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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14669
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dc.contributor.authorKiran Mehta-
dc.contributor.authorRenuka Sharma-
dc.date.accessioned2024-03-02T06:28:49Z-
dc.date.available2024-03-02T06:28:49Z-
dc.date.issued2015-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14669-
dc.description.abstractFama (1970) supported the Efficient Market Hypothesis and argued that all pertinent information about the changes in the macroeconomic factors is totally replicated in the current stock prices in an efficient market. The present study has focused in obtaining the evidences of linkages between Indian stock market performance and macro-economic variables.The present study has considered S&P BSE Sensex index to represent Indian stock market and five macroeconomic variables representing Indian economy. The empirical evidences of linkage between stock market performance and macro-economic variables are worth noting.-
dc.publisherJournal of Banking Information Technology and Management-
dc.subjectJohansen Co-integration-
dc.subjectIndian Stock Market-
dc.subjectMacroeconomic Variables-
dc.subjectGranger Causality-
dc.subjectImpulse Response Function.-
dc.titleA study of Linkage Between Indian Stock Market and Macroeconomic Indicators-
dc.volVol. 12-
dc.issuedNo. 1-
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