Trends and Determinants of Primary Market Activities: Evidences from India

Gupta, Lovleen; Maurya, Sheetal

doi:10.54063/ojc.2021.v42i03.03

Cited by 3 publications

(1 citation statement)

References 16 publications

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“…The highest Sensex PE ratio was reported in 1992 at approx. 57.42 and the lowest was reported in 1998 at 9.83 (Gupta & Maurya, 2021). Economically, a higher P/E ratio should correspond to better index performance.…”

Section: Data and Samplementioning

confidence: 88%

Analysis of Historical Trend and Determinants of Esg Index Performance in India

Singh¹,

Maurya²

2021

cgi

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The present study examines the historical growth rate in the ESG index and the determinants affecting the performance for the period April 2011 to December 2021. Based on the results of historical trend analysis the present study reports that there is a statistically significant and positive growth trend in the Nifty 100 ESG index over the study period. In long run, investment based on ESG parameters adds to the investor's wealth. Also, return on the ESG index and market index are highly positively correlated and the return on the ESG index is positive during the period of high market volatility and rising fear in the market. The study reports a statistically significant negative impact of broad market valuation on ESG index return. ESG index tends to perfor m better during the economic and financial crisis as these are viewed as safer investments. Further, this paper emphasizes the need for a reform that gives equal weightage to all aspects of ESG in the disclosure norms with special attention to the social factors which is the most neglected factor.

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Section: Data and Samplementioning

confidence: 88%

Analysis of Historical Trend and Determinants of Esg Index Performance in India

Singh¹,

Maurya²

2021

cgi

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A Study on Investors’ Sentiment and Market Return of Indian Stock Market

Rohilla¹,

Tripathi²

2022

OJC

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An interconnected digital ecosystem, seamlessly blending the virtual and physical worlds, is termed as 'metaverse'. The metaverse offers unlimited virtual space to participants such as corporates and individuals, to explore and design their experiences. The present study showcases the potential of the metaverse to enhance the operations in retail, hospitality & tourism, and entertainment industries etc. The study posits that adoption of metaverse in these industries will alter the consumer decision-making journey, and their subsequent behavior. Corporate leaders by mapping this virtual space, where consumers have their digital doppelganger or avatars representing their digital persona, can reach the consumer across geographies. The study highlights that immersive experiences offered by the metaverse will be the essence of higher customer involvement, leading to value co-creation and seamless exchange of value. The final section of the study provides a perspective on the emerging issues and challenges in the form of privacy, security, racism, and digital hatred in the metaverse world.

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Impact of Investor Sentiment on Portfolio Return - Do Economic and Market Conditions Matter?

Rohilla¹

2022

IJEF

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In a first of its kind, this paper tries to explore the relationship between investors sentiment and BSE Sensex return over the period January 2010 to December 2021 and under different market and economic conditions. Design/Methodology/Approach: The paper uses 32 market and macroeconomic variables as proxy to the investor sentiment. Principal component analysis has been used and the first 11 principal components with eigenvalue more than 1, have been selected to create investor sentiment sub-indices. Weighted/generalized least squares (GLS) method has been used to achieve the objectives of the study. Findings: We find that the impact of sentiment was significantly positive on portfolio return over the period of study. Furter, the slope of fivesentiment sub-indices increased in the boom period and the slope of two sub-indices increased significantly in the bull period. Research Implications: Findings of the study are helpful for retail investors, policy makers and other decision makers in the Indian stock market. Results are helpful for retail investors as guidelines for decision making and; also, they learn about the association between sentiment and portfolio return under different economic and market conditions. Originality/Value: The study contributes to the existing literature by exploring the relationship of sentiment and portfolio return in the Indian stock marketover different economic and market conditions.

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Trends and Determinants of Primary Market Activities: Evidences from India

Cited by 3 publications

References 16 publications

Analysis of Historical Trend and Determinants of Esg Index Performance in India

Analysis of Historical Trend and Determinants of Esg Index Performance in India

A Study on Investors’ Sentiment and Market Return of Indian Stock Market

Impact of Investor Sentiment on Portfolio Return - Do Economic and Market Conditions Matter?

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