Efficiency of stock markets is an essential characteristic to provide fair investment opportunities to all class of investors. It suggests that no investor shall be able to make abnormal gains using any information or by way of analysis. An understanding about the level of efficiency explores avenues for unnatural profits from the stock market. Efficient markets tend to immediately reflect all ...

The main thrust of this study is to construct optimal portfolio using Sharpe single index model with reference BSE Sensex. Portfolio construction an important process for the investors/ managers in capital markets. In paper we made attempt apply Sensex 30 stocks. order stocks 5 years data i.e from June 2016 July 2021 have be considered. proposed method formulates a unique cut-off rate and selec...

Neural networks are the artificial intelligence techniques for modeling complex target functions. Now-a-days it has made remarkable contributions to advancement of various field of finance such as time series prediction, volatility estimation etc. The present work examines the volatilities in the Indian stock market (BSE-SENSEX & NSE-NIFTY) by comparing the volatilities, using Parkinson method,...

This research paper aims to build an optimal portfolio using Sharpe’s Index Model. The study has been done on Bombay Stock Exchange Sensex 30 constituent companies. monthly stock prices between August 2017 2021 have considered for this study. Various measures such as mean return, Beta coefficient, Excess Standard deviation, Variance, Cut Off Rate, Proportion of Investment and Portfolio Return a...

Purpose: The study aims to examine the transmission of spillover effects from global stock markets Indian market. chosen are CAC-40, DJIA, FTSE 100, SMI, KOSPI, DAX, HANG SENG, and NIKKEI with respect S&P BSE SENSEX.
 Design/Methodology/Approach: uses secondary data. period is 1st January 2000 4th June 2021. required data for has been collected Thomson Reuters database. Later tested st...