Calendar Anomalies in Indian Stock Market: An Empirical AnalysisJindal, NishaIUP Journal of Financial Risk Management
This paper examines the month-of-the-year and day-of-the-week effect in the Indian stock market, during the period 1998-2007. The Standard GARCH model, GARCH-in-Mean, Exponential GARCH and Threshold ARCH models have been employed to test for calendar anomalies using the monthly and daily ...
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But as Inside India covered last week, India'sGDP slowed to 6.7% in the second calendar quartercompared to last year's 8.2%, piling pressure on the central bank to take its foot off the brakes sooner rather than later. A rate cut by the Fed is also widely expected to provide mor...
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This effect is a well-known calendar ... N Satish,BHEEMANAGOUDA - 《Review of Finance & Banking》 被引量: 0发表: 2023年 Stock Market Trend Analysis on Indian Financial News Headlines with Natural Language Processing Predicting the stock movement in the real-time scenario has been the most ...