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This study empirically examines the nature of volatility in BSE Realty Index using daily closing price of BSE Realty Index for five and half years period from January 2011 to June 2016. The study employed conditional heteroscedasticity models, both symmetric and asymmetric, for the analysis. The study found that the volatility is persistent in the...
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Context 1
... understand whether BSE Realty companies move with market return, we ran Granger causality between Sensex and these companies. Table 4 presents the results of Granger causality test. As shown in the table, eight of eleven BSE Realty companies are influenced by market return (Sensex). ...Context 2
... understand whether BSE Realty companies move with market return, we ran Granger causality between Sensex and these companies. Table 4 presents the results of Granger causality test. As shown in the table, eight of eleven BSE Realty companies are influenced by market return (Sensex). ...Similar publications
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