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8/7/2019 A Research Report front pages
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A Research Report
On
“VOLATILITY OF SHARE PRICES WITH RESPECT
TO ECONOMIC FACTORS”Submitted in partial fulfillment of requirement for the award of the degree of
Master of Business AdministrationOf Bangalore
University By
PANCHAKSHAKSHARI MB
Reg. No: 09HDCMA049
Under the Guidance and
Supervision Of
Prof. APARNA B
DEPARTMENT OF MANAGEMENT STUDIES
ADVANCED MANAGEMENT COLLEGE
19TH
KM, BANNERGATTA ROAD
BANGALORE, 560083
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ACKNOWLEDGEMENT
It is with great pleasure and gratitude that I acknowledge the contribution of several
individuals towards the successful completion of the project.
I sincerely thank to Dr . G S Anandan, Princ ipal of Advanced Management College,
Bangalore for granting me permission to take up the project.
I would like to express my gratitude to Prof. Aparna B Project guide, for her valuablesuggestion and encouragement, which are imperative for the completion of this project.
Words cannot express the immense gratitude I have for my parents who have been
instrumental in shaping my career. I am thankful to all my friends and to all the
unseen hands that have made this project possible.
Panchakshari MB
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DECLARTION
I here by declare that this report entitled “ A RESEARCH ON
VOLATILITY OF SHARE PRICES WITH RESPECT TO ECONOMIC
FACTORS”, has been prepared by me in partial fulfillment of the award
of the degree, Master of Business Administration at Bangalore
University . This report or a similar report on this topic has not been
submitted for any other examination and does not form a part of any other
course undergone by me.
Place: Bangalore
Date: 00-00-2011 Panchakshari MB
Reg. No: 09HDCMA049
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Research on the volatility of Indian Share Market with Respect toEconomic Factors: At a glance
Contents
Introduction, Scope and Methodology of the Review Process
o Introduction 2
o Problem Statement 4
o Theoretical Framework 5
o Review of literature 7
o Research Methodology 11
oConceptual Definitions 13
o Criteria for selection and review of SENSEX constituents 15
Review of Research in Various Fields
o FII Inflows to India: Their Effect on Stock Market Liquidityand V o l a t i l i t y . 17
O Inflation rate and its Effect on sock market Liquidityand volatility. 26
O Foreign Exchange rate and its Effect on stock marketliquidity and volatility. 43
O Calculations of correlation coefficients between theshare prices of each companies and the economic factors
o Testing for Hypothesis 54
Findings 56
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A B S T R A CT
This research is done in the field of Indian share markets taking into account only
three years data from Feb. 2007 to Feb 2010. The research includes how the share
prices of various selected companies vary w.r.t. to economic factors. The research
work includes the collection of data regarding the share prices of the selected
companies during the past three years and the SENSEX. Simultaneously, I have
searched through various Indian journals in our library, located books listed in the
library catalogue and traced through the list of references provided in various
research works. The main objective is to study how share prices vary w.r.t economicfactors and to enable the i nves tors in exploring the investment opportunities using the
economic indicators.
Moreover, a large number of works are merely descriptive or prescriptive without
rigorous analysis. Certain areas such as arbitrage pricing theory, option pricing theory,
agency theory, and signaling theory are virtually unrehearsed in the Indian context.
Besides, very little theoretical work has been done by researchers in India. However,
with improved availability of databases and computing resources, and with increasingglobal interest in Indian markets, we expect an explosion of
Work in the near future.
Advanced Management College