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Effect of temperature on stock market indices: A study on BSE and NSE in India

  • Chinnadurai Kathiravan
  • , Murugesan Selvam
  • , Sankaran Venkateswar
  • , Kasilingam Lingaraja
  • , Marxia Oli Sigo

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)171-181
Number of pages11
JournalInternational Journal of Economic Research
Volume14
Issue number18
StatePublished - 2017

ASJC Scopus Subject Areas

  • General Business,Management and Accounting
  • General Economics,Econometrics and Finance

Keywords

  • ADF test
  • BSE sensex
  • Descriptive statistics
  • GARCH (1, 1) model and stock market volatility
  • S&P CNX nifty
  • Weather (temperature) factor

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