Multivariate Analysis to get an Estimate of the Indian Stock Market Nifty Index

Autor*innen

• Rajveer Rawlin

Parameter

• Wirtschaft

Mehr zum Buch

The study investigates the influence of Foreign Institutional Investors (FIIs) and derivative turnover on the performance of the S and P CNX Nifty Index in the Indian stock market. It highlights a strong correlation between derivative turnover and the Nifty, while the relationship with FII transactions and market volatility is weaker. The research utilized linear and non-linear multivariate models, finding that a non-linear model incorporating all three variables best predicted the Nifty's performance, indicating a complex interplay of factors affecting market dynamics.

• Sprache: Englisch
• Erscheinungsdatum: 2011
• Einband: Paperback