Critical study of Indian stock market relationship with domestic (DIIs) and foreign institutional investors (FIIs)

被引：1

作者：

Bansal, Prateek Kumar ^{[1
]}

机构：

[1] GLA Univ, Chaumuhan 281406, Uttar Pradesh, India

来源：

MATERIALS TODAY-PROCEEDINGS | 2021年 / 37卷

关键词：

NSE; BSE; FIIs; DIIs; SENR;

D O I：

10.1016/j.matpr.2020.08.658

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

This is an investigation to analyse the investment behaviour of various institutional investors and their relationship with volatility of stock market in India. Major participants of stock market, FIIs and DIIs are risk taker for return on investment. Around the world, Indian stock market is one of the favourite avenues for investment for institutional investors. Time series analysis of data for the period of 13 years has been done to check the volatility of Indian stock market, investment behaviour of FIIs & DIIs. Unit Root Test, Correlation, VAR and Granger Causality test has been applied with the help of Eviews. Finding of the study suggested that there is strong relationship and impact of investment behaviour of FIIs and DIIs on volatility of Indian stock market. (C) 2020 Elsevier Ltd. All rights reserved.

引用

页码：2837 / 2843

页数：7

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