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The movements of the stock prices and weather have often been clubbed together as an extreme in the field of prediction. This book attempts to study the nature and characteristics of a sample Indian stock market and the stocks that comprise it. The whole study is based on the comparative analysis of the performance of the market and the stocks during the times of economic instability with the performance during relative stability. We have made use of factor analysis in order to understand the underlying latent structure of the market. In order to study the behaviour of the individual firms we…mehr

Produktbeschreibung
The movements of the stock prices and weather have often been clubbed together as an extreme in the field of prediction. This book attempts to study the nature and characteristics of a sample Indian stock market and the stocks that comprise it. The whole study is based on the comparative analysis of the performance of the market and the stocks during the times of economic instability with the performance during relative stability. We have made use of factor analysis in order to understand the underlying latent structure of the market. In order to study the behaviour of the individual firms we have considered two aspects the lead-lag relationship and the volatility spillovers. We made use of the Granger Causality tests and Multivariate GARCH models, respectively, to this effect. Additionally, to study the market differences in the three phases we have made use of discriminant analysis. This is the first part of our study. In the second part, we have tried to separate a range of stocks that have exhibited better performance than the rest. From this spectrum of stocks, we try to show how, with the help of some simple technical analyses, we may create a sample portfolio.
Autorenporträt
Prawesh Singh has obtained his MSc degree in Applied Economics in 2012. He is presently teaching at G.D. Goenka World Institute, Gurgaon, India.