Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Sathya Swaroop Debasish"'
Publikováno v:
Vilakshan (XIMB Journal of Management), Vol 19, Iss 1, Pp 69-86 (2022)
Purpose – This study aims to explore the linkage between fluctuations in the global crude oil price and equity market in fast emerging economies of India and China. Design/methodology/approach – The present research uses wavelet decomposition and
Externí odkaz:
https://doaj.org/article/d45d3eded3674a4393972aaaf41fb3fa
Autor:
Sathya Swaroop Debasish
Publikováno v:
Business, Management and Education, Vol 10, Iss 2 (2012)
The primary objective of the study is to investigate the existence of seasonality in stock price behavior in Indian stock market and more specifically in the IT sector. The period of the study is from 3rd November 1994 to 31st December 2010. The stud
Externí odkaz:
https://doaj.org/article/2bdc3a6cbdb6438bb3d970d9cbd5a2df
Publikováno v:
Vilakshan - XIMB Journal of Management. 19:69-86
Purpose This study aims to explore the linkage between fluctuations in the global crude oil price and equity market in fast emerging economies of India and China. Design/methodology/approach The present research uses wavelet decomposition and maximal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47d7b5bd16e54c2c0c697f00ff82ccd4
https://doi.org/10.1108/xjm-11-2020-0204
https://doi.org/10.1108/xjm-11-2020-0204
Publikováno v:
INTERNATIONAL JOURNAL OF MANAGEMENT. 11
Actions in the market are dependent on emotions of market participants which are indicated by volatility. Rising and dwindling of volatility are at all times an indication of the amount of panic that surrounds the sentiment. For example, when fear to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::784d2f917426b93af46152078b3ed4d3
https://doi.org/10.34218/ijm.11.12.2020.083
https://doi.org/10.34218/ijm.11.12.2020.083
Publikováno v:
Afro-Asian J. of Finance and Accounting. 11:290
The present study estimates the long-run relationship and impact of oil price shock on industrial production, inflation, and exchange rate of the selected fast-emerging Asian economies namely China, India, South Korea, Singapore and Japan. The study
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ca2841e0b0aea6fbf52b8c5cc1b542e
https://doi.org/10.1504/aajfa.2021.113557
https://doi.org/10.1504/aajfa.2021.113557
Publikováno v:
SSRN Electronic Journal.
The present paper endeavours to analyse the volatility spill over between crude oil price and exchange rate for India using daily data for time period June 2003 to March 2016. To examine the impact of oil price on exchange rate of Indian Rupee agains
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbb00d833f31431e693b99a8e6d204a4
https://doi.org/10.2139/ssrn.2892670
https://doi.org/10.2139/ssrn.2892670
Autor:
Sathya Swaroop Debasish
Publikováno v:
Information Management and Business Review. 2:65-80
The main objective of the study is to examine the long-term relationship between spot prices and futures prices A. The study has used daily prices (closing, opening, high and low) in both spot market and futures market for the 40 sample individual st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10de25b7d177c2b254d5d56184690edf
https://doi.org/10.22610/imbr.v2i2.884
https://doi.org/10.22610/imbr.v2i2.884
Autor:
Sathya Swaroop Debasish
Publikováno v:
Journal of Economics and Behavioral Studies. 1:9-19
This study attempts to examine whether potential expiration effects exist on the NSE Nifty index by comparing the trading volume and return process at expiration with a comparison group. The period of analysis covers index futures expirations from Ju
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e71bb6463b9a6aabc3e9d5078eb69243
https://doi.org/10.22610/jebs.v1i1.210
https://doi.org/10.22610/jebs.v1i1.210
Publikováno v:
Parikalpana: KIIT Journal of Management. 14:120
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2881b8f741351cb9ea73cb8f00877c4
https://doi.org/10.23862/kiit-parikalpana/2018/v14/i1/173252
https://doi.org/10.23862/kiit-parikalpana/2018/v14/i1/173252
Autor:
Sathya Swaroop Debasish
Publikováno v:
The Journal of Risk Finance. 10:350-364
PurposeThe purpose of this paper is to examine the lead‐lag relationships between the National Stock Exchange (NSE) Nifty stock market index (in India) and its related futures and options contracts, and also the interrelation between the derivative
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b3ee0f36b1f309eb4c8345a751cc4bf8
https://doi.org/10.1108/15265940910980650
https://doi.org/10.1108/15265940910980650