This work discusses most frequently traded stocks of National stock exchange of India. A prediction based portfolio optimization model is considered to present an ideal portfolio out of the considered stocks. Neural network has been used to predict stock returns and a risk measure is derived that has the same foundation as that of mean variance model. The architecture of the network is designed...

The nature of fluctuations in the Indian financial market is analyzed in this paper. We have looked at the price returns of individual stocks, with tick-bytick data from the National Stock Exchange (NSE) and daily closing price data from both NSE and the Bombay Stock Exchange (BSE), the two largest exchanges in India. We find that the price returns in Indian markets follow a fat-tailed cumulati...

This study examines the asymmetric relationship between the India Volatility Index (India VIX) 3 and stock market returns, and demonstrates that Nifty returns are negatively related to the changes in the India VIX levels; in the case of high upward movements in the market, the returns on the two indices tend to move independently. When the market takes a sharp downward turn, the relationship is...

Simplified Health Care (SHC) is a subsidiary of Simplified National Corporation. Simplified National Corporation is a private and publicly traded company which trades over 30,000 shares in the Bombay Stock Exchange. Simplified National Corporation specializes in health care and related products. Besides SHC, Simplified National also owns and operates subsidiaries in three different industries, ...

C orporate governance structures in the wake of observed differences in firm ownership structures in developed markets and emerging market economies are distinct. In this paper, we examine the effect of an ownership structure of firms on the market reaction to corporate news flows in the context of emerging market economies like India. We observe the price and volume movements associ...

A brief review of the empirical studies on the methodology of the stock market decision support would indicate that they are at a threshold of validating the accuracy of the traditional and the fuzzy, artificial neural network and the decision trees. Many researchers have been attempting to compare these models using various data sets worldwide. However, the research community is on the way to ...

<span>Financial networks have become increasingly complex and interconnected in the global economy. In this context, use of data analytics has emerged as a valuable tool for understanding analyzing relationships between different financial markets. This paper presents study using Pearson partial correlation analysis to explore interconnections National Stock Exchange India (NSEI) stock Th...