| 000 | 00958npc a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 140613s2013 xx 000 0 und d | ||
| 060 | _a332.6322 | ||
| 100 | _aMAHAJAN, SARIKA | ||
| 245 |
_aReturn, volume and volatility relationship in Indian Stock Market _bPre and post rolling sattlement analysis |
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| 260 | _c2013 | ||
| 300 | _a413-428 | ||
| 520 | _aThe 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 | _aSTOCK MARKET | ||
| 700 | _aSINGH, BALWINDER | ||
| 773 |
_oP15106 _nM _933686 _011237 _tGLOBAL BUSINESS REVIEW |
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| 942 |
_2ddc _cARTCL |
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| 999 |
_c12267 _d12267 |
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