Predicting price behavior in equity market using non-price variables information in derivatives market

The Digital Institutional Repository of IIM Bangalore

Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/123456789/10685

DC Field	Value	Language
dc.contributor.advisor	Narasimhan, M S
dc.contributor.author	Muralidhar Reddy, V.
dc.contributor.author	Govindaraj, Srinivasan
dc.date.accessioned	2017-10-04T09:57:37Z
dc.date.accessioned	2019-03-18T08:45:56Z	-
dc.date.available	2017-10-04T09:57:37Z
dc.date.available	2019-03-18T08:45:56Z	-
dc.date.issued	2008
dc.identifier.uri	http://repository.iimb.ac.in/handle/123456789/10685
dc.description.abstract	Investors in the stock market are always on look out for information which can be analyzed to find patterns of superior and high probability profit making opportunities. This would give them an edge to generate super profits which would beat the normal returns from the market. In this study we analyzed the derivative indicators which would serve as a signal about the future course of the market. We performed the analysis for the study from the data collected on NIFTY Index from the start of Futures market on NSE from 12-Jun-2000 till 14-May-2007 on the following non-price variables. Open Interest, Trading Volume, Cost of Carry and Put call Ratio.
dc.language.iso	en_US
dc.publisher	Indian Institute of Management Bangalore
dc.relation.ispartofseries	PGSEM-PR-P8-043	-
dc.subject	Equity market
dc.subject	Marketing management
dc.title	Predicting price behavior in equity market using non-price variables information in derivatives market
dc.type	Project Report-PGSEM
dc.pages	48p.
dc.identifier.accession	E31586	-
Appears in Collections:	2008

File	Size	Format
E31586_P8_043.pdf	170.35 kB	Adobe PDF	View/Open Request a copy

Check