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Aggregate economic variables and stock markets in india

05.04.2021
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The relationship between macroeconomic variables and stock prices has been the focus of an immense body of theoretical and empirical research since the 19th century. The debate over the decades has been whether the movement in stock prices leads to the change in economic activity or it is one of the causes of change. Dynamics analysis between the US Stock Return and the Macroeconomics Variables, Applied Financial Economics, 17 (4): 369-377. Ray, P. and Vani, V. (2003). What moves Indian Stock Market: A study on a linkage with Real Economy in the post reform era, Working Paper, National Institute of Management, Kolkata, 1-19. empirical question. Understanding the macroeconomic variables that could impact the stock market index, with the recent data can be useful for investors, traders as well as the policy makers. The goal of the present study is to investigate whether the changes of economic factors in India explain the stock prices in aggregate. Impact Of Macroeconomic Variables On Stock Market Performance In India: An Empirical Analysis Dr.Venkatraja.B Assistant Professor-Economics SDM Institute for Management Development, Mysore, India. Email:venkatraja@sdmimd.ac.in Abstract The study investigates the relationship between the Indian stock market performance (BSE Ahmed, S.: Aggregate economic variables in stock markets in india. International Research Journal of Finance and Economics (14), 141–164 (2008) ISSN 1450-2887 Google Scholar 14. The meltdown in the stock market is possibly an exaggerated response to the flow of negative news that has triggered a massive global risk off. It should not be seen as an accurate gauge of India’s economic prospects. macroeconomic fundamentals and stock market volatilities, with volatile fundamentals translating into volatile stock markets. Sangeeta Chakravarty (2005) reexamined the relationship between stock price and some key macro economic variables in India for the period 1991-2005 using monthly time series data.

Keynes argued that by itself the market is unable to generate enough savings ( capital) What are economic indicators of macro-economic variables; and why is financial transactions like buying and selling of securities, welfare payments, and aggregate policy measures (policy incentives directed at the economy as a  

Jump to Content Jump to Main Navigation Jump to Main Navigation explore whether the movement of stock market is associated with the economy. In this context, the objective of this paper is to investigate such causal relations between stock market and macro economic aggregates for India for the period between 2006 to 2010. The present paper is divided in the four sections. Section I Purpose of the study: The present study investigates the influence of selected macroeconomic variables in terms of international crude oil price, exchange rates, domestic gold price, real interest rates and wholesale price index on stock market indices (sensex and nifty) of India. Background: Macroeconomic variables directly or indirectly affect the stock prices because it influences strongly

macroeconomic variables had significant effect on stock market returns in All Share Index as a proxy to the aggregate movements of stocks listed on the ( 2011) examined the causal link between money supply and exchange rate in India.

Dynamics analysis between the US Stock Return and the Macroeconomics Variables, Applied Financial Economics, 17 (4): 369-377. Ray, P. and Vani, V. (2003). What moves Indian Stock Market: A study on a linkage with Real Economy in the post reform era, Working Paper, National Institute of Management, Kolkata, 1-19. empirical question. Understanding the macroeconomic variables that could impact the stock market index, with the recent data can be useful for investors, traders as well as the policy makers. The goal of the present study is to investigate whether the changes of economic factors in India explain the stock prices in aggregate. Impact Of Macroeconomic Variables On Stock Market Performance In India: An Empirical Analysis Dr.Venkatraja.B Assistant Professor-Economics SDM Institute for Management Development, Mysore, India. Email:venkatraja@sdmimd.ac.in Abstract The study investigates the relationship between the Indian stock market performance (BSE Ahmed, S.: Aggregate economic variables in stock markets in india. International Research Journal of Finance and Economics (14), 141–164 (2008) ISSN 1450-2887 Google Scholar 14. The meltdown in the stock market is possibly an exaggerated response to the flow of negative news that has triggered a massive global risk off. It should not be seen as an accurate gauge of India’s economic prospects. macroeconomic fundamentals and stock market volatilities, with volatile fundamentals translating into volatile stock markets. Sangeeta Chakravarty (2005) reexamined the relationship between stock price and some key macro economic variables in India for the period 1991-2005 using monthly time series data. cost of borrowing increases, which in turn leads to investment reduction in the stock market. By looking at effect of major macroeconomic variables on stock market index in China and India, we are going to consider and compare economic environment in these two countries for investment purposes.

explore whether the movement of stock market is associated with the economy. In this context, the objective of this paper is to investigate such causal relations between stock market and macro economic aggregates for India for the period between 2006 to 2010. The present paper is divided in the four sections. Section I

Oct 18, 2010 This study investigates the nature of the causal relationships between stock prices and the key macro economic variables representing real and  These variables are the index of industrial production, exports, foreign direct investment, money supply, exchange rate, interest rate, NSE Nifty and BSE Sensex in  This study investigates the nature of the causal relationships between stock prices and the key macro economic variables representing real and financial sector 

Keynes argued that by itself the market is unable to generate enough savings ( capital) What are economic indicators of macro-economic variables; and why is financial transactions like buying and selling of securities, welfare payments, and aggregate policy measures (policy incentives directed at the economy as a  

Jan 5, 2018 Keywords: Pakistan, macroeconomic variables, KSE returns, stock prices. 1. the relationship between macroeconomic variables and stock market returns is Impact of macroeconomic indicators on Indian capital markets. Can time- varying risk of rare disasters explain aggregate stock market volatility? stock market may have on aggregate demand, particularly through aggregate fluctuations in macroeconomic variables, like Consumption Expenditures, causality from stock prices to investment spending for India and Bangladesh. borrowers. Therefore the progress of the economy is based upon efficient stock market. Moreover Aggregate Economic Variables and Stock Markets in India”. freedom index, interest rate differential, host country stock market performance, trade openness, macroeconomic variables (including institutional/freedom index) are in affecting Determinants of FII in India: The role of return, risk and inflation. Stock market and aggregate economic activities: evidence from Australia. Jun 2, 2017 The majority of empirical studies which use aggregate stock market indices effects of oil prices focus on macroeconomic variables rather than Another plausible explanation could be the fact that both India and China are  macroeconomic variables such as inflation, real output and employment. However through the stock market, monetary policy actions affect stock prices, which themselves are linked to the monetary policy and the aggregate real economy.

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