A Study on Stock Market Volatility Pattern of BSE and NSE in India
Journal Title: International Journal of Trend in Scientific Research and Development - Year 2020, Vol 4, Issue 6
Abstract
Stock market volatility refers to the continuous change in the stock prices. This paper examines the relationship between the volatility clustering, level of volatility for the Indian Stock Markets viz. National Stock Exchange NSE and Bombay Stock Exchange BSE for the financial year 2015 16 to 2019 20. The GARCH model is applied to check for the volatility clustering, it is found that there is presence of clustering for the stock exchange indices, as well as for the sectoral indices. Thus, it is found that though both the Stock Exchanges follow the same trend of volatility, BSE indices are more volatile than NSE indices, and any investor investing through BSE listing is exposed to more Risk. Overall, in the study, comparison is being made at every step among the Bombay Stock Exchange and the National Stock Exchange. Astha Agarwal "A Study on Stock Market Volatility Pattern of BSE and NSE in India" Published in International Journal of Trend in Scientific Research and Development (ijtsrd), ISSN: 2456-6470, Volume-4 | Issue-6 , October 2020, URL: https://www.ijtsrd.com/papers/ijtsrd33259.pdf Paper Url: https://www.ijtsrd.com/management/public-sector-management/33259/a-study-on-stock-market-volatility-pattern-of-bse-and-nse-in-india/astha-agarwal
Authors and Affiliations
Astha Agarwal
Keywords
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