The Effects of Economic and Political Events on the Movements of BSE Sensex : A Study of Outliers from 1991 to 2014. (Record no. 52692)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01771nam a2200217 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190930171613.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190930b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pani, Saroj Kumar |
| 9 (RLIN) | 34778 |
| 245 ## - TITLE STATEMENT | |
| Title | The Effects of Economic and Political Events on the Movements of BSE Sensex : A Study of Outliers from 1991 to 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 407-422. p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | In this paper, we analyse the movement of BSE Sensex over a period of twenty-four years to explore how economic and political events- both national and international- as well as other major world indices affect the Indian stock market. In the first part, we follow a statistical quality control approach with defined control limits to identify major market changes calculated on the basis of daily fluctuations. Thereafter we explain the fluctuations by relating them to various economic and political events classified under five major verticals. In the second part of our study we analysed the relationship between the returns of major world stock indices and the BSE Sensex. International economic events have led to more outliers post the subprime crisis as compared to any other types of events. We found Asian indices having better correlation with BSE Sensex in the post 2000 era, than their US peer. Our study provides important insights to market watchers and policy makers about how political and economic event affects market movement. [ABSTRACT FROM AUTHOR] |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Stock exchanges |
| Uncontrolled term | Stock price indexes |
| Uncontrolled term | Quality control |
| Uncontrolled term | Event marketing |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Bhatt, Rishabh |
| 9 (RLIN) | 34779 |
| Personal name | Himatsingka, Gaurav |
| 9 (RLIN) | 34780 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 30/09/2019 | Vol 33, Issue 2/ 55510955JA8 | 55510955JA8 | 30/09/2019 | 30/09/2019 |