Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14669
Title: A study of Linkage Between Indian Stock Market and Macroeconomic Indicators
Authors: Kiran Mehta
Renuka Sharma
Keywords: Johansen Co-integration
Indian Stock Market
Macroeconomic Variables
Granger Causality
Impulse Response Function.
Issue Date: 2015
Publisher: Journal of Banking Information Technology and Management
Abstract: Fama (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.
URI: http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14669
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