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    A Research Report Front Pages

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    panchaksharimb
    This document summarizes a research report on the volatility of share prices with respect to economic factors in India. The report acknowledges those who helped with the project and declares that the work is original. It provides an abstract that overviews the research, which analyzed share price data from 2007 to 2010 of selected companies compared to economic indicators like FII inflows, inflation rates, and exchange rates. The report aims to help investors identify opportunities using economic signals and notes gaps in previous Indian research that future work could address.

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    A Research Report Front Pages

    Uploaded by

    panchaksharimb
    37 views5 pages
    This document summarizes a research report on the volatility of share prices with respect to economic factors in India. The report acknowledges those who helped with the project and declares that the work is original. It provides an abstract that overviews the research, which analyzed share price data from 2007 to 2010 of selected companies compared to economic indicators like FII inflows, inflation rates, and exchange rates. The report aims to help investors identify opportunities using economic signals and notes gaps in previous Indian research that future work could address.

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    A Research Report front pages

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    This document summarizes a research report on the volatility of share prices with respect to economic factors in India. The report acknowledges those who helped with the project and declares that the work is original. It provides an abstract that overviews the research, which analyzed share price data from 2007 to 2010 of selected companies compared to economic indicators like FII inflows, inflation rates, and exchange rates. The report aims to help investors identify opportunities using economic signals and notes gaps in previous Indian research that future work could address.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    37 views5 pages

    A Research Report Front Pages

    Uploaded by

    panchaksharimb
    This document summarizes a research report on the volatility of share prices with respect to economic factors in India. The report acknowledges those who helped with the project and declares that the work is original. It provides an abstract that overviews the research, which analyzed share price data from 2007 to 2010 of selected companies compared to economic indicators like FII inflows, inflation rates, and exchange rates. The report aims to help investors identify opportunities using economic signals and notes gaps in previous Indian research that future work could address.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
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    You are on page 1of 5

    A Research Report

    On
    “VOLATILITY OF SHARE PRICES WITH RESPECT
    TO ECONOMIC FACTORS”
    Submitted in partial fulfillment of requirement for the award of the degree of

    Master of Business Administration


    Of Bangalore
    University By
    PANCHAKSHAKSHARI MB
    Reg. No: 09HDCMA049

    Under the Guidance and


    Supervision Of

    Prof. APARNA B

    DEPARTMENT OF MANAGEMENT STUDIES

    ADVANCED MANAGEMENT COLLEGE

    19TH KM, BANNERGATTA ROAD

    BANGALORE, 560083
    ACKNOWLEDGEMENT

    It is with great pleasure and gratitude that I acknowledge the contribution of several
    individuals towards the successful completion of the project.

    I sincerely thank to Dr. G S Anandan, Principal of Advanced Management College,


    Bangalore for granting me permission to take up the project.

    I would like to express my gratitude to Prof. Aparna B Project guide, for her valuable
    suggestion and encouragement, which are imperative for the completion of this project.

    Words cannot express the immense gratitude I have for my parents who have been
    instrumental in shaping my career. I am thankful to all my friends and to all the
    unseen hands that have made this project possible.

    Panchakshari MB
    DECLARTION

    I here by declare that this report entitled “A RESEARCH ON


    VOLATILITY OF SHARE PRICES WITH RESPECT TO ECONOMIC
    FACTORS”, has been prepared by me in partial fulfillment of the award
    of the degree, Master of Business Administration at Bangalore
    University. This report or a similar report on this topic has not been
    submitted for any other examination and does not form a part of any other
    course undergone by me.

    Place: Bangalore
    Date: 00-00-2011
    Panchakshari MB
    Reg. No: 09HDCMA049
    Research on the volatility of Indian Share Market with Respect to
    Economic Factors: At a glance

    Contents

    Introduction, Scope and Methodology of the Review Process

    o Introduction 2
    o Problem Statement 4
    o Theoretical Framework 5
    o Review of literature 7
    o Research Methodology 11
    o Conceptual Definitions 13
    o Criteria for selection and review of SENSEX constituents 15

    Review of Research in Various Fields

    o FII Inflows to India: Their Effect on Stock Market Liquidity


    and V o l a t i l i t y . 17
    O Inflation rate and its Effect on sock market Liquidity
    and volatility. 26
    O Foreign Exchange rate and its Effect on stock market
    liquidity and volatility. 43
    O Calculations of correlation coefficients between the
    share prices of each companies and the economic factors
    o Testing for Hypothesis 54

    Findings 56
    ABSTRACT

    This research is done in the field of Indian share markets taking into account only
    three years data from Feb. 2007 to Feb 2010. The research includes how the share
    prices of various selected companies vary w.r.t. to economic factors. The research
    work includes the collection of data regarding the share prices of the selected
    companies during the past three years and the SENSEX. Simultaneously, I have
    searched through various Indian journals in our library, located books listed in the
    library catalogue and traced through the list of references provided in various
    research works. The main objective is to study how share prices vary w.r.t economic
    factors and to enable the investors in exploring the investment opportunities using the
    economic indicators.
    Moreover, a large number of works are merely descriptive or prescriptive without
    rigorous analysis. Certain areas such as arbitrage pricing theory, option pricing theory,
    agency theory, and signaling theory are virtually unrehearsed in the Indian context.
    Besides, very little theoretical work has been done by researchers in India. However,
    with improved availability of databases and computing resources, and with increasing
    global interest in Indian markets, we expect an explosion of
    Work in the near future.

    Advanced Management College

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