Market Sentiment Indicator

Authors

  • Ganesh Sankar Institute for Financial Management and Research, Chennai
  • G. Balasubramanian Institute for Financial Management and Research, Chennai

DOI:

https://doi.org/10.33516/maj.v51i9.78-80p

Abstract

No Abstract.

Downloads

Download data is not yet available.

Downloads

Published

2016-09-01

How to Cite

Sankar, G., & Balasubramanian, G. (2016). Market Sentiment Indicator. The Management Accountant Journal, 51(9), 78–80. https://doi.org/10.33516/maj.v51i9.78-80p

Issue

Volume 51, Issue 9, September 2016

Section

Capital Market
Crossref
Scopus
Google Scholar
Europe PMC

References

Black, F. (1976) “Studies of stock market volatility changes.†Proceedings of the American Statistical Association, Business and Economic Statistics Section, 177–181.

Campbell, J. Y. and L. Hentschel (1992) “No news is good news: An asymmetric model of changing volatility in stock returns.†Journal of Financial Economics 31(3):281–318.

Christie, A. (1982) “The stochastic behaviour common stock variances: Value, leverage and interest rate.†Journal of Financial Economics 10:407–432

French, Kenneth R., G. William Schwert, and Robert F. Stambaugh (1987) “Expected stock returns and volatility.†Journal of Financial Economics 19:3–29.

Pan, J., & Poteshman, A. M. (2006) “The Information in Option Volume for Future Stock Pricesâ€, Review of Financial Studies, 19: 871-908.

Summa John (2004) “Trading Against The Crowdâ€, John Wiley & Sons

Whaley, R. (2000) “The investor fear gaugeâ€, Journal of Portfolio Management 26:12–17

A detailed computational methodology is available in www.nseindia.com

Source: National Stock Exchange, Monthly Derivative Update (June 2016)

Open Interest is defined as the total number of outstanding contracts held by market participants at the end of a day