Rational Bubbles in the Indian Stock Market: Empirical Evidence from the NSE 500 Index. (Record no. 51217)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01649nam a2200241 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20191016124214.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190503b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Singh, Shveta |
| 9 (RLIN) | 33608 |
| 245 ## - TITLE STATEMENT | |
| Title | Rational Bubbles in the Indian Stock Market: Empirical Evidence from the NSE 500 Index. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 457-478. p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The objective of this paper is to test the presence of 'rational bubbles' in the equity market of India represented by the National stock exchange (NSE), using monthly stock prices and dividends data. The period of the study spans over nearly two decades, viz., January, 1996 to April, 2014 and the sample comprises of the 500 companies that constitute the NSE 500 index, based on their market capitalization. The methodologies employ a range of linear (symmetric adjustment) and non-linear (asymmetric adjustment) cointegration approaches. The findings suggest that there is no cointegration between stock prices and dividends based on the linear approaches, indicative of the presence of 'rational bubbles'. However, based on the non-linear approaches (which have greater significance than their linear counterparts) the hypothesis of the existence of 'rational bubbles' in the Indian equity market is rejected |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Stock exchanges |
| Uncontrolled term | Stock prices |
| Uncontrolled term | Market capitalization |
| Uncontrolled term | Gross domestic product |
| Uncontrolled term | Empirical research |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Vats, Nishant |
| 9 (RLIN) | 33609 |
| Personal name | Jain, P. K. |
| 9 (RLIN) | 33610 |
| Personal name | Yadav, Surendra S |
| 9 (RLIN) | 33611 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29298 |
| Host Itemnumber | 72601 |
| Main entry heading | AGRAWAL, J.D. |
| Other item identifier | 5559316 |
| 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 2/ 5559316JA2 | 5559316JA2 | 03/05/2019 | 03/05/2019 |