Title: Dynamics of Indian stock market volatility

Authors: Isha Narula

Addresses: Vivekananda Institute of Professional Studies, School of Business Studies, Delhi 110034, India

Abstract: The market volatility is one of the most pioneering topics in financial literature. If any potential investor understands the pattern of volatility, the prediction becomes easier and bagging profits becomes convenient. It has been observed that whenever a new piece of information hit the market, investors react in their own respective ways. Given piece of information may or may not be that useful for the prediction purposes. So, this research study is basically focusing on budgetary announcements and their impact on market sentiments and investment behaviour. The present study however, concentrated on volatility clustering before and after the event.

Keywords: market volatility; efficiency; volatility clustering; GARCH; CRR; SLR; RRR.

DOI: 10.1504/IJISD.2022.121779

International Journal of Innovation and Sustainable Development, 2022 Vol.16 No.2, pp.155 - 171

Received: 15 Mar 2020
Accepted: 14 Aug 2020
Published online: 07 Apr 2022 *

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