Industry Specific Volatility check on Derivatives Introduction : Indian Context. (Record no. 51213)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01593nam a2200205 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190503152019.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190503b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Kannan, K. |
| 9 (RLIN) | 33605 |
| 245 ## - TITLE STATEMENT | |
| Title | Industry Specific Volatility check on Derivatives Introduction : Indian Context. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 157-170 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This paper examines the effect of derivatives on volatility of select securities of specific industries in Indian stock market to assess if any industry specific volatility pattern exists. This study is based on 21 stocks of six different industries of the Indian stock market which includes both derivative stocks and non-derivative stocks. These stocks are listed in the National Stock Exchange of India. GJR GARCH model was used to measure the volatility changes over the pre - introduction and post introduction period of derivatives. Among the seven stocks under consideration, all stocks except ACC had a decrease in volatility. Four derivative stocks had significant reduction in volatility. Compared to derivatives, non-derivatives, 4 industries namely, Auto-two and three wheeler, Cement, Cigarette, and Computer Software confirm the effect of derivatives while two industries namely, Banks - Private sector and Diversified, confirm the effect of industry specific factors. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Market volatility |
| Uncontrolled term | Stock exchanges |
| Uncontrolled term | Derivative securities |
| Uncontrolled term | GARCH model |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Balamurugan, G. |
| 9 (RLIN) | 33503 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29298 |
| Host Itemnumber | 70622 |
| Main entry heading | AGRAWAL, J.D. |
| Other item identifier | 5558805 |
| Title | Finance India |
| International Standard Serial Number | 0970-3772 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 03/05/2019 | Vol 32, Issue 1/ 5558805JA7 | 5558805JA7 | 03/05/2019 | 03/05/2019 |