Price bands

We study the impact of price bands in the Indian capital markets and following the methodology of Kim and Rhee (1997) we do not find evidence in support of the volatility spillover hypothesis. Our evidence suggests that price limits does not hinder the price discovery process and may play an important role in reducing the volatility of stock prices in the emerging markets like India.

5p vimadrid2711 18-12-2019 24 0   Download

The paper presents an econometric approach based on time series models AR, MA and ARMA combined with ARCH, GARCH and developed GARCH models to forecast and quantify market risk via VaR measure for market portfolio (VN-Index, thereby offering some technical conclusions about characteristics of the VN-Index and suggestions for investors about a flexible and proactive risk management based on VaR measure for their portfolios.

9p danhnguyentuongvi27 19-12-2018 29 1   Download

When the early bands of English invaders came over to take Britain from its Celtic owners, it is almost certain that the soil was held by groups and not by individuals, and as this was the practice of the conquerors also they readily fell in with the system they found. [1] These English, unlike their descendants of to day, were a race of countrymen and farmers and detested the towns, preferring the lands of the Britons to the towns of the Romans. Co-operation in agriculture was necessary because to each household were allotted separate strips of land, nearly equal...

29p asus1122 24-10-2012 54 2   Download

Chapter 13 OSCILLATORS. Oscillators are used to identify overbought and oversold market conditions. The oscillator is plotted on the bottom of the price chart and fluctuates within a horizontal band. When the oscillator line reaches the upper limit of the band, a market is said to be overbought and vulnerable to a short-term setback.

23p mama15 28-09-2010 91 7   Download