IJNRD Research Journal

WhatsApp
Click Here

WhatsApp editor@ijnrd.org
IJNRD
INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT
International Peer Reviewed & Refereed Journals, Open Access Journal
ISSN Approved Journal No: 2456-4184 | Impact factor: 8.76 | ESTD Year: 2016
Scholarly open access journals, Peer-reviewed, and Refereed Journals, Impact factor 8.76 (Calculate by google scholar and Semantic Scholar | AI-Powered Research Tool) , Multidisciplinary, Monthly, Indexing in all major database & Metadata, Citation Generator, Digital Object Identifier(DOI)

Call For Paper

For Authors

Forms / Download

Published Issue Details

Editorial Board

Other IMP Links

Facts & Figure

Impact Factor : 8.76

Issue per Year : 12

Volume Published : 9

Issue Published : 95

Article Submitted :

Article Published :

Total Authors :

Total Reviewer :

Total Countries :

Indexing Partner

Join RMS/Earn 300

Licence

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License
Published Paper Details
Paper Title: AN EMPIRICAL ANALYSIS ON INDIAN STOCK MARKET VOLATILITY DURING THE PANDEMIC
Authors Name: Deena Dayalan. S , Yogesh. S , Promoth Kumar. U , Jai Harish. S
Download E-Certificate: Download
Author Reg. ID:
IJNRD_180993
Published Paper Id: IJNRDA001110
Published In: Volume 7 Issue 5, May-2022
DOI:
Abstract: The covid pandemic has affected the performance of an economy in various areas and the Indian stock market is not an exception. This study empirically analyses volatility of the Indian during covid 19 pandemic with special reference to BSE and NSE. To determine the market volatility by historical data NSE and BSE closing prices on the daily basis from December 2019 to December 2021. Trend analyze is used to find out the trend pattern of the stock returns on the daily basis and to test the statistical properties of the time series descriptive statistics and Grach (1,1) Model is used analyze the volatility nature of the stocks. The findings strongly confirm the presence of volatility in the Indian stock market during December 2019 to December 2021.
Keywords: GARCH (1,1), NSE, BSE, COVID PANDEMIC, STOCK MARKET
Cite Article: "AN EMPIRICAL ANALYSIS ON INDIAN STOCK MARKET VOLATILITY DURING THE PANDEMIC ", International Journal of Novel Research and Development (www.ijnrd.org), ISSN:2456-4184, Vol.7, Issue 5, page no.771-778, May-2022, Available :http://www.ijnrd.org/papers/IJNRDA001110.pdf
Downloads: 000118756
ISSN: 2456-4184 | IMPACT FACTOR: 8.76 Calculated By Google Scholar| ESTD YEAR: 2016
An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 8.76 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator
Publication Details: Published Paper ID:IJNRDA001110
Registration ID: 180993
Published In: Volume 7 Issue 5, May-2022
DOI (Digital Object Identifier):
Page No: 771-778
Country: Thiruvallur, Tamilnadu, India
Research Area: Management
Publisher : IJ Publication
Published Paper URL : https://www.ijnrd.org/viewpaperforall?paper=IJNRDA001110
Published Paper PDF: https://www.ijnrd.org/papers/IJNRDA001110
Share Article:
Share

Click Here to Download This Article

Article Preview
Click Here to Download This Article

Major Indexing from www.ijnrd.org
Semantic Scholar Microsaoft Academic ORCID Zenodo
Google Scholar ResearcherID Thomson Reuters Mendeley : reference manager Academia.edu
arXiv.org : cornell university library Research Gate CiteSeerX PUBLON
DRJI SSRN Scribd DocStoc

ISSN Details

ISSN: 2456-4184
Impact Factor: 8.76 and ISSN APPROVED
Journal Starting Year (ESTD) : 2016

DOI (A digital object identifier)


Providing A digital object identifier by DOI
How to Get DOI? DOI

Conference

Open Access License Policy

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License

Creative Commons License This material is Open Knowledge This material is Open Data This material is Open Content

Important Details

Social Media

Licence

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License

Join RMS/Earn 300

IJNRD