FIIs Trading in Index Futures and its Impact on Movement in Nifty 50. (Record no. 52690)
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000 -LEADER | |
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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 |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total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 |
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Dewey Decimal Classification | Main Library | Main Library | 30/09/2019 | Vol 33, Issue 2/ 55510955JA6 | 55510955JA6 | 30/09/2019 | 30/09/2019 |