IES Management College And Research Centre

the volume-returns relationship in the Indian stock market (Record no. 43003)

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
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Date acquired Source of acquisition Total Checkouts Full call number Barcode Date last seen Price effective from
    Dewey Decimal Classification       Main Library Main Library 18/04/2016 The IUP Journal of Financial Risk Management / Vol XII No.4/ December 2015   Vol Xii No. 4/ 5555292JA2 5555292JA2 18/04/2016 18/04/2016

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