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Comparative Analysis of Market Volatility in Indian Banking and IT Sectors by using Average Decline Model

Author

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  • Kirti AREKAR

    (K.J. Somaiya Institute of management Studies & Research, Mumbai, India)

  • Rinku JAIN

    (K.J. Somaiya Institute of management Studies & Research, Mumbai, India)

Abstract

The stock market volatility is depends on three major features, complete volatility, volatility fluctuations, and volatility attention and they are calculate by the statistical techniques. Comparative analysis of market volatility for two major index i.e. banking & IT sector in Bombay stock exchange (BSE) by using average decline model. The average degeneration process in volatility has being used after very high and low stock returns. The results of this study explain significant decline in volatility fluctuations, attention, and level between epochs of pre and post particularly high stock returns.

Suggested Citation

  • Kirti AREKAR & Rinku JAIN, 2017. "Comparative Analysis of Market Volatility in Indian Banking and IT Sectors by using Average Decline Model," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 3, pages 20-25.
    • Handle: RePEc:ddj:fseeai:y:2017:i:3:p:20-25
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