Return, volume and volatility relationship in Indian Stock Market (Record no. 12267)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00958npc a2200169Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2013 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 332.6322 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | MAHAJAN, SARIKA |
| 245 ## - TITLE STATEMENT | |
| Title | Return, volume and volatility relationship in Indian Stock Market |
| Remainder of title | Pre and post rolling sattlement analysis |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2013 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 413-428 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The present article examines the impact of rolling settlement on contemporaneous and casual relationship between return, volume and volatility in Indian Stock Market using daily data of closing prices and volume of NIFTY index of NSE and SENSEX ofBSE from January 1997 to June 2007. The correlation analysis reveals that conteemporaneous relationship is not detected between volume and returns in post rolling settlement period for both NIFTY and SENSEX. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | STOCK MARKET |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | SINGH, BALWINDER |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P15106 |
| Note | M |
| Host Itemnumber | 33686 |
| Host Biblionumber | 11237 |
| Title | GLOBAL BUSINESS REVIEW |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.