Momentum Trading on the Indian Stock Market
The purpose of this division is to determine whether there has been any discernible change in the market structure since the shock
Main Authors: | , |
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Format: | eBook |
Language: | English |
Published: |
New Delhi
Springer India
2013, 2013
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Edition: | 1st ed. 2013 |
Series: | SpringerBriefs in Economics
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Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Chapter 1: Introduction
- Chapter 2: Trends in Indian Stock Market: Scope for designing Profitable Trading Rule?
- 2.1. Introduction
- 2.2. Trends and Latent Structure in Indian stock market
- 2.3. Detection of Structural Break in volatility
- 2.4. Identifying Trends in Indian Stock Market: The Methodology
- 2.5. Trends and latent structure in Indian Stock Market: Bombay Stock Exchange
- 2.6. Trends and latent structure in Indian Stock Market: National Stock Exchange
- Chapter 3: Possible Investment Strategies in Indian Stock Market
- 3.1. Introduction
- 3.2. Investment Strategies in BSE
- 3.3. Investment Strategies in NSE
- Chapter 4: Investigation into Optimal Trading Rules in Indian Stock Market
- 4.1. Introduction
- 4.2. Literature review
- 4.3. Objectives of the chapter
- 4.4. Dataset
- 4.5. Finding the Optimum Trading Rule
- 4.6. How the TradingRule varies depending on the performance of the Economy
- 4.7. Finding the Optimum Trading Rule for BSE Indexes
- 4.8. Finding the Optimum Trading Rule for the NSE Indexes
- 4.9. Behaviour of Indexes before and after the Crisis
- 4.10. The Optimal Trading Rule in India: The epilogue.