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Seasonality Effects in BSE Sensex Returns by Ramasamy Velmurugan is a document available to read on EtoBox.
What is Seasonality Effects in BSE Sensex Returns about?
The study tries to investigates the existence of the seasonality anomalies in Indian Stock Market. The study utilizes the Daily return data of the Bombay Stock Exchange’s Sensex Index for the period ranging from April 2016 to March 2017 for analysis. The collected secondary data are analyzed by applying Descriptive statistics, Linear Regression and paired ‘t’ test. The results of the study confirm the existence of seasonality in stock returns in India and prevalence of the anomalies in Indian Stock Market.
- Author
- Ramasamy Velmurugan
- Language
- EN