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Renuka Devi, P.
- Seasonality in the Returns: A Study of BSE Sensex
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Authors
M. Sriram
1,
P. Renuka Devi
1
Affiliations
1 Department of Management Sciences, D.J.Academy for Managerial Excellence, Coimbatore
1 Department of Management Sciences, D.J.Academy for Managerial Excellence, Coimbatore
Source
International Journal of Financial Management, Vol 3, No 1 (2013), Pagination: 60-69Abstract
The presence of seasonal/monthly effect in stock returns was investigated using monthly return data of BSE Sensex for the period April 2004 to March 2012. After examining the stationarity of the return series, an Autoregressive Moving Average (ARMA) model is specified to find the monthly effect in stock returns. The results do not confirm the existence of seasonality in stock returns and the January effect. The findings are also inconsistent with 'Tax-loss selling' hypothesis. The results of the study imply that the stock market is efficient. The study suggests analysing the 'Day of the Week' effect to enable the investors to devise better strategies to improve their returns.Keywords
Stationarity, Seasonality, ARMA, Tax-Selling Hypothesis, Market EfficiencyReferences
- Anshuman, R. & Goswami, R. (2000). Day of the Week Effect on Bombay Stock Exchange,.ICFAI Journal of Applied Finance, 6(4), pp. 31-46.
- Dhankar, R. & Chakraborty, M. (2005). Testing of Stock Price Behaviour in Indian Markets. The ICFAI Journal of Applied Finance, 2, pp. 26-39.
- Gao, L. & Kling. (2005). Calendar Effects in Chinese Stock Market. Journal of Economics and Finance, 6(1), pp. 75-88.
- Harishankar, R. & Priya, B. (2004). An Empirical Analysis of the Day of the Week Effect in Stock Returns-The Case of Bombay Stock Exchange. IIM Ahmedabad, Business School Papers.
- Mangala, D. & Mittal, R. K. (2004). Efficiency of Indian Stock Market-An Evidence of Day of the Week Effect. Gyan, 1, pp. 1-11.
- Ray, S. (2012). Investigating Seasonal Behavior in the Monthly Stock Returns: Evidence from BSE Sensex of India. Advances in Asian Social Sciences, 2(4), pp. 560-569.
- Srividya, V. & Eduvanth, S.(2010). Predictable Patterns in Sensex-An Evidence of Month-Of-The Year Effect. Journal of Emerging Financial Markets, 2(1), pp. 43-60.
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- Synthesis and Characterization of Manganese Doped Titanium Dioxide Nano Materials
Abstract Views :145 |
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Authors
Affiliations
1 Biotechnology, Anna University, Coimbatore, IN
1 Biotechnology, Anna University, Coimbatore, IN
Source
Programmable Device Circuits and Systems, Vol 5, No 5 (2013), Pagination: 228-231Abstract
High surface area nanorods of amorphous TiO2 with anatase structure were synthesized and the samples characterized by diffused reflectance spectroscopy, scanning electron microscopy (SEM), X-ray powder diffraction (XRD),the Brunauer-Emmett-Teller (BET) method, The nanosheet structure was slightly curved and approximately 100-200 nm in width and several nanometers in thickness. The BET surface area is about 192.845 m²/g for 0.5592 g and with a band gap of 3.25.
Keywords
High Surface Area, Nanosheets, TIO2, Anatase, Amorphous.- Efficacy of Biocontrol Agents and Bactericides for the Management of Bacterial Blight Incited by Xanthomonas axonopodis pv. dieffenbachiae in Anthurium andraeanum
Abstract Views :155 |
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Authors
Affiliations
1 Department of Plant Pathology, Centre for Plant Protection Studies, Tamil Nadu Agricultural University, Coimbatore (T.N.), IN
1 Department of Plant Pathology, Centre for Plant Protection Studies, Tamil Nadu Agricultural University, Coimbatore (T.N.), IN