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

Bibliographic Details
Main Authors: Chakrabarti, Gagari, Sen, Chitrakalpa (Author)
Format: eBook
Language:English
Published: New Delhi Springer India 2013, 2013
Edition:1st ed. 2013
Series:SpringerBriefs in Economics
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.