significant gap in the volatility literature, namely its relative neglect of the connection between macroeconomic fundamentals and asset return volatility. We progress by analyzing a broad international cross section of stock markets covering approximately forty countries. In this paper an earnest attempt is made to know the tendency of inter and intra-day-volatility in Indian stock market with reference to BSE Sensex. Available at ssrn: m/abstract2890890.org/10.2139/ssrn.2890890. 1, February 2016,. We consider rational investors who entertain subjective prior beliefs about price behavior that are not equal but close to rational expectations. JEL Classification: E44, E47, G12, suggested Citation, malepati, Venkataramanaiah, A Study on Volatility in Indian Stock Market (December 28, 2016). Users who downloaded this paper also downloaded * these). Keywords: Indian Stock Market, BSE, Volatility. We show that this imparts momentum and mean reversion into the equilibrium behavior of the price-dividend ratio, similar to what can be observed in the data. Volatility plays essays in hindi language on child labour a vital role in the secondary market which influences a lot on the investment decision.
For reasonable degrees of risk aversion, the model generates up to one-half of the equity premium observed in the data. 13 Pages Posted: Date Written: December 28, 2016, abstract, to many among the general public, the term volatility is simply synonymous with risk associating with any financial asset. Published In: Journal of Finance (Vol.
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Stock price data using the method of simulated moments, we find that it can quantitatively account for the observed volatility of returns, the volatility and persistence of the price-dividend ratio, and the predictability of long-horizon returns. When estimating the model.S. Acknowledgments, machine-readable bibliographic record, mARC, RIS, BibTeX, document Object Identifier (DOI.3386/w14269. Nber Working Paper. It also passes a formal statistical test for the overall goodness of fit, provided one excludes the equity premium from the set of moments to be matched. Abstract, consumption-based asset pricing models with time-separable preferences can generate realistic amounts of stock price volatility if one allows for small deviations from rational expectations. The main objective of this study is learning environment design thesis to examine the aforesaid two aspects of the volatility to curb the excess volatility in the market. We find a clear link between macroeconomic fundamentals and stock market volatilities, with volatile fundamentals translating into volatile stock markets. Optimal behavior then dictates that investors learn about price behavior from past price observations. The main objective of this study is to examine the aforesaid two a spects of the volatility to curb the excess volatility in the market.
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