تحقیق نوسانات بین شاخص هند بازده شاخص سهام

دسته بندی : مقاله انگلیسی

نام مقاله : تحقیق نوسانات بین شاخص هند بازده شاخص سهام

نام انگلیسی مقاله :  between India Implied Volatility Index and Stock Index Returns

تعداد صفحات : 10

مقدمه :

The present study examines the linkage between the change in implied volatility
index and the underlying stock index return in the Indian stock market.
The empirical results revealed that the contemporaneous return is the most
important factor that determines the changes in the current India implied volatility.
Besides, the empirical evidences confirm the negative asymmetry volatility-
return relation, supporting the behavioral explanations (the affect and
representativeness heuristics) rather than financial leverage hypothesis.

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