Optimizing Stock Market Returns during Global Pandemic Using Regression in the Context of Indian Stock Market

Exploring relation between Indian market sentiments and stock market returns

Stock Market Seasonality: A Study of the Indian Stock Market

1.0 Introduction Seasonal variations in production and sales are a well known fact in business. Seasonality refers to regular and repetitive fluctuation in a time series which occurs periodically over a span of less than a year. The main cause of seasonal variations in time series data is the change in climate. For example, sales of woolen clothes generally increase in winter season. Besides th...

Demographics , Stock Market Flows , and Stock Returns ∗

This paper studies the link between population age structure, net outflows (dividends plus repurchases less net issues) from the stock market, and stock market returns in an overlapping generations framework. I find support for the traditional lifecycle models — the outflows from the stock market are positively correlated with the changes in the fraction of old people (65 and over) and negative...

Petrochemical Products Market and Stock Market Returns: Empirical Evidence from Tehran Stock Exchange

While the relationship between stock market return and oil price is of great interest to researchers, previous studies do not investigate stock market return with petrochemical products market. In this paper, we analyzed the relationship between prices of main petrochemical products and stock returns of petrochemical companies in Tehran stock exchange. Using a panel data model and GLS estimatio...

Economic Exposure of Stock Returns in an Emerging Stock Market

The objective of the study is to examine the stock returns variation to specific economic variables by applying multi-factor model developed under Arbitrage Pricing Theory. The variables in the model are descriptive of the market and economic conditions of the country. The study attempts to determine which, if any, of the variables are of use in explaining the variability of stock returns of Pa...