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Now showing items 11-20 of 20
Modeling stock market returns using heavy tailed distributions
(Indian Institute of Management Ahmedabad, 2006)
Stock market returns have been assumed to be normal is several financial models including Black - Scholes and almost every other model that tries to capture the stochastic nature of the stock movement.
Though such an ...
Study of effect of macro economic factors on the stock market
(Indian Institute of Management, Ahmedabad, 1996)
Detection of chaotic movements in selected scrips in the Indian stock market
(Indian Institute of Management Ahmedabad, 1994)
Investigation into optimal portfolio allocation of stocks having non - normal returns
(Indian Institute of Management Ahmedabad, 2005)
Abstract:
1) Introduction and context description:
According to the traditional asset pricing methods, the returns of stocks are assumed to be normally distributed with mean jx and standard deviation o. In these cases, ...
Stock market dynamics: a study using graph theory
(Indian Institute of Management Ahmedabad, 2018)
Financial time series data has been a focal point of interest for the academicians for the scope of analysis that it provides. Numerous approaches ranging from the traditional risk-return framework to Big Data have been ...
Impact of monetary policy on stock market: India
(Indian Institute of Management Ahmedabad, 2020)
Financial markets play a crucial role in the foundation of a stable and efficient financial system of an economy. Numerous domestic and international factors directly or indirectly affect the performance of the stock market. ...
Landscape of zero commission brokerage in India
(Indian Institute of Management Ahmedabad, 2022-12)
The stock market came into existence as a platform where investors and businesses could interact for
the exchange of needed capital. It enables companies to raise capital for a fraction of their ownership.
This ownership ...
Short-term correlation modelling for gold and equities
(Indian Institute of Management Ahmedabad, 2023-08-07)
The only deterministic aspect of stock market is uncertainty. Historically, many academicians have tried to mathematically model the uncertainty using statistics and stochastic processes. The factors used in the process ...
Investment recommendation dashboard using data driven techniques by assessing past performance of stocks and sentiment analysis of social forums
(Indian Institute of Management Ahmedabad, 2023-08-09)
A trader buys and sells a financial instrument as part of a sort of speculation involving
securities. There are two types of trading, depending on the amount of time: short-term and
long-term trading. Throughout the ...
Behavioral analysis of market inefficiencies
(Indian Institute of Management Ahmedabad, 2022-01-21)
We have looked at three research issues – 1) the difficulty in predicting the probability of failure 2) the desire to be in consensus with the broader view, and 3) the exaggeration of uptrends and downtrends. Based on our ...