Momentum Trading on the Indian Stock Market

This study is an exploration of the Indian stock market, focusing on the possible presence of momentum trading. One thing, however, should be noted. While it is true that momentum trading, which tends to generate speculative bubbles, may result in a financial market crash, its nature in contrast mig...

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Bibliographic Details
Main Authors: Chakrabarti, Gagari. (Author, http://id.loc.gov/vocabulary/relators/aut), Sen, Chitrakalpa. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: New Delhi : Springer India : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:SpringerBriefs in Economics,
Subjects:
Online Access:https://doi.org/10.1007/978-81-322-1127-3
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Table of Contents:
  • Chapter 1: Introduction
  • Chapter 2: Trends in Indian Stock Market: Scope for designing Profitable Trading Rule?
  • 2.1. Introduction
  • 2.2. Trends and Latent Structure in Indian stock market
  • 2.3. Detection of Structural Break in volatility
  • 2.4. Identifying Trends in Indian Stock Market: The Methodology
  • 2.5. Trends and latent structure in Indian Stock Market: Bombay Stock Exchange
  • 2.6. Trends and latent structure in Indian Stock Market: National Stock Exchange
  • Chapter 3: Possible Investment Strategies in Indian Stock Market
  • 3.1. Introduction
  • 3.2. Investment Strategies in BSE
  • 3.3. Investment Strategies in NSE
  • Chapter 4: Investigation into Optimal Trading Rules in Indian Stock Market
  • 4.1. Introduction
  • 4.2. Literature review
  • 4.3. Objectives of the chapter
  • 4.4. Dataset
  • 4.5. Finding the Optimum Trading Rule
  • 4.6. How the Trading Rule varies depending on the performance of the Economy
  • 4.7. Finding the Optimum Trading Rule for BSE Indexes
  • 4.8. Finding the Optimum Trading Rule for the NSE Indexes
  • 4.9. Behaviour of Indexes before and after the Crisis
  • 4.10. The Optimal Trading Rule in India: The epilogue.  .