MARC details
000 -LEADER |
fixed length control field |
01349nam a2200193 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OSt |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20160418144522.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
160418b xxu||||| |||| 00| 0 eng d |
100 ## - MAIN ENTRY--PERSONAL NAME |
Personal name |
Yadav, Mahender |
9 (RLIN) |
21597 |
245 ## - TITLE STATEMENT |
Title |
the volume-returns relationship in the Indian stock market |
Statement of responsibility, etc |
Mahender Yadav, Shalini Aggarwal and Simmi Khurana |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication, distribution, etc |
Hydrabad |
Name of publisher, distributor, etc |
I UP Publication |
Date of publication, distribution, etc |
December 2015 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
35-48 p. |
Other physical details |
Paper |
500 ## - GENERAL NOTE |
General note |
The present paper examines the causal relationship between trading volume and stock market returns using daily data of the S&P CNX NIFTY and Sensitivity index (SENSEX) for the period from April 1, 2002 to March 31, 2012. Using descriptive statistics, correlation analysis, unit root tests and Granger causality test, the study shows that in SENSEX, the causality runs both ways, while in the case of S&P CNX NIFTY, causality runs one way. On the basis of the above findings, the participants in the stock markets, i.e., brokers, investors, regulators, policy makers, portfolio managers and academicians, can frame strategies to deal with market volatility. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Indian Stock Market |
9 (RLIN) |
21598 |
700 ## - ADDED ENTRY--PERSONAL NAME |
Personal name |
Aggarwal, Shalini |
9 (RLIN) |
21599 |
|
Personal name |
Khurana, Simmi |
9 (RLIN) |
21600 |
773 0# - HOST ITEM ENTRY |
Host Biblionumber |
30419 |
Host Itemnumber |
56014 |
Main entry heading |
MURTHY, E N |
Place, publisher, and date of publication |
IUP PUBLICATION HYDEARABAD |
Other item identifier |
5555292 |
Title |
FINANCIAL RISK MANAGEMENT |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Journal Article |