Impact of Equity on Stock Market’S Volatility

Published in Journal

Journal of Advances and Scholarly Researches in Allied Education [JASRAE] (Vol:4/ Issue: 8) DOI: 10.29070/JASRAE
Authors: Abha Aggarwal, Dr. N. P. Sharma,
Subjects: Multidisciplinary Academic Research

Year: Oct, 2012
Volume: 4 / Issue: 8
Pages: 0 - 0 (0)
Publisher: Ignited Minds Journals
Source:
E-ISSN: 2230-7540
DOI:
Published URL: http://ipublisher.in/p/1660
Published On: Oct, 2012

Article Details

Impact of Equity on Stock Market’S Volatility |

Abha Aggarwal, Dr. N. P. Sharma, in Journal of Advances and Scholarly Researches in Allied Education | Multidisciplinary Academic Research

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ABSTRACT:

Regarding the impact of equity onthe return and volatility of underlying stock market, the study revealed thatthere is a significant increase in return after the introduction of indexfutures in S&P CNX Nifty. However, this effect disappeared after theintroduction of index options. It means price reversal was found only for awhile after the introduction of derivatives and the market came again inequilibrium after getting depth in equity market. In case of individual stocks,majority of the stocks showed no significant difference in the return after theintroduction of stock equity.