01
Original Article
Open Access
Predicting the Stock Market Index using Stochastic Time Series ARIMA Modelling: The Sample of BSE and NSE
C. Viswanatha Reddy
· pp. 7–25
DOI: 10.17010/ijf/2019/v13i8/146301
The stock market is basically volatile, and the prediction of its movement will be more useful to the stock traders to design their trading strategies. An intelligent forecasting will certainly abet to yield significant profits. Many important models have been …
Keywords:
BSE_CLOSE, NSE_CLOSE, ARIMA Model, Forecasting, AIC, BIC, MAPE. JEL Classification, C53, C58, E37, G170
02
Original Article
Open Access
Impact of Negative News on the U.S. Soft Drinks Industry
Abhi Bhattacharya
· pp. 26–37
DOI: 10.17010/ijf/2019/v13i8/146302
The fact that negative news affects the stock returns of a mentioned brand is well known and proven extensively in literature. Nevertheless, little is known about the effect this might have on other brands within the industry in which the …
Keywords:
Soft Drinks Industry, Event Study, Competitive Effects, Contagion Effects, Abnormal Returns. JEL Classifications
03
Original Article
Open Access
Corporate Restructuring through Mergers: A Case of ICICI Bank
Abdul Wajid, Harjit Singh, Abdul Aziz Ansari
· pp. 38–50
DOI: 10.17010/ijf/2019/v13i8/146303
In the time of financial turbulence, corporate restructuring through mergers is one of the most prominent business strategies for corporates to achieve more significant market share, enhance profitability, expand its reach into the new markets, and also to obtain economies …
Keywords:
Corporate Restructuring, Merger, Event Study Methodology, Performance, Banking. JEL Codes
04
Original Article
Open Access
Google Search Volume and Stock Market Liquidity
Sumit Kumar Jha, Sharad Nath Bhattacharya, Mousumi Bhattacharya
· pp. 51–64
DOI: 10.17010/ijf/2019/v13i8/146304
Our research showed that search volume on Google serves or GSV as an intuitive proxy for overall stock market recognition. We proposed a predictive parsimonious model TFARM (two factor auto-regressive methodology) on stock market liquidity measures (bid - ask spread, …
Keywords:
Google Insights, GSV, Stock Liquidity, Trading Activity, Stock Returns. JEL Codes