[PDF][PDF] Causal analysis of stock prices and macroeconomic variables: Evidence from Indian stock market

V Rao, K Jyotreddy - Asian Economic and Financial Review, 2022 - academia.edu
Contribution/Originality: Our study focuses on the NIFTY 200 index, which is an important but
less frequently covered indicator of the Indian economy. Our study also makes use of the …

Relationship between FIIs' herding and returns in the Indian equity market: Further empirical evidence

K Choudhary, P Singh, A Soni - Global Business Review, 2022 - journals.sagepub.com
Empirical evidence indicates that foreign institutional investors (FIIs) play a vital role in
financial markets, and being the major players, they demonstrate positive feedback trading …

Herding by foreign institutional investors: An evidential exploration for persistence and predictability

M Chattopadhyay, AK Garg, SK Mitra - Journal of Behavioral …, 2018 - Taylor & Francis
The primary objective of the study is to explore the predictability of herding patterns of
foreign institutional investors in the Indian market using high frequency data over a period …

A study of lead-lag relation between FIIs herding and stock market returns in emerging economies: evidence from India

AK Garg, SK Mitra - Decision, 2015 - Springer
Liberalization of financial markets in emerging economies usually leads to an increase in
the foreign ownership of the host country's stocks. Heavy investment of these foreign …

Analysis of Variation in Foreign Inflows by Different Categories of Foreign Portfolio Investors

A Gupta, P Kumar - The Indian Economic Journal, 2024 - journals.sagepub.com
The liberalisation of Indian financial markets has smoothened the capital flows of
international institutional investors, resulting in rising foreign investor participation in the …

Financial Modelling of BSE-SENSEX Volatility using ARMA, ARCH and TGARCH Model

K Safi, S Verma, A Kumar - Pacific Business Review …, 2024 - search.proquest.com
Financial decisions taken for the future depend upon the perception of the behaviour of the
random variables and the estimation of the variance. The key purpose of the current study is …

Trading behaviour of foreign institutional investors: Evidence from Indian stock markets

P Mukherjee, S Tiwari - Asia-Pacific Financial Markets, 2022 - Springer
The existence of behavioural bias such as positive feedback trading (PFT) and herding is
well researched for advanced economies. This paper explores whether foreign institutional …

An impact of FPI inflows, Nifty returns, and S&P returns on India VIX volatility

P Kumar, S Kumar, RK Sharma - World Review of Science …, 2022 - inderscienceonline.com
This paper analyses the relationship between FPI and the implied volatility. The daily data
have been used for analysing the impact of FPI, Nifty returns, S&P 500 returns and CBOE …

Asymmetric effects of exchange rate and its relationship with foreign investments: A case of Indian stock market

S Siddiqui, P Roy - Vision, 2021 - journals.sagepub.com
Emerging markets, including India, are witnessing an influx of foreign capital. The article
investigates the role of exchange rate which influences both the net foreign institutional …

Investigation of Foreign Institutional Investors (FIIs) in India

G Batra, N Suppiah, P Dembla… - Journal of Internet …, 2023 - search.proquest.com
The role of foreign investment in promoting economic growth has received considerable
attention in India since 1990s. An important feature of the development of Indian stock …