Return, volume and volatility relationship in Indian Stock Market Pre and post rolling sattlement analysis

By:

MAHAJAN, SARIKA

Contributor(s):

SINGH, BALWINDER

Material type:

Mixed materialsPublication details: 2013Description: 413-428Subject(s):

STOCK MARKET

NLM classification:

332.6322

In: GLOBAL BUSINESS REVIEWMSummary: The present article examines the impact of rolling settlement on contemporaneous and casual relationship between return, volume and volatility in Indian Stock Market using daily data of closing prices and volume of NIFTY index of NSE and SENSEX ofBSE from January 1997 to June 2007. The correlation analysis reveals that conteemporaneous relationship is not detected between volume and returns in post rolling settlement period for both NIFTY and SENSEX.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Vol info	Status	Date due	Barcode
Periodicals/Magazines	SSCBS Library		14/3	Available		P15106

The present article examines the impact of rolling settlement on contemporaneous and casual relationship between return, volume and volatility in Indian Stock Market using daily data of closing prices and volume of NIFTY index of NSE and SENSEX ofBSE from January 1997 to June 2007. The correlation analysis reveals that conteemporaneous relationship is not detected between volume and returns in post rolling settlement period for both NIFTY and SENSEX.

There are no comments on this title.

to post a comment.