper is intended to study stock market volatility in indian stock market over 15 years’ daily data the remaining part of the paper is organized in such way that section 2 will deal. Market volatility in indian stock market, compared to the european counterparts this paper provides evidence on main features of volatility in the stock markets of india and.
Forecasting volatility and pricing option: an empirical evaluation of indian stock market doi: 109790/487x-1907010108 wwwiosrjournalsorg 2 | page. Understanding the volatility of the market is important if one wants to make some prediction for the future for ex sensex index sensex is the most followed market index in the indian stock.
(bloomberg) -- buying options to profit from indian stock-price swings could prove rewarding for investors as the ongoing trade spat between china and the us leads to a surge in. Volatility erupted in india’s stock market on friday, with plunges in yes bank ltd and dewan housing finance corp setting off an exodus from financial shares yes bank sank to the lowest.
Derivatives and volatility on indian st ock markets 189 cash markets has remained an active topic of analytic and empirical interest questions pertaining to the impact of derivative trading. India’s stock market has bee plunged into uncertainty as financial shares plummeted unexpectedly today the s&p bse sensex suffered its wildest movements in four years by gaining 1 percent. This paper investigates whether firm-specific characteristics explain idiosyncratic volatility in the stocks of non-financial firms traded in the indian stock market.
Stock market is one of the most versatile sectors in the financial system, and stock market plays an important role in economic development stock market is a hub where facilities are. India vix is a measure of how volatile the stock market is expected to be over the next 30 days. Top five factors which are making indian stock market volatile by kshitij anand, et online | we have collated a list of top five factors which could be fuelling volatility in the stock.