Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature

Patil, Ashok Chanabasangouda; Rastogi, Shailesh

doi:10.3390/jrfm12020105

Cited by 22 publications

(10 citation statements)

References 164 publications

(178 reference statements)

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“…Finally, the authors provide enough evidence of a data snooping issue, which violates and challenges the existing proof, and creates room for replication studies in modern finance. Patil and Rastogi (2019) conduct an informative review of the literature on the price-volume relationship and its relation to the implications of the adaptive market hypothesis. The literature on market efficiency is classified as efficient market hypothesis (EMH) studies or adaptive market hypothesis (AMH) studies.…”

Section: Discussion Of the Review Papersmentioning

confidence: 99%

Review Papers for Journal of Risk and Financial Management (JRFM)

McAleer

2020

JRFM

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This paper evaluates an editorial and seven invaluable and interesting review papers for the Journal of Risk and Financial Management (JRFM). The topics covered include the rising complexity of bank regulatory capital requirements from global guidelines to their United States (US) implementation, connections among big data, computational science, economics, finance, marketing, management and psychology, factors, outcome, and the solutions of supply chain finance, with a review and future directions, time-varying price-volume relationship, adaptive market efficiency, and a survey of the empirical literature, improved covariance matrix estimation for portfolio risk measurement, stock investment and excess returns, with a critical review in the light of the efficient market hypothesis, and a cross section analysis of country equity returns, and a review of the empirical literature.

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Section: Discussion Of the Review Papersmentioning

confidence: 99%

Review Papers for Journal of Risk and Financial Management (JRFM)

McAleer

2020

JRFM

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“…Disclosure also has its role in NPS (Bhimavarapu & Rastogi, 2020;Sharma, Rastogi & Gupta, 2020). In addition to these, efficiency of the stock market also has its own role to play to sustain the interest of the investors in the stock market and in the determination of the stock prices (Patil & Rastogi, 2019.…”

Section: Participation In the Equity Marketmentioning

confidence: 99%

Factors Accountable for Non-Participation in the Stock Market: Identification and Ranking

Sharma¹,

Goel²,

Rastogi³

et al. 2022

samvad

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Non-Participation in the Stock (NPS) market is a serious concern especially with the rising burden of debt in general and NPA in particular in the Indian economy. This paper is an attempt to address the problem of NPS. Identification of factors accountable for NPS is the first step to resolve the problem. Ranking is obviously the second step so that the problem can be resolved in the sequential manner. The current study identifies: willingness to invest, cash availability, knowledge of the equity market, expectation of returns, trust on the market and risk in the market. The factors are delineated in the order of the priority. Willingness to invest in the stock market come out to be more important reason for NPS and risk in the market happens to be the least important factor in the pecking order of factors for NPS. A multi-criteria decision making tool, Analytical Hierarchical Process (AHP) is applied to set the identified factors into the order of their relevance for NPS. The findings of the study have unique attributes in terms of newer set of factors and the method of ranking them. The relevant factors for NPS identified in the current study can be responded with the appropriate change or revision in the guidelines and policies to address the problem of NPS. Moreover, one of the major implications of the study is that the factors can be taken care of in the step wise manner as compared to taking up all at the same time.

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“…Financial services are considered a public right, providing banking and payment services without discrimination and must be the primary goal of social policy [13], [14], [48], [62]. [31] and [44] define access to finance as providing efficient financial institutions to individuals at risk of exclusion through formal banking institutions (such as access to payments and transfer services, deposits, credit, banking, and insurance). [5], [9], [31] [43], [49] define access to finance as providing efficient financial institutions to those at risk of exclusion through formal banking institutions, such as access to payments and transfer services, deposits, credit, banking, and insurance.…”

Section: Poverty Financial Inclusion and Financial Technology In Indiamentioning

confidence: 99%

Financial Technology and Its Impact on Poverty in India

Gautam¹,

Kanoujiya²,

Bhimavarapu³

et al. 2021

IJMH

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The paper aims to examine the effects of financial technology (Kisan Credit Card and ATM) on India's Poverty and empirically analyze the influence of financial technology on poverty scores. We consider data from twenty-two Indian states for three fiscal years, i.e., from 2018 to 2020. The current study uses panel data analysis to test the hypothesis. Results suggest a negative association between financial technology (Kisan credit card and ATM) and its influence on the poverty score in India. The current study suggests that the government should pay more attention to expanding financial technology, including increasing economic growth and financial stability and eliminating poverty by investing in infrastructure that would enhance banking services.

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Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature

Cited by 22 publications

References 164 publications

Review Papers for Journal of Risk and Financial Management (JRFM)

Review Papers for Journal of Risk and Financial Management (JRFM)

Factors Accountable for Non-Participation in the Stock Market: Identification and Ranking

Financial Technology and Its Impact on Poverty in India

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