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Momentum Trading on the Indian Stock Market (Record no. 26286)

000 -LEADER
fixed length control field 04744nam a22004695i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310152716.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130328s2013 ii | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788132211273
978-81-322-1127-3
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB139-141
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Edition number 23
264 #1 -
-- India :
-- Springer India :
-- Imprint: Springer,
-- 2013.
912 ## -
-- ZDB-2-SBE
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Chakrabarti, Gagari.
Relator term author.
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title Momentum Trading on the Indian Stock Market
Medium [electronic resource] /
Statement of responsibility, etc by Gagari Chakrabarti, Chitrakalpa Sen.
300 ## - PHYSICAL DESCRIPTION
Extent XV, 110 p. 58 illus.
Other physical details online resource.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title SpringerBriefs in Economics,
International Standard Serial Number 2191-5504
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Chapter 1: Introduction -- Chapter 2: Trends in Indian Stock Market: Scope for designing Profitable Trading Rule? -- 2.1. Introduction -- 2.2. Trends and Latent Structure in Indian stock market -- 2.3. Detection of Structural Break in volatility -- 2.4. Identifying Trends in Indian Stock Market: The Methodology -- 2.5. Trends and latent structure in Indian Stock Market: Bombay Stock Exchange -- 2.6. Trends and latent structure in Indian Stock Market: National Stock Exchange -- Chapter 3: Possible Investment Strategies in Indian Stock Market -- 3.1. Introduction -- 3.2. Investment Strategies in BSE -- 3.3. Investment Strategies in NSE -- Chapter 4: Investigation into Optimal Trading Rules in Indian Stock Market -- 4.1. Introduction -- 4.2. Literature review -- 4.3. Objectives of the chapter -- 4.4. Dataset -- 4.5. Finding the Optimum Trading Rule -- 4.6. How the Trading Rule varies depending on the performance of the Economy -- 4.7. Finding the Optimum Trading Rule for BSE Indexes -- 4.8. Finding the Optimum Trading Rule for the NSE Indexes -- 4.9. Behaviour of Indexes before and after the Crisis -- 4.10. The Optimal Trading Rule in India: The epilogue.  .
520 ## - SUMMARY, ETC.
Summary, etc This study is an exploration of the Indian stock market, focusing on the possible presence of momentum trading. One thing, however, should be noted. While it is true that momentum trading, which tends to generate speculative bubbles, may result in a financial market crash, its nature in contrast might depend on the nature of the economy itself. The study, while exploring the presence and nature of momentum trading on the Indian stock market in recent years, seeks to relate it to significant structural breaks in the Indian or global economy. To be precise, it outlines a potential correlation between the instability in the stock market and the speculative trading on the market, exploring the question of whether it is human psychology that drives financial markets. In the process, the choice of a significant structural break has been obvious: the global financial meltdown of 2007-2008 – a crisis that has often been referred to as the worst ever since the crash of 1929. While analyzing the nature of momentum trading on the Indian stock market with regard to the financial crisis of 2007-08, the study takes into account two major representatives of the market, the BSE (Bombay Stock Index) and NSE (National Stock Index), for the period 2005 to 2012. This study seeks to answer a few important questions. First of all, it tries to unveil the underlying structure of the market. In doing so, it examines the following issues: (i) What was the latent structure of the Indian stock market leading up to the crisis of 2007-08? Does the structure offer insights into designing profitable trading strategies? (ii) Is it possible to construct a profitable portfolio on the Indian stock market? (iii) Is there any profitable trading strategy on the Indian stock market? While exploring these issues, the study delves deeper, breaking the whole period down into two sub-periods, before the crisis of 2008 and after the crisis. The purpose of this division is to determine whether there has been any discernible change in the market structure since the shock.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics.
Topical term or geographic name as entry element Econometrics.
Topical term or geographic name as entry element Economic policy.
Topical term or geographic name as entry element Finance.
Topical term or geographic name as entry element Economics/Management Science.
Topical term or geographic name as entry element Econometrics.
Topical term or geographic name as entry element Finance/Investment/Banking.
Topical term or geographic name as entry element Financial Economics.
Topical term or geographic name as entry element Economic Policy.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Sen, Chitrakalpa.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9788132211266
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-81-322-1127-3
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-17AUM Main Library2014-04-17 2014-04-17 E-Book   AUM Main Library330.015195
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