Empirical study of the intertemporal relations among the regional share price indicators

dc.contributor.author	Bhat, Ramesh
dc.date.accessioned	2010-03-24T09:31:02Z
dc.date.available	2010-03-24T09:31:02Z
dc.date.copyright	1988-05
dc.date.issued	2010-03-24T09:31:02Z
dc.identifier.uri	http://hdl.handle.net/11718/1588
dc.description.abstract	The purpose of the present research effort is to examine the intertemporal relationships among the share price indictors of five regional stock exchanges at Bombay, Calcutta, Madras, Ahmedabad and Delhi. For each regional share price index the monthly charges, both absolute and percentage, are complied and correlated with each other and all-India index over the time period March 1971 to June 1985. The lag of each regional price relative has been regressed against the lag of all-India price relative with its lead and lag variables. Finally, an attempt has been made to examine the inter-regional relationships among the five indicators by using the recursive regression method.	en
dc.language.iso	en	en
dc.relation.ispartofseries	WP;1988/748
dc.subject	Intertemporal Choice	en
dc.subject	Empirical studies	en
dc.subject	Share prices	en
dc.subject	Relationships	en
dc.title	Empirical study of the intertemporal relations among the regional share price indicators	en
dc.type	Working Paper	en