The Effect of Seasonality over Stock Exchanges in India

Ved Prakash Bansal

doi:10.48001/jbmis.2017.0401008

The Effect of Seasonality over Stock Exchanges in India

Authors

Ved Prakash Bansal Satyawati College (Eve.), University of Delhi

DOI:

https://doi.org/10.48001/jbmis.2017.0401008

Keywords:

Seasonality, Bombay stock exchange, Correlogram

Abstract

This study investigated to examine stock market seasonality effect in Indian stock market for Bombay Stock Exchange (BSE) 100. The monthly return data of BSE 100 for the period from April, 2001 to March, 2016 was used for analysis. After examining the stationarity of the return series and correlogram, regression equation & ARIMA model is used to find the monthly effect in stock returns in India. The results confirmed the existence of seasonality in stock returns in India.

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Published

2017-06-30

How to Cite

Bansal, V. P. (2017). The Effect of Seasonality over Stock Exchanges in India. Journal of Business Management and Information Systems, 4(1), 65–72. https://doi.org/10.48001/jbmis.2017.0401008

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Issue

Vol. 4 No. 1 (2017)

Section

Articles

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