IES Management College And Research Centre

FIIs Trading in Index Futures and its Impact on Movement in Nifty 50. (Record no. 52690)

MARC details
000 -LEADER
fixed length control field 01532nam a2200181 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190930170229.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 190930b ||||| |||| 00| 0 eng d
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Sherry, A.M.
9 (RLIN) 32403
245 ## - TITLE STATEMENT
Title FIIs Trading in Index Futures and its Impact on Movement in Nifty 50.
520 ## - SUMMARY, ETC.
Summary, etc This paper focuses on how the trading activity in Index Futures by the FPIs/FIIs affects the behaviour of Nifty 50 Index and test the significant relationship. The impact assessment is made for 575 Trading Sessions in which FPIs/FIIs buying and selling in Index Futures are more than ₹500 crore per trading session out of 1432 Trading Sessions in 71 Trading Months in 6 years (2012 to 2017). The study with the help of Regression Analysis, Karl-Pearsons' Correlation Coefficient and Hypothesis Testing through Chi-Square Test, Trend Analysis and Percentage Analysis reveals that FPIs/FIIs buying and selling in Index Futures with high volumes (more than ₹500 crore in a day for the particular month) affect the direction of the Nifty 50 index in the One Year, Two Years' and Six Year' Time Frame while there is significant relationship between FPIs/FIIs Trading in Index Futures and Movement in Nifty 50 Index in One Year and Two Years' Time Frame only. [ABSTRACT FROM AUTHOR]
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term Futures
Uncontrolled term Regression analysis
Uncontrolled term Correlation (Statistics)
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Maheshwari, Saurabh
9 (RLIN) 34776
773 0# - HOST ITEM ENTRY
Host Biblionumber 29298
Host Itemnumber 77026
Main entry heading AGRAWAL, J.D.
Other item identifier 55510955
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
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call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 30/09/2019   Vol 33, Issue 2/ 55510955JA6 55510955JA6 30/09/2019 30/09/2019

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