International Journal of Social Science & Economic Research
Submit Paper

Title:
A STUDY OF VOLATILITY IN THE STOCK MARKET

Authors:
Darsh kachhara

|| ||

Darsh kachhara
2 Nd Year Student , Sarla Anil Modi School Of Economics, NMIMS Mumbai

MLA 8
kachhara, Darsh. "A STUDY OF VOLATILITY IN THE STOCK MARKET." Int. j. of Social Science and Economic Research, vol. 5, no. 9, Sept. 2020, pp. 2713-2734, doi:10.46609/IJSSER.2020.v05i09.022. Accessed Sept. 2020.
APA 6
kachhara, D. (2020, September). A STUDY OF VOLATILITY IN THE STOCK MARKET. Int. j. of Social Science and Economic Research, 5(9), 2713-2734. doi:10.46609/IJSSER.2020.v05i09.022
Chicago
kachhara, Darsh. "A STUDY OF VOLATILITY IN THE STOCK MARKET." Int. j. of Social Science and Economic Research 5, no. 9 (September 2020), 2713-2734. Accessed September, 2020. doi:10.46609/IJSSER.2020.v05i09.022.

References

[1]. Alesina, A., Ozler, S., Roubini, N., & Swagel, P. (1992). Political instability and economic growth. Journal of Economic Growth, 1, 189-211.
[2]. Bomfim, A.N. (2003). Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market.
[3]. Ch. Balaji, G.D.V. Kusuma, B. Ravi Kumar,. "Impact of General Elections on Stock Markets in India". (2018). Open Journal of Economics and Commerce, 1(2), pp.1-7.
[4]. Degiannakis, S., Filis, G.N., & Kizys, R. (2014). The effects of oil price shocks on stock market volatility:evidence from European data.
[5]. Gokmenoglu, K.K., & Fazlollahi, N. (2015). The Interactions among Gold, Oil, and Stock Market: Evidence from S&P500.
[6]. Gomes, M., & Chaibi, A. (2014). Volatility Spillovers Between Oil Prices And Stock Returns: A Focus On Frontier Markets.
[7]. Gospodinov, N., & Jamali, I. (2015). The Response of Stock Market Volatility to Futures- Based Measures of Monetary Policy Shocks.
[8]. Gropp, R.E., & Kadareja, A. (2012). Stale Information, Shocks, and Volatility.
[9]. Gul S., Khan M. T., Saif N., Rehman S., Roohullah (2013) "Stock Market Reaction to Political Events (Evidence from Pakistan)", Journal of Economics and Sustainable Development, Vol.4, No.1, 2013
[10]. Iqbal, S., Iqbal, N., & Muneer, A. (2019). Islamic Calendar Anomalies Reshaping Investor Behavior: A Qualitative Study.
[11]. Irshad, H. (2017). Relationship Among Political Instability, Stock Market Returns and Stock Market Volatility. Studies in Business and Economics, 12, 70 - 99.
[12]. Kennedy, K., & Nourzad, F. (2016). Exchange rate volatility and its effect on stock market volatility.
[13]. Kumar Deva B. , Sophia Sharon and Jucunda Evelyn Maria (2015). Empirical Study on Effects of the Lok Sabha Election on Stock Market Performance (BSE SENSEX), Research Journal of Management Sciences. Vol. 4(2), 1-9, February.
[14]. Mei, J., & Guo, L. (2002). Political Uncertainty, Financial Crisis and Market Volatility.
[15]. Patel, J. b. (2008). calendar effects in the indian stock market. International business & Economic research journal.
[16]. Sahoo, S., Behera, H.K., & Trivedi, P. (2019). Return and volatility spillovers between currency and bond markets in India.
[17]. Savita, A. R. (2015). Return Volatility around National Election: Evidence from India.
[18]. Procedia- Social and Behavioural Sciences 189, 163-168.

Abstract:
Volatility is nothing but a behvaioural change brought by investors as their perception of market keeps changing second by second due to various reasons other than the ones documented in the above Literature review. All over the world stock markets function in a similar manner but it's the investors with unknown rationality which decide the fate of the market indexes. Such wholesome changes in oil prices , political instability form the essescence of world supply chain irrespective of which country is involved. It is general idea in the market that financial exchanges are proficient and costs mirror all accessible data. There is broad research writing accessible to see whether securities exchanges are effective or not.

IJSSER is Member of