Momentum Trading on the Indian Stock Market
Springer, India, Private Ltd (Verlag)
978-81-322-1126-6 (ISBN)
Dr. Gagari Chakrabarti completed her Masters, M.Phil and Doctorate in Economics at the University of Calcutta and is currently working as an Assistant Professor at the prestigious Presidency University in Kolkata, India. Her area of specialization is financial economics and the application of econometrics in financial economics. She has several national and international publications to her credit. Chitrakalpa Sen is an Assistant Professor in Economics at Auro University, Surat. He completed his Masters in Economics at Calcutta University and his PhD at the West Bengal University of Technology. Dr. Sen’s area of interest is financial economics, econometrics and the non-linear application of econometrics in financial time series. He has presented his works at several national and international conferences and in journals.
Chapter 1: Introduction.- Chapter 2: Trends in Indian Stock Market: Scope for designing Profitable Trading Rule?.- 2.1. Introduction.- 2.2. Trends and Latent Structure in Indian stock market.- 2.3. Detection of Structural Break in volatility.- 2.4. Identifying Trends in Indian Stock Market: The Methodology.- 2.5. Trends and latent structure in Indian Stock Market: Bombay Stock Exchange.- 2.6. Trends and latent structure in Indian Stock Market: National Stock Exchange.- Chapter 3: Possible Investment Strategies in Indian Stock Market.- 3.1. Introduction.- 3.2. Investment Strategies in BSE.- 3.3. Investment Strategies in NSE.- Chapter 4: Investigation into Optimal Trading Rules in Indian Stock Market.- 4.1. Introduction.- 4.2. Literature review.- 4.3. Objectives of the chapter.- 4.4. Dataset.- 4.5. Finding the Optimum Trading Rule.- 4.6. How the TradingRule varies depending on the performance of the Economy.- 4.7. Finding the Optimum Trading Rule for BSE Indexes.- 4.8. Finding the Optimum Trading Rule for the NSE Indexes.- 4.9. Behaviour of Indexes before and after the Crisis.- 4.10. The Optimal Trading Rule in India: The epilogue.
Erscheint lt. Verlag | 11.4.2013 |
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Reihe/Serie | SpringerBriefs in Economics |
Zusatzinfo | 58 Illustrations, black and white; XV, 110 p. 58 illus. |
Verlagsort | New Delhi |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Mathematik |
Wirtschaft ► Allgemeines / Lexika | |
Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie | |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
Schlagworte | 2D Clustering • Efficient Market • Indian Stock Market • Momentum Trading • Trading Rule |
ISBN-10 | 81-322-1126-X / 813221126X |
ISBN-13 | 978-81-322-1126-6 / 9788132211266 |
Zustand | Neuware |
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