INDIA INDEX SVC S&P CNX 500 INDEXindex chart, prices and performance, plus recent news and analysis.
S&P CNX 500 index has been considered as a proxy for the market portfolio. The empirical results of the study confirm the validity of the three-moment CAPM in the Indian capital market and suggest that in addition to systematic standard deviation risk, co-skewness risk is also priced in the...
Impact of Futures and Options on the Underlying Market Volatility: An Empirical Study on S&P CNX Nifty Index This paper provides a theoretical background to and empirical evidence of the impact of futures and options on the spot market volatility. This study is ba... SP Sarangi,KUS Patnaik -...
CNX-500 IndexSETARThis paper investigates the non-linear dynamics of stock price movements in the Indian stock market using daily data from National Stock Exchange (NSE) based CNdoi:10.2139/ssrn.2618428Vats, NishantPradhan, Rudra PrakashSocial Science Electronic Publishing...
The main aim of this study is to analyze the fractal dimension in CNX 500 index returns which is India's first broad based benchmark of the Indian capital market.doi:10.2139/ssrn.2325334Gayathri MahalingamProf.Selvam MurugesanSsrn Electronic Journal...
Efficiency evalu- ation of the energy companies in CNX 500 index of the NSE, India using data envelopment analysis [J]. Bench- marking: An International Journal, 2015, 23 ( 1 ) : 1463- 1471.Saxena, P., Saxena, R.R. and Sehgal, D. (2016), "Efficiency evaluation of the energy ...
The empirical results show that the conditional variance process is highly persistent and provide evidence on the existence of risk premium for the S&P CNX 500 index return series which support the positive correlation hypothesis between volatility and the expected stock returns. Our findings also show...