Inter Sectorial Stock Market Volatility In Indian Stock Market Nse

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Dr Rajeev Vashisht

Abstract

Drawing in ventures from various types of financial backers in arising countries might be testing when stock returns in monetary business sectors are very unpredictable. Sectoral list unpredictability and stock return instability might be enlightened by various factors. A few instances of such factors are market influences (request and supply), financial and item evaluating, genuine monetary movement, cash trade rates, strategies of controllers, political dangers, oil costs, exchange areas, and territorial securities exchange records. This study's area based file means to do precisely that — give a solitary number to the all out creation of various endeavors that address a bunch of connected enterprises or monetary areas. Eight separate lists — the NSE50, NSE100, NSE200, and NSE500 — have had their gamble and return instability designs analyzed. Different factual methodologies, both parametric and non-parametric, were utilized all through the examination to follow yearly examples in securities exchange records and sectoral files.

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How to Cite
Dr Rajeev Vashisht. (2024). Inter Sectorial Stock Market Volatility In Indian Stock Market Nse. Educational Administration: Theory and Practice, 30(1), 4465–4471. https://doi.org/10.53555/kuey.v30i1.8126
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Author Biography

Dr Rajeev Vashisht

Assistant professor Ram Lal Anand College University of Delhi

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